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Overview
Key facts
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.London School of Economics and Political Science's Advanced Econometrics course is ideal for advanced undergraduate students, graduate students, early-career academic researchers, and researchers in the public, private or non-profit sector.Programme Structure
Courses include:
- Endogeneity in linear regression models; Instruments; 2SLS estimator and Generalized IV estimator; Simultaneous equations.
- Motivation, definition and asymptotic properties of GMM estimator; Efficient GMM estimation; Over-identifying restrictions.
- Panel Data Models: Fixed effect and random effect models.
- Arellano-Bond estimator in dynamic panel data models.
- Quantile estimation.
Key information
Duration
- Full-time
- 19 days
Start dates & application deadlines
- StartingApply anytime.
More details
- Visit the website for full details.
Language
English
Credits
7 ECTS
Delivered
On Campus
Campus Location
- London, United Kingdom
Disciplines
Economics View 126 other Short Courses in Economics in United KingdomWhat students do after studying
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Academic 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.
Other requirements
General requirements
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.
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
We partnered with Aon to provide you with the best affordable student insurance, for a carefree experience away from home.
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Tuition Fee
Every graduate student is charged a fee for their programme. Visit the website for more information about the fees.
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
The School recognizes that the cost of living in London may be higher than in your home town or country, and we provide generous scholarships each year to home and overseas students. Find out more about financial support.
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