EC485
Further Topics in Econometrics
This information is for the 2021/22 session.
Teacher responsible
Professor Franciso Javier Hidalgo
Dr Yike 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.
Pre-requisites
Students must have completed Introductory Course for MSc EME (EC451).
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 student 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 2021-2022, they will include: Bootstrap methods; dependence in economics: an overview; machine learning for causal inference; nonparametric and semiparametric inference.
Teaching
20 hours of lectures in the MT. 20 hours of lectures in the LT.
This course is delivered through a combination of classes and lectures totalling a minimum of 60 hours across Michaelmas Term and Lent Term. This year, some or all of this teaching will be delivered through a combination of virtual classes, live streamed (recorded) lectures, and some flipped content delivered as short online videos
Indicative reading
No one book covers the entire syllabus; lists of references will be provided and lecture notes circulated.
Assessment
Exam (25%, duration: 1 hour) in the January exam period.
Exam (50%, duration: 2 hours) in the summer exam period.
Essay (25%, 2000 words) in the LT.
- The essay due in January is based on Dr. Wang's teaching on causal machine learning, which provides an opportunity to critically review an academic paper.
- The January exam is based on Dr. Komarova's teaching on panel data methods.
- The summer exam is based on Prof. Hidalgo's teaching on bootstrap methods and dependence in economics.
Course selection videos
Some departments have produced short videos to introduce their courses. Please refer to the course selection videos index page for further information.
Important information in response to COVID-19
Please note that during 2021/22 academic year some variation to teaching and learning activities may be required to respond to changes in public health advice and/or to account for the differing needs of students in attendance on campus and those who might be studying online. For example, this may involve changes to the mode of teaching delivery and/or the format or weighting of assessments. Changes will only be made if required and students will be notified about any changes to teaching or assessment plans at the earliest opportunity.
Key facts
Department: Economics
Total students 2020/21: 5
Average class size 2020/21: Unavailable
Controlled access 2020/21: No
Value: One Unit
