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: NoCourse selection videos
Some departments have produced short videos to introduce their courses. Please refer to the course selection videos index page for further information.