MSc EME Econometrics (Ec484)

Vassilis Hajivassiliou, LSE 2026

Winter Term 2026

IMPORTANT NOTICE:

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

THE MOODLE/EC484 PAGE AND BY OTHER AUTHORIZED USERS!

Return to Ec484 Moodle page

Administrative

• Office Hours
• .
• Lecture Schedule:

  Code	Teaching Title	Type	Grp	Day	Room	Start	Finish	AT Wks
  EC484	EC484 Econometrics	LEC	1	Wed	Marshall Building (MAR 1.10)	12:00	14:00	8,9,10,11

• Intro: Course Guide and Topics List

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• Part 1: Topic-by-Topic Lecture Notes

  Topic(s)	Slides	Extended Notes	Summary	Week
  Topic 0	Lecture Slides [version: 18mar26]	Slides+Extended Notes	A Review of Econometric Estimation	Week 8
  Topic 1	Lecture Slides [version: 26mar26]	Slides+Extended Notes	Linear and Nonlinear Panel Data Econometric Models	Weeks 8-10
  Topic 2	Lecture Slides [version: 08apr26]	Slides+Extended Notes	Time-Series Econometric Models	Weeks 10-11

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• Part 2: Problem Sets

  Problem Set 1	Answers to Problem Set 1	Week 9	General Estimation and Linear Panel Data
  Problem Set 2	Answers to Problem Set 2	Week 10	Nonlinear Panel Data
  Problem Set 3	Answers to Problem Set 3	Week 11	Nonlinear Dynamic Panel Data and Time-Series Analysis
  Problem Set 4	Answers to Problem Set 4	Week 11	Further Time-Series Analysis

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• Part 3: Additional Material

• Anscombe's Quartet (Wikipedia)

• Datasaurus or Anscombosaurus Animation

  [Cairo, Alberto (2016). "Download the Datasaurus: Never trust summary statistics alone; always visualize your data". ]