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Quantitative Methods

Module Code: EC409C

Module Title: Quantitative Methods

  • ECTS Weighting: 10
  • Semester/Term Taught: Michaelmas Term
  • Contact Hours: 22 hours of lectures and 9 hours of tutorials.
  • Module Personnel: Lecturer - Paul Scanlon

Learning Outcomes

Having successfully completed this module, you will be able to:

  • Derive and understand properties of different estimators;
  • Apply this knowledge to analyzing statistical data;
  • Simulate different estimators in STATA.

Module Learning Aims

Satisfactory completion of this module will contribute to the development of the following key skills:

  • Ability to estimate and analyse economic models;
  • Ability to simulate economic models.

Module Content

In Hilary term Quantitative Methods deepens and extends the treatment of classical econometric and time-series methods given in the Junior Sophister Econometrics module EC3090. The deepening focuses on regression methods and misspecification testing, cointegration and unit root econometrics. Empirical examples are discussed in most of these areas, and students are supervised in applied work of their own using the STATA econometrics package.
Topics discussed during Hilary term include:

  • Statistical Properties of OLS;
  • Generalized Least Squares;
  • Instrumental Variables;
  • Unit Roots and Cointegration.

Recommended Reading List

Hilary term

  • Davidson, Russell and James MacKinnon (2004), Econometric Theory and Methods, Oxford University Press;
  • Enders, Walter (2009) Applied Econometric Times Series, Wiley.

Module Pre Requisite

EC3080 and EC3090.

Assessment Details

A project counting for 10% of the overall mark and an annual examination counting for 90% of the overall mark.

Module Website