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 Economics and MSc Economics (2 Year Programme), and MRes/PhD in Accounting (Economics of Accounting Track). Any external student must have successfully completed EC400 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

Pre-requisites:

Students must have completed EC400 before taking this course.

Additional requisites:

Students should also have completed an undergraduate degree or equivalent in Economics and an introductory course in Econometrics.

In very exceptional circumstances, students may take this course without EC400 provided they meet the necessary requirements and have received approval from the course conveners (via a  face to face meeting), the MSc Economics Programme Director and their own Programme Director. Contact the Department of Economics for more information (econ.msc@lse.ac.uk).

The course builds on EC4C1, through a combination of advanced theoretical treatment and additional topics of modern econometrics. Topics are drawn primarily from panel data and time series methods. A full list of topics will be provided at the start of term.

20 hours of lectures and 9 hours of seminars in the Winter Term.
1 hour of seminars in the Spring Term.

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

Students are assigned problem sets, two of which will be marked and feedback provided. Problem sets are provided each week and discussed in weekly classes; they are essential for the successful completion of the course.

A reading list will be provided to students at the start of term.

Exam (100%), duration: 120 minutes, reading time: 15 minutes in the Spring exam period.

This course is IRDAP-enabled, meaning that resit and deferred assessments will take place in August at the end of the academic year.