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 available on the MSc in Econometrics and Mathematical Economics only. .

Co-requisites:

Students must complete EC451 either before taking this course or in the same year as this course.

Assumed prior knowledge:

Knowledge of econometric theory and applied econometrics is expected. Students must be prepared to read journal articles with difficult mathematical and statistical content.

The course focuses on modern quantitative papers which demonstrate the application of econometric techniques to modelling the behaviour of individual economic agents (households and firms) and economies.

The course presents content in the context of papers in the empirical literature on a wide range of topics in applied micro-econometrics including industrial organisation, labour economics, economic history, and energy/environmental economics. Papers are chosen to illustrate the challenges of identification and causal inference. The focus of the content is on methods, however the papers covered as examples of those methods use data and study economic questions from a variety of countries and settings. A goal is to provide a diverse view of economic research. The lectures will illustrate the interplay between models, data, and methods.

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.

Students will complete problem sets and present papers in seminars. Feedback will be provided for at least 2 assessments.

Articles in economic journals will be assigned at the start of Autumn term.

The course will also draw on methodological topics covered in Greene, Econometric Analysis (7th edition, 2012), and Angrist and Pischke, Mostly Harmless Econometrics (2009).

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.