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Assessment Materials in Advanced Econometrics/Quantitative Techniques

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Past exam papers
D. S. G. Pollock, Queen Mary College, University of London
 This is an archive of exam papers from Queen Mary College, available in PDF. It covers courses in Econometric Theory, Economic Forecasting, M.Sc. Time Series Analysis, M.Sc. Mathematical Statistics and Environmental Economics, in some cases going back to 1994.

Econometrics M.Sc. lecture notes
Hugo Kruiniger, Queen Mary College, University of London
 Notes and equations from fourteen lectures from two courses are held here. Also included are eight problem sets, some with solutions, and an exam. All files are in PDF. They cover a range of topics in econometrics including panel data models, tests of heteroskedasticity and asymptotic theory.

A cook-book of mathematics
Viatcheslav Vinogradov, Economics Institute of the Czech Academy of Sciences
 This 116-page textbook was adapted from a series of handouts used in a graduate-level course in mathematics for economists. Downloadable as a PDF file, it has four chapters (Linear algebra, Calculus, Constrained Optimization and Dynamics) plus 14 pages of exercises. Economics applications are given throughout the text. The book is dated 1999.

Mathematical tools for economists
Robert M Anderson, University of California, Berkeley
 This advanced course web page includes a syllabus, past exams, lecture notes, and problem sets with solutions - all in .pdf. It supports a course on Mathematical Tools for Economists as taught by Robert M. Anderson of University of California, Berkeley as taught in 2006/7.

This page was last updated Tue Mar 30 14:32:29 BST 2010