26 August 2016
The typical introductory econometrics course is mostly confined to the Classical Linear Regression Model. It may also cover a few advanced topics, but with eclectic choice and superficial treatment. This course aims to build a solid, comprehensive understanding of the use of the regression model when one progresses from the CLRM, with its strong and unrealistic assumptions, and addresses the issues that researchers encounter in practice.
Dr Christopher Dougherty
This course is designed for those who have already taken an introductory course covering the CLRM and need to develop their skills to the next level. The course is not suitable for those whose only exposure to econometrics has been as part of a statistics course.
Students will have an advanced understanding of the use of the regression model beyond the CLRM. They should then be able to apply econometric techniques to real-world issues. The course also serves as preparation for an MSc level econometrics course.
Students who wish to receive credit for their course will need to contact either their Study Abroad Office or the office in their university that deals with external credit. It is up to students' home institutions as to how much credit is awarded but the Methods Programme Office is happy to provide any necessary information to your registry or academic advisor, to help them evaluate the courses
GBP 1435: Student rate - available to current university (including PhD) students.
Academic staff and staff of UK charities are eligible for a reduced rate of £2,030.
GBP 2: Standard rate
Previous students of LSE may be eligible for a 15% discount on their tuition fees.