Royal Holloway lectures (Quantitative Methods in Economics II)

My first academic job was as a lecturer in economics at Royal Holloway, University of London, where I was responsible for the second-year mathematical methods and econometrics course EC2203 Quantitative Methods in Economics II. I have lost all the original manuscripts of the lecture notes but still have scanned copies of most of the printouts (only Lecture 18 Estimation of structural equations is lost forever, unfortunately!) I am posting them here in the order in which I delivered them.

EC2203 Syllabus

EC2203 Lecture 1 Sets and functions

EC2203 Lecture 2 Vectors

EC2203 Lecture 3 Introduction to matrix algebra

EC2203 Lecture 4 Matrix inversion and Cramer’s rule

EC2203 Preparation for Lecture 5 Review of differentiation

EC2203 Lecture 5 Partial differentiation

EC2203 Lecture 5 Appendix A note on Jacobian determinants

EC2203 Lecture 6 Total differentiation

EC2203 Lecture 7 Implicit functions

EC2203 Lecture 8 Unconstrained optimisation

EC2203 Lecture 8 Appendix Quadratic forms

EC2203 Lecture 9 Constrained optimisation

EC2203 Lecture 10 Essential statistical concepts

EC2203 Lecture 11 Introduction to econometric models

EC2203 Lecture 12 Identification

EC2203 Lecture 13 Introduction to dynamic models

EC2203 Lecture 13 Appendix Some formal definitions

EC2203 Lecture 14 The bivariate regression model

EC2203 Lecture 14 Appendix Algebraic results for OLS estimation

EC2203 Lecture 15 Multiple regression analysis

EC2203 Lecture 16 Autocorrelation

EC2203 Lecture 17 Heteroskedasticity

EC2203 Lecture 18 Estimation of structural equations (Lost)

Published by Dr Christian P. H. Salas

Mathematics Lecturer

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