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Compulsory Course
ST425 Statistical Inference: Principles, Methods and Computation
Core syllabus
A comprehensive coverage of fundamental aspects in probability and statistics. D
ata illustration using package R constitutes an integral part of the course, pro
viding hands-on experience in simulation and data analysis.
Random variables, Probability distributions, Probability inequality, Convergence
of random variables, Point estimation, Hypothesis testing, Interval Estimation,
Linear regression.
ST405 Multivariate Methods (half-unit)
Core syllabus
An introduction to the theory and application of modern multivariate methods use
d in the Social Sciences.
A selection from the following topics: cluster analysis, multi-dimensional scali
ng, principal components analysis, correspondence analysis, factor analysis, lat
ent variable models, multivariate normal distribution, exponential family, and s
tructural equations models.
ST409 Stochastic Processes (half-unit)
Core syllabus
A broad introduction to stochastic processes for postgraduates with an emphasis
on financial and actuarial applications.
Martingales, Markov Chains, Poisson Processes, Brownian motion, stochastic diffe
rential equations and diffusion processes. Applications in Finance. Actuarial ap
ST411 Generalised Linear Modelling and Survival Analysis (half-unit)
Core syllabus
Regression analysis and generalized linear modelling with an emphasis on diagnos
tics and the exponential family.
One variable and multiple regression. Factorial design. Variable selection and m
odel building. Deletion diagnostics. Transformation of the response, constructed
variables. The use of R for data analysis. Exponential family and generalized l
inear models. Loglinear models, contingency tables, exact tests.
ST415 Research Design for Experimental and Observational Studies (half-unit)
Core syllabus
The course deals with the principles and practicalities of the design and execut
ion of experiments, quasi-experiments and sample surveys for social investigatio
Topics from: Principles and methods of empirical research, formulation and test
ing of theories, operationalisation and measurement. Principles of experimental
research, common experimental and quasi-experimental designs. Formal frameworks
for casual inference. Strategies and methods of survey data collection, sampling
, attitude measurement, questionnaire design, non-sampling errors, non-response.
ST416 Multilevel and Longitudinal Modelling (half-unit)
Core syllabus
A practical introduction to multilevel modelling with applications in social re
This course deals with the analysis of data from hierarchically structured popu
lations (eg individuals nested within households or geographical areas) and long
itudinal data. Multilevel (random-effects) extensions of standard statistical te
chniques, including multiple linear regression and logistic regression, will be
considered. The course will have an applied emphasis with computer sessions usin
g appropriate software (eg Stata).
ST418 Non-Linear Dynamics and the Analysis of Real Time Series (half-unit)
Core syllabus
An introduction to the dynamics of non-linear deterministic systems with a pract
ical focus, including case studies, of use of time series data in industry.
Analysis and modelling of real data, involving an introduction to the dynamics o
f non-linear systems. Focus is on evaluating which methods to employ (linear/non
-linear, deterministic/stochastic) in a given problem. Concrete applications in
economics (electricity demand) and environment (weather derivatives) as well as
analytically tractable illustrations.
Syllabus: Dynamics of nonlinear systems. Analysis and forecasting of nonlinear s
tochastic systems. Fractal dimensions and Lyapunov exponents. Concrete applicati
ons in forecasting electricity demand and pricing weather derivatives. Practical
focus on the use of time series data in industry.
ST421 Developments in Statistical Methods (half-unit)
Core syllabus
Our aim is to teach students important statistical methodologies that reflect th
e exciting development of the subject over the last ten years, which include emp
irical likelihood, MCMC, bootstrap, local likelihood and local fitting, model As
sessment and selection methods, boosting, support vector machines. These are com
putationally intensive techniques that are particularly powerful in analysing la
rge-scale data sets with complex structure.
A selection from the following topics. Robustness of likelihood approaches: dist
ance between working model and "truth", maximum likelihood under wrong models, q
uasi-MLE, model selection with AIC, robust estimation. Empirical likelihood: emp
irical likelihood of mean. Bayesian methods and Markov chain Monte Carlo (MCMC)
basic Bayes, Gibbs sampler, Metropolis-Hastings algorithm. Elements of statistic
al learning: global fitting versus local fitting, linear methods for regression,
splines, kernel methods and local likelihood. Model Assessment and selection: b
ias-variance trade-off, effective number of parameters, BIC, cross-validation. F
urther topics: additive models, varying-coefficient linear models, boosting, neu
ral network, support vector machines. The course will be continuously updated to
reflect important new developments in statistics.
ST422 Time Series (half-unit)
Core syllabus
A broad introduction to statistical time series analysis for postgraduates
What time series analysis can be useful for; autocorrelation; stationarity; basi
c time series models: AR, MA, ARMA; trend removal and seasonal adjustment; inver
tibility; spectral analysis; estimation; forecasting. If time permits, we will a
lso discuss some of the following topics: financial time series and the (G)ARCH
model; nonstationarity; bivariate time series.
EC484 Econometric Analysis
Core syllabus
An advanced treatment of the theory of estimation and inference for econometric
Part (a) Matrix background; symptotic statistical theory: modes of convergence,
asymptotic unbiasedness, stochastic orders of magnitude, central limit theorems
, applications to linear regression. Part (b) Non-linear-in variables systems: m
aximum likelihood and instrumental variables estimates, optimal instrumental var
iables estimates for static and dynamic models, and models with autocorrelated d
isturbances. Simultaneous equations systems, identification, estimation, asympto
tic behaviour of estimators and hypothesis testing. Wald, generalised likelihood
ratio and Lagrange multiplier hypothesis tests, asymptotic null and local behav
iour and consistency.
MY456 Survey Methodology
Core syllabus
This course provides an introduction to the methodology of the design and analys
is of social surveys. It is intended both for students who plan to design and co
llect their own surveys, and for those who need to understand and use data from
existing large-scale surveys.

