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EC907: Quantitative Methods: Econometrics A (for MSc Behavioural and Economic Science - Economics Track)

  • Manuel Bagues

    Module Leader
30 CATS - Department of Economics

Principal Aims

EC907-30 Quantitative Methods: Econometrics A (for MSc Behavioural and Economic Science - Economics Track)

Principal Learning Outcomes

Subject Knowledge and Understanding:...demonstrate an understanding of material needed for empirical quantitative analysis.

Subject Specific and Professional Skills:...demonstrate the development of the habit of thought, knowledge and understanding to be able to carry out applied econometric research.

Subject Knowledge and Understanding:...demonstrate an understanding of fundamental concepts in mathematics and statistics relevant to the other core modules and be able to apply these concepts to economics.

Subject Knowledge and Understanding:...demonstrate knowledge of the theory and practice of modern econometrics, particularly applied econometrics.

Cognitive Skills:...demonstrate an understanding of fundamental concepts in mathematics and statistics relevant to the other core modules and be able to apply these concepts to economics.

Syllabus

The syllabus for this module will be based on the following topics; however this list is not limited to those listed below and does not infer all of these topics will be studied in the module.

Introductory Mathematics and Statistics: pre-sessional topics covered will include linear algebra, multivariate calculus and constrained optimisation, differential and difference equations, basic probability theory and hypothesis testing.

Econometrics: will cover Randomized control trials, Identification based on observables (e.g. OLS), Instrumental variables Differences-in-differences, Regression discontinuity design.

Context

Core Module
C8P8 - Year 1
Pre or Co-requisites
Technical prerequisites (besides a first degree in economics) are elementary probability and statistics, mathematics for economists and algebraic facility.

Assessment

Assessment Method
Coursework (40%) + Online Examination (60%)
Coursework Details
Online Examination (60%) , Test 1 (8%) , Test 2 (12%) , Test 3 (20%)
Exam Timing
Summer

Reading Lists