Suspended in 2026/27
EC4C2 Half Unit
Econometrics for MSc EME
This information is for the 2026/27 session.
Availability
This course is not available as an outside option to students on other programmes. This course uses controlled access as part of the course selection process. For information on controlled access courses, including eligibility, application processes, deadlines, and departmental contact details, please refer to the Controlled Access Courses webpage.
New course for the 2027/28 academic session.
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:
EC451 takes place prior to the start of Autumn Term, please contact econ.msc@lse.ac.uk for more information.
Course content
This course provides a broad introduction to econometrics methods, with a view to preparation for further graduate study in the field.
Topics are likely to include: OLS asymptotics; linear instrumental variables regression; linear generalised method of moments, semi/non-parametric methods; causal inference; time series models and panel data models.
Teaching
20 hours of lectures and 9 hours of seminars in the Autumn Term.
This course has a reading week in Week 6 of Autumn Term.
Formative assessment
Students are assigned problem sets, two of which will be marked and feedback provided. Problem sets may consist of computer and data assignments, for which students would be taught basic programming and data analysis skills.
Problem sets are provided each week and discussed in weekly classes; they are essential for the successful completion of the course.
Indicative reading
A reading list will be provided to students at the start of term.
Assessment
Exam (85%), duration: 120 minutes, reading time: 15 minutes in the January exam period.
Continuous assessment (15%).
This course is IRDAP-enabled, meaning that resit and deferred assessments will take place in August at the end of the academic year.
Key facts
Department: Economics
Course study period: Autumn Term
Unit value: Half unit
FHEQ level: Level 7
Total students 2025/26: Unavailable
Average class size 2025/26: Unavailable
Controlled access 2025/26: 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.