EH427 Half Unit
Topics in Quantitative Analysis in Economic History
This information is for the 2024/25 session.
Teacher responsible
Dr Jason Lennard SAR 605
Availability
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.
Pre-requisites
Students enrolled for this course are expected to have completed EH426 or the equivalent of undergraduate courses in econometrics and intermediate economic theory.
Course content
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.
Teaching
20 hours of seminars in the AT.
This course is delivered through a classes totalling a minimum of 20 hours across Autumn Term.
This course includes a reading week in Week 6 of Autumn Term.
Formative coursework
Students are expected to prepare a group presentation and an individual essay.
Indicative reading
- Stock and Watson, Introduction to Econometrics (2020)
- Wooldridge, Introductory Econometrics: A Modern Approach (2009)
Assessment
Essay (100%, 4000 words) in the ST.
Key facts
Department: Economic History
Total students 2023/24: 19
Average class size 2023/24: 19
Controlled access 2023/24: Yes
Value: Half Unit
Course selection videos
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