- DepartmentDepartment of Economics
- Application codeSS-EC312
Applications are open
We are accepting applications. Apply early to avoid disappointment.
This course will present an advanced treatment of econometric principles for cross-sectional, panel and time-series data sets.
While concentrating on linear models, some non-linear cases will also be discussed, notably limited dependent variable models and generalised methods of moments.
The course focuses on modern econometric techniques, addressing both technical derivations and practical applications. Applications in the areas of microeconomics, macroeconomics and finance will be considered.
Lectures are complemented with computing exercises using real data in Stata.
This course is ideal for advanced undergraduate students, graduate students, early-career academic researchers, and researchers in the public, private or non-profit sector.
Prerequisites: Students should have taken EC212 Introduction to Econometrics or an equivalent undergraduate course in econometrics.
With EC312 being considerably more advanced technically than EC212, a good working knowledge of multivariate calculus and linear algebra will be required as well.
Familiarity with statistical software Stata will be helpful but is not required.
Level: 300 level. Read more information on levels in our FAQs
Fees: Please see Fees and payments
Lectures: 36 hours
Classes: 18 hours
Assessment: Two written examinations and two computer-based exercises
Typical credit: 3-4 credits (US) 7.5 ECTS points (EU)
Please note: Assessment is optional but may be required for credit by your home institution. Your home institution will be able to advise how you can meet their credit requirements. For more information on exams and credit, read Teaching and assessment
Is this course right for you?
This course will suit you if you are interested in obtaining a more rigorous understanding of the theory behind state-of-the art methods of applied econometric analysis. You should consider taking this course if you are interested in enhancing your ability to understand ongoing research in related areas.
Students will gain understanding of advanced, mostly theoretical, treatment of econometric principles for cross-sectional, panel and time-series data sets.
The design of this course is guided by LSE faculty, as well as industry experts, who will share their experience and in-depth knowledge with you throughout the course.
Professor Tatiana Komarova
Dr Marcia Schafgans
Associate Professor of Economics
The LSE Department of Economics is one of the largest and most prestigious in the world. It is the highest ranked faculty in Europe, according to the 2023 QS World University Rankings, with no fewer than 13 Nobel Prizes among current and former professors and alumni. The Department’s reputation is far-reaching, with research that has influenced responses to major global challenges, such as climate change, economic instability, development and growth, at a global level.
In our highly international faculty, students will learn from global thought-leaders and gain a thorough understanding of economic principles grounded in rigorous research. A long-standing commitment to remaining at the cutting-edge of developments in the field has ensured the lasting impact of the work of the Department on the discipline as a whole. This ensures that students are equipped with the necessary analytical skills to tackle the world’s most pressing problems.
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