EC485     
Further Topics in Econometrics

This information is for the 2016/17 session.

Teacher responsible

Prof Francisco Hidalgo 32L.4.20, Prof Peter Robinson 32L.4.13 and Dr Tatiana Komarova 32L.4.24

Availability

This course is available on the MPhil/PhD in Accounting and MSc in Econometrics and Mathematical Economics. This course is available with permission as an outside option to students on other programmes where regulations permit.

Pre-requisites

Students on the MSc Econometrics and Mathematical Economics programme must have completed the Pre-sessional Course for MSc EME (EC451).

All other students must have completed the Introductory Course in Mathematics and Statistics (EC400).

In very exceptional circumstances, students may take this course without EC400/EC451 provided they meet the necessary requirements and have received approval from the course conveners (via a face to face meeting) and their own Programme Director. Contact the Department of Economics for more information (econ.msc@lse.ac.uk).

Course content

The aim of the course is to introduce the student to topics at the frontier of econometric research of importance both at a theoretical and empirical level. The course consists of four series of ten lectures on specialised topics in econometrics. These lectures change from year to year. Presently they include: long memory time series; non-parametric and semi-parametric estimation; dependence in economics: an overview; panel data models.

Teaching

20 hours of lectures in the MT. 20 hours of lectures in the LT.

Formative coursework

One marked assignment per term

Indicative reading

No one book covers the entire syllabus; lists of references will be provided and lecture notes circulated.

Assessment

Exam (50%, duration: 2 hours) in the LT week 0.
Exam (50%, duration: 2 hours) in the main exam period.

Key facts

Department: Economics

Total students 2015/16: 10

Average class size 2015/16: Unavailable

Controlled access 2015/16: No

Value: One Unit

Guidelines for interpreting course guide information