Quantitative Research Techniques 2
This module builds your knowledge and understanding of econometric and quantitative research tools, and the application of these techniques to real life problems in economics, finance and other social science disciplines.
The methods covered in this module enables empirical analysis of data and problems both within and across a set of different countries.
All the resources for this module are available on the ELE (Exeter Learning Environment).
Students are able to acquire excellent skills in data analysis and exploration, which are considered useful in improving their employability especially in today’s data rich environment. Some examples career paths students with econometric skills may consider are policy analysts and economists working for both governmental and private institutions.
Full module specification
|Module title:||Quantitative Research Techniques 2|
|Duration of module:||
Duration (weeks) - term 1: |
0Duration (weeks) - term 2:
11Duration (weeks) - term 3:
This module aims at providing the students with the necessary econometric and methodological research tools to equip them for carrying out empirical research projects as well as understand the contents of other Masters level modules.
The module is dedicated to the application of various econometric methods and techniques to real life problems.
ILO: Module-specific skills
- 1. Apply modern econometric techniques in the analysis of economic data
ILO: Discipline-specific skills
- 2. Formulate hypotheses of interest, derive the necessary tools to test this hypothesis and interpret the results
- 3. Show a specialised knowledge of applied aspects of econometrics that will enable him/her to carry out applied research or direct them towards an academic career
ILO: Personal and key skills
- 4. Have technical expertise in computing software, particularly econometric software, to tackle empirical problems
- 5. Demonstrate confidence in identifying, tackling and solving research problems
Learning activities and teaching methods (given in hours of study time)
|Scheduled Learning and Teaching Activities||Guided independent study||Placement / study abroad|
Details of learning activities and teaching methods
|Category||Hours of study time||Description|
|Form of assessment||Size of the assessment (eg length / duration)||ILOs assessed||Feedback method|
|Weekly exercises||5-15 questions per week||1-5||Written or verbal feedback|
Summative assessment (% of credit)
|Coursework||Written exams||Practical exams|
Details of summative assessment
|Form of assessment||% of credit||Size of the assessment (eg length / duration)||ILOs assessed||Feedback method|
|Assignment||20||The assignment will be approximately of 5xA4 pages||1-5||Written or verbal feedback|
|Written examination||80||Two hours||1-5||Written or verbal feedback|
Details of re-assessment (where required by referral or deferral)
|Original form of assessment||Form of re-assessment||ILOs re-assessed||Timescale for re-assessment|
|Assignment (20%)||Assignment (20%)||1-5||Standard re-assessment period|
|Written examination (80%)||Written exam (80%)||1-5||Standard re-assessment period|
• Topics in estimation techniques:
1. Maximum Likelihood Estimation
2. Generalized Method of Moments
• Topics in Microeconometrics:
1. Binary choice Models and Limited Dependent Variables
2. Panel Data Models
• Topics in Time Series:
1. Univariate Time Series Models
2. Multivariate Time Series Models
3. Unit Roots and Cointegration
Indicative learning resources - Basic reading
Indicative basic reading list:
- Greene, W. (2008), Econometric Analysis, New Jersey: Prentice Hall, 6th Edition. (main textbook.)
- Cameron, C. and P. Trivedi, (2005 ) Microeconometrics: Methods and Applications, Cambridge University Press
- Hamilton, J. D. (1994), Time Series Analysis, Princeton University Press
Module has an active ELE page?
Indicative learning resources - Web based and electronic resources
- ELE – College to provide hyperlink to appropriate pages
Last revision date