EH427 Half Unit
Topics in Quantitative Analysis in Economic History
This information is for the 2023/24 session.
Dr Jason Lennard SAR 608
This course is available on the MSc in Economic History, MSc in Economic History (Research), MSc in Financial History, MSc in Global Economic History, MSc in Global Economic History (Erasmus Mundus) and MSc in Political Economy of Late Development. This course is not available as an outside option.
Students enrolled for this course are expected to have completed EH426 or the equivalent of undergraduate courses in econometrics and intermediate economic theory.
This course will provide an overview of time series analysis in economic history. The methods studied will include filters, local projections, vector autoregressions, narrative identification, instrumental variables, natural experiments and more, combining theory, practical exercises and applications in the historiography.
20 hours of seminars in the WT.
This course is delivered through a combination of classes and lectures totalling a minimum of 20 hours across Winter Term.
This course includes a reading week in Week 6 of Winter Term.
Students are expected to prepare a group presentation and an individual essay.
- Stock and Watson, Introduction to Econometrics (2020)
- Wooldridge, Introductory Econometrics: A Modern Approach (2009)
Essay (100%, 5000 words) in the ST.
Department: Economic History
Total students 2022/23: 9
Average class size 2022/23: 9
Controlled access 2022/23: Yes
Value: Half Unit
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