Module Identifier PGM0730  
Module Title DATA ANALYSIS AND QUANTITATIVE TECHNIQUES  
Academic Year 2007/2008  
Co-ordinator Professor Owain M Ap Gwilym  
Semester Semester 1 (Taught over 2 semesters)  
Other staff Dr Graeme A M Davies, Mrs Jan Davies  
Course delivery Lecture    
  Practical    
Assessment
Assessment TypeAssessment Length/DetailsProportion
Semester Assessment 2,500 word text analysis. Analyse an historical or contemporary text.30%
Semester Assessment 2,500 word assessment. Explain the principles and core methods of high frequency data analysis. Critically review a selection of empirical applications which use data analysis at high frequency.30%
Semester Assessment 3,000 word qualitative essay. Write a piece of work which provides an overview of the methods that you would use to undertake a research project of your choice. You must use survey methods and three types of qualitative techniques. Justify your choice of methods and explain how these methods can be combined.40%

Learning outcomes

On successful completion of this module students should be able to:






Aims

This module aims to provide students with a broad knowledge of a range of methodological and analytical skills, which they can apply in a variety of research contexts. The module is aimed at students who have no previous experience with qualitative analysis, but who have previously studied basic quantitative techniques such as regression analysis. The module complements the coverage of quantitative methods offered in PGM0620 (Empirical Methods).

Brief description

The module firstly offers students a foundation in the basic principles of qualitative research methodology. It will provide students with an introduction to the major methods of qualitative data collection and analysis, explain how qualitative data are actively constructed and interpreted by the reseracher, and offer an appreciations of the practical and epistemological concerns raised by qualitative data collection. This will include a consideration of questionnaire design, interviewing techniques, survey design and qualitative data analysis. This will be complemented by coverage of econometric methodologies which can be applied in the context of PhD study in the social sciences. This will include advanced time series analysis, event study methodology and performance measurement. Practical sessions will provide insights to the application of the techniques, including the use of relevant software.

Content

Part A: Data collection and Qualitative analysis
Bridging the Quantitative-Qualitative Divide
Combining Methods
Data sources and context
Internet data collection
Sampling Theory
Survey design and intervviewing
Questionnaire design
The nature and use of qualitative data
Archival and documentary analysis
Focus groups
Participant observation
Semi structured interviewing
Using contemporary texts
Content and discourse analysis

Part B: Quantittive techniques
Event study methodology
High frequency data analysis
Efficiency frontier models
Limited dependent variable models
Performance measurement
Vector Augoregression (VAR) Analysis and the Johansen ML Procedure
Autoregressive Distributed Lag Models - Cointegration

Reading Lists

Books
** Recommended Text
Brooks, Chris (2002) Introductory Econometrics for Finance Cambridge University Press
Bryman, Alan (2004) Social Research Methods Oxford, Oxford University Press
Burns, Robert B (2000) Introduction to Research Methods London, Sage
Flick, Uwe (2002) An Introduction to Qualitative Research London, Sage
Mason, Jennifer (2002) Qualitative Researching London, Sage
Ryan B, Scapens R W and Theobald M (2002) Research Method and Methodology in Accounting and Finance 2nd edition. Thomson
de Vaus, David (2001) Surveys in Social Research London, Routledge

Notes

This module is at CQFW Level 7