Further Topics in Econometrics
This information is for the 2020/21 session.
Prof Francisco Hidalgo 32L.4.20, Dr Tatiana Komarova 32L.4.24 and Dr Yike Wang
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; dependence in economics: an overview; panel data models; machine learning for causal inference.
20 hours of lectures in the MT. 20 hours of lectures in the LT.
This year at least for Michaelmas Term, some or all of this teaching may have to be delivered through a combination of virtual webinars, online videos, and virtual classes.
No one book covers the entire syllabus; lists of references will be provided and lecture notes circulated.
Exam (50%, duration: 2 hours) in the January exam period.
Exam (50%, duration: 2 hours) in the summer exam period.
Important information in response to COVID-19
Please note that during 2020/21 academic year some variation to teaching and learning activities may be required to respond to changes in public health advice and/or to account for the situation of students in attendance on campus and those studying online during the early part of the academic year. For assessment, this may involve changes to mode of delivery and/or the format or weighting of assessments. Changes will only be made if required and students will be notified about any changes to teaching or assessment plans at the earliest opportunity.
Total students 2019/20: 7
Average class size 2019/20: Unavailable
Controlled access 2019/20: No
Value: One Unit