Further Topics in Econometrics

This information is for the 2013/14 session.

Teacher responsible

Prof Francisco Hidalgo 32L 4.20, Dr Tatiana Komarova 32L 4.24 and Dr Taisuke Otsu 32L 4.25


This course is available on the MSc in Econometrics and Mathematical Economics and MSc in Econometrics and Mathematical Economics (2 Year Programme). This course is available with permission as an outside option to students on other programmes where regulations permit.


Students must have completed Introductory Course in Mathematics and Statistics (EC400).

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; bootstrap methods in econometrics; non-linear time series; panel data models.


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

Indicative reading

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


Exam (100%, duration: 3 hours) in the main exam period.

Key facts

Department: Economics

Total students 2012/13: 8

Average class size 2012/13: Unavailable

Value: One Unit

Guidelines for interpreting course guide information