### 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
### Notes & Examples

### Lectures 1-3

Introduction to Econometrics

OLS and the General Linear Model

Partialing Out and Effects of Orthogonality in Multiple Regression

Frisch-Waugh Theorem

Effect of Scalar Transformations of Data on Regression Coefficients

Outliers & Leverage

### Lecture 4

Inference and Hypothesis Testing

Tests of Linear Hypotheses

Omitted Variable Tests

### Lecture 5

Heteroskedasticity

Grouped Data, OLS & GLS

Heteroskedasticity Tests and Correction Procedures

### Lectures 6-8

Endogeneity

Measurement Error and IV estimation

### Lecture 9

Panel Data

Estimation using Panel data

Panel Dataset (panel.dta)

### Lecture 10

Treatment and Selection Effects

Selection and Treatment Example

### Data

Computer Exercise 0 Data (cex0.zip)

Computer Exercise 1 Data (cex1.zip)

Computer Exercise 2 Data (cex2.zip)

Computer Exercise 4 - (Assessed: Deadline 22nd November)

Computer Exercise 4 Data: cex4_06.zip (Assessed)

Computer Exercise 5 Data (cex5_05.dta in cex5.zip)

Twins data for Computer Exercise 6

Computer Exercise 7 Data (cex7_05.dta in cex7.zip)

Computer Exercise 8 Data (cex8_06.dta in cex8_06.zip) - (Assessed: Deadline 24th January)

Computer Exercise 9 Data (cex9.dta in cex9.zip)

Selectivity Example (select.dta in select.zip)

### Computer Exercise Answers

Exercise 0 Answers

Exercise 1 - Outline answers

Exercise 2 - Outline answers

Exercise 3 - Outline answers

Exercise 4 - (Assessed)

Exercise 5 - Outline answers

Exercise 6 - Outline answers

Exercise 7 - Outline answers

Exercise 8 - Outline answers

Exercise 9 - Outline answers
### Mid-Term Tests

Mid-Term I 2002/3
Mid-Term I 2002/3 Answers
Mid-Term II 2002/3
Mid-Term II 2002/3 Answers
Mid-Term I 2003/4
Mid-Term I 2003/4 Answers
Mid-Term II 2003/4
Mid-Term II 2003/4 Answers

Mid-Term I 2004/5

Mid-Term I 2004/5 Answers

Mid-Term II 2004/5

Mid-Term II 2004/5 Answers

Final Exam 2003/4 Answers

Final Exam 2004/5 Answers

Final Exam 2005/6 Answers

Mid-Term I 2005/6 Answers

Mid-Term II 2005/6 Answers

Mid-Term I 2006/7 Answers

Mid-Term II 2006/7 Answers

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