Quantitative Methods for Economics and Finance 1 (854L1)

15 credits, Level 7 (Masters)

Autumn teaching

This module will equip you with the advanced quantitative techniques essential for conducting empirical research in economics and finance. It emphasises econometric methods including:

• instrumental variables
• differences-in-differences
• panel-data estimation
• synthetic control
• regression discontinuity
• propensity score techniques.

The module also explores time series estimation methods, including stochastic and duration models, and examines the growing use of machine learning in economics and finance. The module uses practical examples from economics and finance to help you apply these methods to real-world data and complex research questions.  

Contact hours and workload

This module is approximately 150 hours of work. This breaks down into about 33 hours of contact time and about 117 hours of independent study. The University may make minor variations to the contact hours for operational reasons, including timetabling requirements.

We regularly review our modules to incorporate student feedback, staff expertise, as well as the latest research and teaching methodology. We’re planning to run these modules in the academic year 2025/26. However, there may be changes to these modules in response to feedback, staff availability, student demand or updates to our curriculum.

We’ll make sure to let you know of any material changes to modules at the earliest opportunity.