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Quantitative Research Techniques 2

Module description


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.

Additional Information:


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
Module code:BEEM112
Module level:M
Academic year:2023/4
Module lecturers:
  • Dr Namhyun Kim - Convenor
Module credit:15
ECTS value:






Duration of module: Duration (weeks) - term 1:


Duration (weeks) - term 2:


Duration (weeks) - term 3:


Module aims

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 ActivitiesGuided independent studyPlacement / study abroad

Details of learning activities and teaching methods

CategoryHours of study timeDescription
Contact hours22Lectures

Formative assessment

Form of assessmentSize of the assessment (eg length / duration)ILOs assessedFeedback method
Weekly exercises5-15 questions per week1-5Written or verbal feedback

Summative assessment (% of credit)

CourseworkWritten examsPractical exams

Details of summative assessment

Form of assessment% of creditSize of the assessment (eg length / duration)ILOs assessedFeedback method
Assignment20The assignment will be approximately of 5xA4 pages1-5Written or verbal feedback
Written examination 80Two hours1-5Written or verbal feedback

Details of re-assessment (where required by referral or deferral)

Original form of assessmentForm of re-assessmentILOs re-assessedTimescale for re-assessment
Assignment (20%)Assignment (20%) 1-5Standard re-assessment period
Written examination (80%)Written exam (80%) 1-5Standard re-assessment period

Syllabus plan


• 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

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

Origin date


Last revision date