Course page for Quantitative Economic Analysis (Ec5040)

This page will be updated as the course progresses

Ec5040 Reading List and Course Outline
Getting started with Stata

Lecture 1: OLS & Multiple Regression Analysis


Introduction to Econometrics
OLS and the General Linear Model

Lecture Week 2: OLS & Multiple Regression Analysis

lecture 2 notes: Algebraic Aspects of OLS & Partialling Out
Partialing Out and Effects of Orthogonality in Multiple Regression
Frisch-Waugh Theorem
Outliers & Leverage Example
R&D Outlier Example Data (rd.zip)
Partialing Out Example Data (partial.zip)
Frisch-Waugh Theorem Example Data (food.zip)

Lecture Week 3: Bias & Efficiency of OLS

Effect of Scalar Transformations of Data on Regression Coefficients
lecture 3 notes: Goodness of Fit, Bias & Efficiency of OLS

Lecture Week 4: Tests of Linear Hypotheses

lecture 4 notes: Testing Linear Hypotheses
Tests of Linear Hypotheses Examples

Lecture Week 5: Specification Error

lecture 5 notes:
Modelling and Testing for Structural Breaks
Effects of Omitted Variables Example
Omitted Variable Tests Examples

Lecture Week 6:Heteroskedasticity

Lecture Notes: Heteroskedasticity
Grouped Data, OLS & GLS
Heteroskedasticity Tests and Correction Procedures
Clustering Example

Lecture Weeks 7, 8 9: Measurement Error, Endogeneity & IV Estimation

Lecture notes Endogeneity
Example of Measurement Error and IV estimation
IV test data set (ivdat.zip)

Lecture Week 10: Panel Data

Estimation using Panel data
Panel data set (panel.zip)

Assessed Computer Test Data Sets

Question Paper

The data is zipped. Right click on the file that you have been assigned, then "save link as" to a directory and then unzip

panel1.zip
panel2.zip
panel3.zip
panel4.zip
panel5.zip
panel6.zip
panel7.zip
panel8.zip
panel9.zip
panel10.zip
panel11.zip
panel12.zip
panel13.zip
panel14.zip
panel15.zip
panel16.zip
panel17.zip
panel18.zip
panel19.zip
panel20.zip

Computer Exercise & Other Data Sets


Computer Exercise 0 Data (cex0.zip)
Computer Exercise 1 Data (cex1.zip)
Computer Exercise 2 Data (cex2.zip)
Computer Exercise 4 Data: cex4.zip
Computer Exercise 5 Data (cex5.dta in cex5.zip)
Twins data for Computer Exercise 6
Computer Exercise 7 Data (cex7.dta in cex7.zip)
Computer Exercise 8 Data (cex8.dta in cex8.zip)

Answers to Problem Sets

Exercise 0 - Revising 2 variable Model
Exercise 1 - The General Linear Model
Exercise 2 - More on the General Linear Model
Exercise 3
Exercise 4
Exercise 5
Exercise 6
Exercise 7
Exercise 8

Computer Exercises: Answers

Exercise 0 Answers
Exercise 1 - Outline answers
Exercise 2 - Outline answers
Exercise 3 - Outline answers
Exercise 4 - Outline answers
Exercise 4 - Outline answers
Exercise 5 - Outline answers
Exercise 6 - Outline answers
Exercise 7 - Outline answers
Exercise 8 - Outline answers

Mid-Term Tests

  • Mid-Term I 2005/6 Answers
  • Mid-Term II 2005/6 Answers
  • Mid-Term I 2006/7 Answers
  • Mid-Term II 2006/7 Answers
  • Mid-Term I 2007/8 Answers
  • Mid-Term I 2008/9 Answers
  • Mid-Term I 2009/10 Answers
  • Mid-Term I 2010/11 Answers
  • Mid-Term I 2011/12 Answers