Further Topics in Econometrics
This information is for the 2017/18 session.
Prof Francisco Hidalgo 32L.4.20, Prof Peter Robinson 32L.4.13 and Dr Tatiana Komarova 32L.4.24
This course is available on the MSc in Econometrics and Mathematical Economics. This course is available with permission as an outside option to students on other programmes where regulations permit.
Students must have completed Introductory Course for MSc EME (EC451).
In exceptional circumstances, students may take this course without EC451 provided they meet the necessary requirements and have received approval from the course conveners (via a face to face meeting), the MSc EME Programme Director and their own Programme Director. Contact the Department of Economics for more information (firstname.lastname@example.org) regarding entry to this course.
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: Bootstrap methods; non-parametric and semi-parametric estimation; dependence in economics: an overview; panel data models.
20 hours of lectures in the MT. 20 hours of lectures in the LT.
No one book covers the entire syllabus; lists of references will be provided and lecture notes circulated.
Exam (50%, duration: 2 hours) in the LT week 0.
Exam (50%, duration: 2 hours) in the main exam period.
Total students 2016/17: Unavailable
Average class size 2016/17: Unavailable
Controlled access 2016/17: No
Value: One Unit