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

  • Gianna Boero

    Module Leader
  • Manuel Bagues

    Module Lecturer
30 CATS - Department of Economics
Autumn Module

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

Optional 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%) + Examination (60%)
Coursework Details
Test 1 (8%), Test 2 (12%), Test 3 (20%), Examination (60%)
Exam Timing
Summer

Exam Rubric

Time Allowed: 2 Hours

Read all instructions carefully- and read through the entire paper at least once before you start entering your answers.

There are TWO Sections in this paper. Answer ALL questions in Section A (60 marks) and ONE of the TWO questions in Section B (40 marks).

Approved pocket calculators are allowed. Statistical Tables are provided.

You should not submit answers to more than the required number of questions. If you do, we will mark the questions in the order that they appear, up to the required number of questions in each section.

Previous exam papers can be found in the University’s past papers archive. Please note that previous exam papers may not have operated under the same exam rubric or assessment weightings as those for the current academic year. The content of past papers may also be different.

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