Assessment
Quizzes & exams
Three short quizzes, a midterm, a group project and a final. Quizzes are held at the start of class; the midterm covers the first half, the final the second. Dates, coverage and the papers are below.
Attendance 12%
Quizzes 18%
Midterm 20%
Group project 20%
Final 30%
Check your Quiz 1 result
Enter your first name, last name, or full name and see only your own Quiz 1 total result.
Check your Quiz 2 result
Enter your first name, last name, or full name and see only your own Quiz 2 total result.
Assessment schedule
| Date | Assessment | Weight |
|---|---|---|
| Thu 2 Jul | Quiz 1 | 6% |
| Wed 8 Jul | Quiz 2 | 6% |
| Fri 10 Jul | Midterm Examination | 20% |
| Tue 14 Jul | Quiz 3 + Presentation Information | 6% |
| Thu 16 Jul | Group Project Presentations | 20% |
| Fri 17 Jul | Final Examination | 30% |
Coverage
Midterm · Lectures 1–6
- Probability and statistics: random variables, the sampling distribution, estimators and tests.
- Linear regression with one regressor; OLS,
R²and the least-squares assumptions. - Hypothesis tests and confidence intervals; heteroskedasticity-robust standard errors.
- Multiple regression, omitted-variable bias and the
F-test.
Final · Lectures 7–10
- Panel data: entity and time fixed effects, clustered standard errors.
- Time series and forecasting; the random walk and the efficient-market hypothesis.
- Dynamic causal effects; distributed lags and HAC standard errors.
- Volatility (ARCH/GARCH), Value-at-Risk, VAR and cointegration.
Group project
In small groups you take a financial or macroeconomic question of your own and answer it with the tools of the course, on real data, in Stata or Python. You hand in a short write-up and present your findings on Thursday 16 July. Marks reward a clear question, a sound identification strategy, honest standard errors, and a result you can defend, not the size of the model.
What to submit. A 6–10 page report and a short slide deck, plus the code and data so the analysis can be reproduced. Choose a question where the data exists and a regression can actually answer it.
Exam materials
Papers are posted here after each assessment has been sat. Quiz 1 and Quiz 2 (paper and solutions) are available below; the midterm and final will appear once each has taken place. You can also revise from the topics list, the problem sets, and the lecture labs.
Shanghai · China
Course home
Teaching
CV
