Master of Science
MSc Quantitative Finance
Due to high demand for this course, we operate a staged admissions process with multiple selection deadlines throughout the year, to maintain a fair and transparent approach.
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Fees and funding
Fees
Fees for entry in 2027 have not yet been set. For reference, the fees for the academic year beginning September 2026 were as follows:
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MSc (full-time)
UK students (per annum): £22,600
International, including EU, students (per annum): £36,800
The fees quoted above are fully inclusive of tuition, administration and computational costs.
Fees for entry are subject to yearly review. The University reserves the right to increase your tuition fee by up to 7% each year for courses lasting more than one year, including to reflect rising costs associated with delivering our educational and wider student experience. Postgraduate fees information .
Always contact the admissions team if you are unsure which fee applies to your qualification award and method of attendance.
Policy on additional costs
All students should normally be able to complete their programme of study without incurring additional study costs over and above the tuition fee for that programme. Any unavoidable additional compulsory costs totalling more than 1% of the annual home undergraduate fee per annum, regardless of whether the programme in question is undergraduate or postgraduate taught, will be made clear to you at the point of application. Further information can be found in the University's Policy on additional costs incurred by students on undergraduate and postgraduate taught programmes (PDF document, 91KB).
Scholarships/sponsorships
We know that student finance can be complicated. The links below provide further information to help guide you.
Learn more about - student finance options for UK students.
Learn more about - fees and finance for international students.
Graduates of The University of Manchester and Manchester Metropolitan University can receive a 10% discount on their master's degree tuition fees as part of our Manchester Alumni Loyalty Discount scheme.
Course unit details:
Cross Sectional Econometrics
| Unit code | BMAN70211 |
|---|---|
| Credit rating | 15 |
| Unit level | FHEQ level 7 – master's degree or fourth year of an integrated master's degree |
| Teaching period(s) | Semester 1 |
| Available as a free choice unit? | No |
Overview
This is a graduate core course unit that covers the econometric analysis of cross-sectional and panel data. It gives an overview of the standard methods for estimating and testing the linear regression model, discusses techniques for estimating models using instrumental variables and those with limited dependent variables, and provides an advanced treatment of static and dynamic panel data methodologies. The course covers several empirical applications in accounting, finance, and business economics, and provides some training on computer programming.
Pre/co-requisites
Aims
The course unit aims to:
• Provide students with a systematic knowledge and understanding of the econometric analysis of cross-sectional and panel data.
• Help students to appreciate the relevance and importance of using appropriate econometric methods in doing empirical research in accounting, finance, and business economics.
• Provide students with training in data management and analysis, and programming using standard statistical and econometric software (i.e., STATA).
• Help students to develop relevant quantitative research skills and techniques required to conduct empirical research using cross-sectional and panel data in accounting, finance, and business economics.
Learning outcomes
On completion of this unit successful students should:
• Understand and use appropriate methods for estimating and testing the linear regression model.
• Understand and use appropriate methods for estimating models using instrumental variables or those with limited dependent variables.
• Understand and use advanced estimators for static and dynamic panel data models.
• Appreciate and critically evaluate methods employed by cross-sectional and panel data studies in accounting, finance, and business economics.
• Develop programming skills required to manage and analyze cross-sectional and panel data.
• Develop quantitative research skills in conducting an empirical research project in accounting, finance, and business economics.
• Develop the ability to participate constructively in group work.
Assessment methods
Written Examination (100%)
Feedback methods
Office Hours
Online Learning Activities (discussions and self-assessment questions)
Drop in Surgeries (extra help sessions for students on material they may be struggling with)
Recommended reading
1. Wooldridge, J.M. (2016). Introductory Econometrics, 6th Ed. Cengage Learning.
An e-Book version of the text is available for sale in the publisher's website
A limited number of copies of these texts are available in the library.
Other texts (many copies of which are available in the library):
1. Most recent or earlier editions of Wooldridge’s Introductory Econometrics.
2. Stock, J.M. and Watson, M.W. (2015). Introduction to Econometrics, Global Edition, Pearson Education.
3. Maddala, G.S., Lahiri, K. (2009). Introduction to Econometrics. 4th Ed., Wiley.
4. Verbeek, M. (2012), A Guide to Modern Econometrics, 4th Ed., Wiley.
Other useful texts for STATA:
1. Baum, C.F. (2006) An Introduction to Modern Econometrics Using Stata, Stata Press.
2. Cameron, A.C. and Trivedi, P.K. (2010) Microeconometrics Using Stata, Stata Press. Additional reading consisting of relevant journal articles will be provided in due course.
Study hours
| Scheduled activity hours | |
|---|---|
| Assessment written exam | 2 |
| Lectures | 27.5 |
| Practical classes & workshops | 11.5 |
| Independent study hours | |
|---|---|
| Independent study | 110.5 |
Teaching staff
| Staff member | Role |
|---|---|
| Viet Anh Dang | Unit coordinator |
Additional notes
Informal Contact Methods
Office Hours
Online Learning Activities (discussions and self-assessment questions)
Drop in Surgeries (extra help sessions for students on material they may be struggling with)
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