• MMAT5330

  • Econometric Principles and Data Analysis

E-mail
jwong@math.cuhk.edu.hk
Office
Lady Shaw Bldg 208
Phone extension
3943 7987
Lecturer's office hours
Please email me to arrange an appointment.
Teaching Assistant
XU Shengze
E-mail
szxu@math.cuhk.edu.hk
Office
LSB 222C
Phone extension
3943 8570
TA's office hours
Please email me to arrange an appointment.

Teaching Assistant
Buji Po-Chai WONG
E-mail
pcwong@math.cuhk.edu.hk
Office
LSB 222C
Phone extension
3943 8570
TA's office hours
Please email me to arrange an appointment.

Course Information

Course Outline

This course is designed for the M.Sc. Programme in Mathematics. This course is focused on the importation of mathematical and statistical concepts, theories, methods and limitations into economic and data science and provides an overview of econometric methods and data analysis that allows analysts to better understand their economic/business landscape and to improve their ability to make sound economic/business forecasts. Through hands-on exercises based on the information flow of sample data together with available computing software, e.g., MATLAB, Python and/or R programming languages, participants gain knowledge of the practical elements of applied econometric analysis. The overall aim is to sharpen the quantitative, numerical, statistical and analytical skills of participants in dealing with real world examples and issues related to business and economic models.

This course assumes no prior experience with programming.

Text and References

Reading List: This will be updated during the academic year.

The text/references is/are available at the CUHK library.

The text/reference should not be treated as a substitute for the lectures. The lectures may present the material covered in the text in a different manner, or deviate from it entirely. You should take your own notes in class.

Academic Offenses

The Chinese University of Hong Kong places very high importance on honesty in academic work submitted by students, and adopts a policy of zero tolerance on cheating and plagiarism. Any related offence will lead to disciplinary action including termination of studies at the University. For information on categories of offenses and types of penalties, students should consult the following link: .

Assessment

Your final letter-grade will be determined by the criterion-referenced assessment.

Class Participation and Lab Assignment Activities
15%
Please visit our calendar website for the specified dates of our lab assignments.
(There are 5 lab assignments; we will take the best 4 lab assignment scores out of the five).
Homework
15%
Midterm Examination
20%
February 26, 2024, from 7:45 PM - 9:00 PM
Final Examination
50%
April 22, 2024, from 7:00 PM - 9:00 PM

Course Format

  • The course consists of 13 lectures; the last class is a review lecture from 6:30 pm – 9:15 pm.
  • We will have 2 hours and 45 minutes for our lectures on the dates below:
    • January 8
    • January 15
    • January 29
    • February 19
    • March 4
    • March 18
    • April 8

  • There are five labs conducted in the lectures, where these five regular classes are split into two parts.
    • The lecture class starts from 6:20 pm – 8:15 pm.
    • The lab class starts from 8:15 pm – 9:15 pm.

  • There are five lab assignments and each lab assignment, together with class participation activities, is worth 4% out of 100%. We will have 1 hour and 50 minutes for our lecture. Here are the dates:
    • January 22
    • February 5
    • March 11
    • March 25
    • April 15

  • The questions to be answered will be selected and presented from the previous week’s lecture teaching materials. There are two sets of problems that will be covered in the lab assignment; the first set contains review exercises as a group activity where we will work through the problems together, while the second set contains a few open-ended questions that will test how much you understand our teaching materials. There are three graded homeworks; each homework assignment is worth 5% out of 100%. A midterm written closed book examination will given on February 26, 2024. The midterm examination lasts from 7:45 pm to 9:00 pm, and is worth 20% out of 100%. A final written closed book examination will given on April 22, 2024. The final examination lasts from 7:00 pm to 9:00 pm, and is worth 50% out of 100%.
  • Please attend our lectures and labs regularly. If you miss two or three lectures and lab assignments in a row, you are warned that you will have a very hard time following the lecture teaching materials and working out any lab assignment problems later on. Before taking this course, a student must check his/her Monday timetable and personal activities since he/she must be available during our scheduled teaching periods.

Calendar

Important Dates

January 2024

Sunday Monday Tuesday Wednesday Thursday Friday Saturday
1 2 3 4 5 6
7 8: Lecture 1 9 10 11 12 13
14 15: Lecture 2 16 17 18 19 20
21 22: Lecture 3 + Lab 1 23 24 25 26 27
28 29: Lecture 4 30 31

February 2024

Sunday Monday Tuesday Wednesday Thursday Friday Saturday
1 2 3
4 5: Lecture 5 + Lab 2 6 7 8 9 10
11 12 13 14 15 16 17
18 19: Lecture 6 20 21 22 23 24
25 26: Lecture 7 + Midterm 27 28 29

March 2024

Sunday Monday Tuesday Wednesday Thursday Friday Saturday
1 2
3 4: Lecture 8 5 6 7 8 9
10 11: Lecture 9 + Lab 3 12 13 14 15 16
17 18: Lecture 10 19 20 21 22 23
24 25: Lecture 11 + Lab 4 26 27 28 29 30
31

April 2024

Sunday Monday Tuesday Wednesday Thursday Friday Saturday
1 2 3 4 5 6
7 8: Lecture 12 9 10 11 12 13
14 15: Review + Lab 5 16 17 18 19 20
21 22 Final 23 24 25 26 27
28 29 30

Homeworks

There will be three graded homework assignments.

Please note that you MUST do the whole homework entirely by yourself. In case of difficulty, you may consult the instructor and the tutors during their office hours. Any answers that show evidence of having been done with others will receive a score of zero; stronger action may also be taken (visit ). Don’t copy the work of others! Be neat, concise and well-organized.

Late homework answers will NOT be graded, and will receive a score of zero.

Please click the links below to download the homework.

Lecture Notes

Once you have enrolled your course, we will send you a username and password to access your online learning resources.

Please click the link below to download the lecture notes.

Jeff Chak-Fu WONG, Department of Mathematics, The Chinese University of Hong Kong, Shatin, Hong Kong.