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Overview
Key facts
The objective of this course is to provide the basic knowledge of econometrics that is essential equipment for any serious economist or social scientist. The course introduces statistical tools including regression analysis and its application using cross-sectional data.
The second week onwards will be focused on how various technical problems inherent in economic analysis, including heteroskedasticity, autocorrelation, and endogeneity should be handled. This section of the course will pay special attention to the application of the regression model to time-series data - both stationary and non-stationary.Using the theories and their application in economics, you will participate in daily workshops to get hands-on experience implementing the various estimators and testing procedures in Stata using real-world data. As a result, you will consider how the theory can be applied to a wide range of questions of economic interest (For example, modelling long-term relationships between prices and exchange rates).By the end of London School of Economics and Political Science's Introduction to Econometrics course, you will be able to provide proof of the unbiasedness or biasedness and consistency or inconsistency of least squares, and instrumental variable estimators using simple models.Programme Structure
Courses include:
- Simple regression analysis
- Properties of regression coefficients and hypothesis testing
- Multiple regression analysis
- Transformation of variables
- Specification of regression variables
- Heteroscedasticity
- Stochastic regressors and measurement errors
Key information
Duration
- Full-time
- 3 days
Start dates & application deadlines
- StartingApply anytime.
Language
English
Delivered
On Campus
Disciplines
Economics View 138 other Short Courses in Economics in United KingdomAcademic requirements
We are not aware of any specific GRE, GMAT or GPA grading score requirements for this programme.
English requirements
We are not aware of any English requirements for this programme.
Student insurance
Make sure to cover your health, travel, and stay while studying abroad. Even global coverages can miss important items, so make sure your student insurance ticks all the following:
- Additional medical costs (i.e. dental)
- Repatriation, if something happens to you or your family
- Liability
- Home contents and baggage
- Accidents
- Legal aid
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Other requirements
General requirements
This course attracts a diverse range of participants including professionals who have found that the acquisition of econometric skills would be valuable in their work; PhD students, typically in disciplines other than economics, who are including a serious empirical component in their dissertations; and undergraduate students who want to challenge themselves by taking on this highly ambitious course.If you are interested in developing a practical and sound grounding in the use of econometrics in economics and the social sciences, you should consider taking this course. It is especially useful if you are targeting a role in economic research, government, data science, policy development or consulting.
Tuition Fee
To always see correct tuition fees
-
International
2950 GBP/fullTuition FeeBased on the tuition of 2950 GBP for the full programme during 3 days. -
National
2950 GBP/fullTuition FeeBased on the tuition of 2950 GBP for the full programme during 3 days.
- Student rate: £2,950
- Standard rate: £3,950
Living costs for London
1137 - 2157 GBP /month
Living costs
The living costs include the total expenses per month, covering accommodation, public transportation, utilities (electricity, internet), books and groceries.
Funding
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