Professor Tatiana Komarova & Dr Marcia Schafgans

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.