School of Economics and Finance

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ECOM085 - Topics in Econometrics

This module covers topics in econometric theory and applied econometrics such as: advanced probability theory, maximum likelihood, GMM estimation, the bootstrap, nonparametric estimation, time series econometrics, identification, causal inference, instrumental variables, natural experiments, and policy evaluation. In any particular year the topics covered are at the discretion of the instructors.
Topics in Econometrics is optional for both MRes degrees (each candidate must select two of the four Topics modules), and registration is restricted to students on these programmes. Successful completion of the module will equip students to conduct publishable research in econometric theory or applied econometrics.

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