# Quantitative Methods A

## Module Code: ECU44051/ECU44053

### Module Title: Quantitative Methods A - Advanced Econometrics

• ECTS Weighting: 10/5
• Semester/Term Taught: Semester 1
• Contact Hours: 22 hours of lectures and 4 hours of tutorials.
• Module Personnel: Lecturer - Dr Jan Luca Hennig

### Module Learning Aims

This module is designed to provide students with a theoretical and applied toolbox of econometric techniques frequently used in applied microeconomics research.

### Module Content

Limited dependent variables

• Multinomial models
• Censoring, Truncation, and Selection

Casual inference

• Instrumental variables
• Regression discontinuity designs
• Difference-in-differences

### Learning Outcomes

Upon successful completion of the ECU44051 (10 ECTS) module, students will be able to:

• Derive and understand properties of different econometric models;
• Decide which approach is appropriate for a particular type of data and research question;
• Estimate econometric models using STATA;
• Correctly interpret the results;
• Replicate papers using the econometrics models discussed.

Upon successful completion of the ECU44053 (5 ECTS) module, students will be able to:

• Derive and understand properties of different econometric models;
• Decide which approach is appropriate for a particular type of data and research question;
• Estimate econometric models using STATA;
• Correctly interpret the results.

• Cameron, A. and Trivedi, P. (2005), Microeconometrics: Methods and Applications, Cambridge University Press
• Cunningham, S. (2017), Causal Inference: The Mixtape.
• Angrist, J. and Pischke, J. (2009), Mostly Harmless Econometrics, Princeton University Press.
• Cameron, A. and Trivedi, P. (2008), Microeconometrics Using Stata, Stata Press.

### Module Pre Requisite

EC3180 & EC3181 Mathematical Economics and EC3190 & EC3191 Econometrics

### Assessment Details

ECU44051 (10 ECTS): There will be a term test accounting for 50% of the overall grade and group assignment (presentation plus replication exercise) accounting for 50% of the overall grade.

ECU44053 (5 ECTS): There will be a term test accounting for 50% of the overall grade and group presentation accounting for 50% of the overall grade.

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