Quantitative Economics

Trinity 2021

Format: We will meet in person if and when this becomes possible. Otherwise, our meetings will be held online, via Zoom (using a link provided via email).

Scheduling: From Week 4 onwards, we meet at the following times, in Fellows Building Attic Room 1.

  • 14:30--16:20: Joseph, Karan: this is a hybrid tutorial (please bring your laptop), using the same Zoom link as previously

  • 16:45--18:35: Carys, Marcus and Thomas: this is a wholly in-person tutorial

Please wear a mask and follow social distancing. If any of you need to self-isolate, at any point during the term, you will always be able to join the 14:30 tutorial remotely; so please keep that time free of other commitments.

Problems: Each week I shall assign you problems from the tutorial worksheets posted on the course weblearn page. These must be submitted to me, electronically, by 15:00 (BST) on Sunday, by uploading your work to a shared OneDrive folder (that I will send each of you an invitation to). Please upload this as a single pdf, with the filename lastname_tutorial#.pdf. The university's recommendation is to use Microsoft Office Lens for creating scans of written work, and my colleague Kevin Sheppard has provided detailed instructions on how to do this most effectively.

Only work handed in for tutorials on even-numbered weeks will be graded, but in odd-numbered weeks I will also check your work to monitor your progress with the course material.

Readings: The assigned readings from Introduction to Econometrics are an important part of this course. Please make arrangements with your College library to obtain a copy of this work.

For each tutorial, please attempt the recommended problems (and complete the reading) indicated at the top of the week's worksheet. Any exceptions to this will be indicated.

Revision Classes

Scheduled for:

  • Friday 9:00--11:00 in HT8: Skills Lab, Manor Road Building

  • Friday 9:00--11:00 in TT1--TT3: Seminar Room G, Manor Road Building [top floor]

Our first session will review the 2021 collection paper. The subsequent three sessions will review exam questions from previous years, drawn from the list below, in the order in which they appear below. (Since we can only cover 4-5 questions in a session, some of these will be skipped over.) References are to questions from the relevant collection paper, as posted on the course Canvas page.

  • Probability and statistics (HT8--TT1): 2020q4; 2019q4; 2018q4; 2017q4

  • Regression (TT2--TT3): 2021q6; 2020q5; 2018q5; 2018q6; 2017q5

  • Instrumental variables (TT4--TT5): 2020q7; 2019q5; 2019q6; 2019q7; 2017q7

  • Time series (TT6--TT7): 2021q7; 2020q8; 2020q9; 2019q8; 2019q9; 2018q8; 2017q8; 2017q9