Econometrics tuition · UK-wide online

Econometrics tutor,
Cambridge PhD

Dr Nicky Grant is a Cambridge PhD econometrician and former university lecturer offering expert 1-1 online econometrics tuition across the UK. He covers everything from introductory OLS through to advanced GMM, time series, and panel data methods, at every level from undergraduate to PhD.

Whether you are an undergraduate struggling with regression, a postgraduate building the technical understanding needed for your dissertation, or a PhD student wrestling with identification strategy, sessions are built around exactly where you are and what you need to be able to do.

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What I cover

Every area of econometrics

Topics mapped to the actual econometrics courses taught at UK universities, not generic outlines.

Fundamentals
  • OLS and the Gauss-Markov theorem
  • Hypothesis testing (t, F, Wald)
  • Matrix algebra for regression
  • Consistency and asymptotic normality
  • Multicollinearity and specification
Applied methods
  • Heteroskedasticity and GLS
  • Autocorrelation and Newey-West
  • Instrumental variables and 2SLS
  • Panel data (fixed and random effects)
  • Probit, logit, limited dependent variables
Time series
  • Stationarity and unit root tests (ADF)
  • ARIMA and Box-Jenkins methodology
  • Cointegration and error correction
  • Spurious regression
  • VAR models
Advanced theory
  • GMM and GEL estimation
  • Maximum likelihood estimation
  • Partial identification methods
  • Weak instrument robust inference
  • Bayesian econometrics
Software
  • R (regression, time series, IV)
  • Stata (all estimation methods)
  • EViews (time series and VAR)
  • MATLAB (advanced numerical methods)
  • Python (pandas, statsmodels)
Exam preparation
  • Past paper worked solutions
  • Dissertation methodology review
  • Results interpretation and write-up
  • PhD chapter feedback
  • Research design consultation

Why choose Dr Grant

The difference between
a tutor and an expert

Published research in econometric theory
Dr Grant has published peer-reviewed work in econometric theory through CeMMAP and the Institute for Fiscal Studies, co-authored with Professor Richard J. Smith at Cambridge. He works at the frontier, not just teaching what is in textbooks.
Designed the modules, not just taught them
At Manchester and St Andrews, Dr Grant did not just deliver lectures, he designed entire econometrics courses from scratch, wrote problem sets, and marked exams. He knows exactly what universities are testing and why.
Intuition first, then formalism
The biggest problem in econometrics teaching is going straight to matrices and proofs before the student understands what the method is actually doing. Every session starts with the economic and statistical intuition.
All levels, genuinely
Most tutors can handle introductory OLS. Dr Grant can handle it too, and also the GMM estimation in your PhD thesis, the weak instrument problem in your Masters dissertation, or the cointegration analysis in your final-year project.

Common questions

Econometrics tuition FAQ

Anyone studying econometrics at any level, from first-year undergraduates taking their first regression course, through to PhD students working on identification strategy and advanced estimation. The free initial consultation is specifically to diagnose where you are and what you need.

Sessions are online via video call with a shared digital whiteboard, ideal for working through equations, proofs, and code together. The structure depends on what you need: some students come with specific problem sets; others need a systematic tour of a topic from first principles. The free initial call sets the agenda for everything that follows.

Yes. Sessions can include working through code together, running regressions in R, estimating models in Stata, or working through time series in EViews. The focus is always on understanding what the software is doing and why, not just on getting the code to run.

Yes, intensive exam preparation is one of the most common requests. Sessions can focus on past paper questions, identifying and plugging specific gaps, and exam technique. Get in touch as soon as possible so there is time to cover what you need.

Free resource

Time Series Econometrics: A Complete Guide

Unit roots, cointegration, ARIMA, spurious regression, with companion video lectures from the economaths YouTube channel.

Read article

Start with a free
consultation

30–45 minutes to understand exactly where you are and what you need. No obligation. Email reply within one business day.

Book a free consultation
Cambridge PhD Economics 12+ years university CeMMAP published researcher Online UK-wide Enhanced DBS Nov 2025