Scheduling: The two groups will meet on Mondays at the following times, commencing in Week 1
Mon, 14:00--15:55: Celine, Harry, James, Kaspar
Mon, 16:00--17:55: Alex C, Alex T, Louis, Zaid
All tutorials will be held in Corpus, in the "PPE Suite" teaching room, which is Room 10 in Staircase FB1 (Fellows Building Staircase 1). [Look for "FB1" on this map: after entering the staircase, ascend two flights of stairs; the door to the room is immediately on your right.]
Problem sets: Each week I shall assign you problems from the tutorial worksheets posted on the course weblearn page. These must be submitted to me, via the Corpus Lodge, by 3pm on Sunday.
I shall also usually assign some reading to complement the lecture slides, drawn from either Stock & Watson, Introduction to Econometrics [S&W] or Angrist & Pischke, Mastering 'Metrics [A&P]. Last year I instructed both the Corpus and Queen's libraries to increase their holdings of these titles, but do please let me know if there is a shortage of available texts.
Readings: S&W, Ch 1, Ch 2.1--2.4
Problems: 1, 2, 4, 6, 7, 9 in worksheet 1
Readings: S&W, Ch 2.5--2.6, Ch 3
Problems: 1, 3, 8, 11, 14 in worksheet 2. [In answering q14(d), you should appeal to the central limit theorem]
Readings: as indicated in my lecture slides
Problems: 1, 2, 4 and 6 in worksheet 3 (due Monday 13/5 at 5pm) + 5 and 6 in worksheet 4 (due 3pm Sun 19/5)
Readings: as indicated in my lecture slides
Problems: 1, 2, 4 and 6 in worksheet 5 (plus whatever questions from worksheet 3 that I have asked you to reattempt)
Readings: as indicated in my lecture slides
Problems: 1, 3, 4 and 6 in worksheet 6. Please submit your R code as part of your solution to q6
Readings: S&W Ch 14, 15 and 16.1--16.4
Problems: 1 and 3 in worksheet 7; 1 and 2 in worksheet 8
Scheduling: Weeks 1--3 of Trinity term, Wednesdays 16:00--18:00, online via Microsoft Teams or Zoom (further details TBA). I will be available for a final online consultation at the same time in Week 4.
We shall proceed by reviewing solutions to past exam questions indicated below, but I am also happy to answer any other questions you have related to this material.
All sessions will be recorded and made available to other students via weblearn (since not all tutors are able to deliver revision classes next term). Participation in these classes implies that you consent to being recorded.
I aim to cover 4--6 questions in each class, in the order in which they appear below. (Some questions may be skipped if we run short of time.)
Probability and statistics (HT8--TT1): 2019q4; 2018q4; 2017q4
Regression (TT2--TT3): 2018q5; 2018q6; 2017q5
Instrumental variables (TT4--TT5): 2019q5; 2019q6; 2019q7; 2017q7; 2015q4; 2015q5
Time series (TT6--TT7): 2019q8; 2019q9; 2018q8; 2015q6; 2016q9 (corrected)