Topics covered include basic ideas of target populations, survey estimation and
inference, sampling error and nonsampling error; sample design and sampling theo
ry; methods of data collection; survey interviewing; cognitive processes in answ
ering survey questions; design and evaluation of survey questions; nonresponse e
rror and imputation for item nonresponse; survey weights; analysis of data from
complex surveys; accessing, preparing and working with secondary data from exist
ing social surveys. The course includes computer classes, using the statistical
computer package Stata; no previous knowledge of Stata is required.
MY457 Causal Inference for Observational and Experimental Studies
Core Syllabus
This course provides an introduction to statistical methods used for causal infe
rence in the social sciences.
Using the potential outcomes framework of causality, topics covered include rese
arch designs such as randomized experiments and observational studies. We explor
e the impact of noncompliance in randomized experiments, as well as nonignorable
treatment assignment in observational studies. To analyze these research design
s, the methods covered include matching, instrumental variables, difference-in-d
ifference, and regression discontinuity. Examples are drawn from different socia
l sciences. The course includes computer classes, where standard statistical com
puter packages (Stata or R) are used for computation.
MY459 Special topics in Quantitative Analysis
Core syllabus
The course will assume a knowledge of standard regression models, to the level c
overed in MI452. Please note that the exact topic changes every year.
The aim of the course is to introduce students to advanced analytic methods freq
uently used in leading-edge social research.

OR406 Mathematical Programming: Theory and Algorithms (half-unit)

Core syllabus
To cover the use of mathematical programming models in practice, and an introduc
tion to the theory and computational methods.
As described under the headings of the lecture courses below.
OR406.1 Foundations of Mathematical Programming: An introduction to the mathemati
cal foundations of mathematical programming
OR406.2 Mathematical Programming: Introduction to theory and the solution of line
ar and nonlinear programming problems: simplex and interior point algorithms, in
teger linear programming (ILP) methods (branch and bound, enumeration, cutting p
lanes), decomposition methods, quadratic programming

SA481 Basic Population Analysis (half-unit)

Core syllabus
This course covers the basic principles and techniques of population analysis. T
opics covered include the analysis of mortality, fertility, nuptiality, and migr
ation, as well as the basic principles of population projection.
The construction, interpretation, and uses of life tables. The measurement and a
nalysis of fertility and birth intervals. Natural fertility and the proximate de
terminants of fertility, including Bongaarts' framework. Cohort and period appro
aches to measurement. Nuptiality and reproductivity. The basic measurement of mi
gration. Component population projections. The use of models in demography.
ST435 Advanced Probability Theory
Core syllabus
The course covers core topics in measure theoretic probability and modern stocha
stic calculus, thus laying a rigorous foundation for studies in statistics, actu
arial science, financial mathematics, economics, and other areas where uncertain
ty is essential and needs to be described with advanced probability models. Emph
asis is on probability theory as such rather than on special models occurring in
its applications.
Brief revision of mathematical tools: set theory, logics, techniques of proof, r
eal and complex numbers, sequences, functions, metric spaces, notions of limits
and convergence, continuity, differentiation and integration. Brief review of ba
sic probability concepts in a measure theoretic setting: probability spaces, ran
dom variables, expected value, conditional probability and expectation, independ
ence. Construction of probability spaces with emphasis on stochastic processes.
Operator methods in probability: generating functions, moment generating functio
ns, Laplace transforms, and characteristic functions.
ST499 Dissertation
Core syllabus
Independent project work on a subject chosen by the student.
Subjects are chosen and a supervisor assigned by week eight of the Michaelmas te
rm. Students meet with their project supervisor and write an outline of the proj
ect before the end of Lent term. Students then spend July, August and September
working on their projects.
Dissertation guidelines