MSc Topics in Advanced Econometrics (Ec485): Topic III

Vassilis Hajivassiliou, LSE 2024

Winter Term 2024

IMPORTANT NOTICE:

ACCESS TO THE MATERIAL ON THIS PAGE IS ALLOWED ONLY FROM:

THE MOODLE/EC485 PAGE AND BY OTHER AUTHORIZED USERS!

Administrative

• Office Hours
• Lecture Schedule:

  Code	Teaching Title	Type	Grp	Day	Room	Start	Finish	WT Wks
  EC485	EC485 Topics in Advanced Econometrics	LEC.1	1	Mon	SAL.LG.04	14:00	16:00	7
  EC485	EC485 Topics in Advanced Econometrics	LEC.2	1	Wed	SAL.LG.08	12:00	14:00	8
  EC485	EC485 Topics in Advanced Econometrics	LEC.3	1	Wed	SAL.LG.08	12:00	14:00	9
  EC485	EC485 Topics in Advanced Econometrics	LEC.4	1	Wed	SAL.LG.08	12:00	14:00	10
  EC485	EC485 Topics in Advanced Econometrics	LEC.5	1	Wed	SAL.LG.08	12:00	14:00	11

• Intro: Course Guide/Reading List

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• Part 1A: Week-by-week Lecture Notes

  • Week 1 Lecture Notes

  • Week 2 Lecture Notes

  • Week 3 Lecture Notes

  • Week 4 Lecture Notes

  • Week 5 Lecture Notes

• Part 1B: VH Lecture Recordings

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• Part 2: Supplementary Technical Notes

  • Chapter 1: Econometrics of Panel Data Models - An Overview
  • Chapter 2: Simulation-Based Inference

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• Part 3: Sample Problem Sets

  • Sample Problem Set 1
  • Sample Problem Set 2

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• Part 4: Answers to Sample Problem Sets

  • Answers to Sample Problem Set 1
  • Answers to Sample Problem Set 2

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• Part 5: Past ec485 Exams (last 3 academic years)

  Please see relevant section in main Moodle page.

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• Part 6: Graphical and Monte-Carlo Illustrations

  • Teaching Programs

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