In-class activities

Group activities

Short in-class exercises that sit alongside the lecture modules. All handouts are open now; worked solutions follow as each lecture is reached.

All activity handouts are open now. Every handout below is available for the whole course, not just the current week, so you can work ahead. Solutions are released as each lecture is reached.

Activity 1 · S&W 1–2 · Lecture 1

Economic Questions and Probability

Review random variables, expectation, variance, covariance and conditional means in financial data.

Handout Solutions

Activity 2 · S&W 3 · Lecture 2

Review of Statistics

Work through estimators, hypothesis tests, confidence intervals and the interpretation of a p-value.

Handout Solutions

Activity 3 · S&W 4 · Lecture 3

Linear Regression with One Regressor

Use fitted values, residuals, R² and the least-squares assumptions to read a simple regression.

Handout Solutions

Activity 4 · S&W 5 · Lecture 4

Hypothesis Tests and Confidence Intervals

Test a slope, build a confidence interval and compare conventional and robust standard errors.

Handout Solutions

Activity 5 · S&W 6 · Lecture 5

Multiple Regression and Omitted-Variable Bias

Diagnose omitted-variable bias, sign the bias and interpret a ceteris paribus regression coefficient.

Handout Solutions

Activity 6 · S&W 7 · Lecture 6

Hypothesis Tests in Multiple Regression

Run a joint hypothesis test and compare individual t-tests with the F-test.

Handout Solutions

Activity 7 · S&W 10 · Lecture 7

Panel Data and Fixed Effects

Separate between and within variation, then interpret entity fixed effects and clustered standard errors.

Handout Solutions

Activity 8 · S&W 14 · Lecture 8

Time Series and Forecasting

Work with lags, autocorrelation, persistence and the random-walk logic behind market efficiency.

Handout Solutions

Activity 9 · S&W 15 · Lecture 9

Dynamic Causal Effects

Read distributed lags, dynamic multipliers and HAC standard errors in a macro-finance application.

Handout Solutions

Activity 10 · S&W 16 · Lecture 10

Volatility, VAR and Cointegration

Connect volatility clustering, VAR dynamics, Granger causality and long-run links between time series.

Handout Solutions

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