EC485      One Unit
Further Topics in Econometrics

This information is for the 2025/26 session.

Course Convenor

Prof Javier Hidalgo

Prof Taisuke Otsu

Dr Jasmine Wang

Availability

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. This course uses controlled access as part of the course selection process.

How to apply: This course is intended for MSc Econometrics and Mathematical Economics students. Any external student must have successfully completed EC451 in September and/or have approval of the Department of Economics.

Deadline for application: Please apply as soon as possible after the opening of course selection for all courses.

For queries contact: Econ.msc@lse.ac.uk

Requisites

Pre-requisites:

Students must have completed EC451 before taking this course.

Additional requisites:

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 (econ.msc@lse.ac.uk) regarding entry to this course.

Course content

The aim of the course is to introduce the students 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. For the academic year 2025-2026, they will include: generalised method of moments and related topics; nonparametric identification; high dimensionalities and machine learning; (non)linear simultaneous equation systems: Identification and inference; and dependence in economics.

Teaching

20 hours of lectures in the Winter Term.
20 hours of lectures in the Autumn Term.

This course has a reading week in Week 6 of Autumn and Winter Term.

Indicative reading

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

Assessment

Exam (50%), duration: 120 Minutes, reading time: 15 minutes in the January exam period

Exam (25%), duration: 60 Minutes, reading time: 15 minutes in the Spring exam period

Essay (25%, 2000 words)

• The January exam is based on Prof Otsu's lectures on generalised method of moments and related topics and on nonparametric identification and on Prof Hidalgo’s lectures on (non)simultaneous equation systems: Identification and inference.

• The Spring exam is based on Prof Hidalgo’s lectures on dependence in economics.

• The essay due in the
Spring exam period is based on Dr Wang's teaching on high dimensionalities and machine learning, which provides an opportunity to critically review an academic paper.

This course is IRDAP-enabled, meaning that resit and deferred assessments will take place in August 2026.


Key facts

Department: Economics

Course Study Period: Autumn and Winter Term

Unit value: One unit

FHEQ Level: Level 7

CEFR Level: Null

Total students 2024/25: 2

Average class size 2024/25: Unavailable

Controlled access 2024/25: No
Guidelines for interpreting course guide information

Course selection videos

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