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



    2