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Econometrics: 2008 - 2009

M.Phil. Year 1
Convener: Steve Bond
All teaching in Manor Road Building
Term	Course	Lecturer	Week	Time
M	Econometrics	Prof N. Shephard	1-4	M,T:11.30-1 & W:9.30-11
M	Econometrics *	Prof S. Bond	5-8	M,T:11.30-1 & W:9.30-11
M	Classes (2)	Dr M. Karlsson	2-9	M:5.00-6.00 & T:4.00-5.00
M	Classes (2)	Dr C. Ksoll	2-9	M:4.00-5.00 & M:5.00-6.00
M	Classes (2)	Dr K. Papps	2-9	M:4.00-5.00 & T:4.00-5.00
H	Time Series	Dr Andrew Patton	1-4	M,T:11.30-1 & W:9.30-11
H	Micro Econometrics	Dr V. Prowse	5-8	M,T:11.30-1 & W:9.30-11
H	Classes (2)	J. Sohkanen	2-9
H	Classes (2)	Dr S. Kanaya	2-9
H	Classes (2)	F. Jaoui	2-9
T	Economic computing using Ox * (Optional)	Dr J. Doornik	1	M,T:2-5
T	Revision		1-4	T:11-1
M.Phil. Year 2
Convener: Bent Nielsen
All teaching in Manor Road Building
Examined Modules
Term	Course	Lecturer	Week	Time	Place
M	Panel Data *	Prof S. Bond	1-4	T:11-1	C
M	Model Selection	Dr J. Castle	5-8	T:11-1	C
M	Applied microeconometrics *	Prof M. Browning	1-4	F:11-1	G
M	Structural modelling	Prof M. Browning	5-8	F:11-1	G
H	Forecasting	Dr A. Patton	1-4	T:11-1	C
H	Time Series Asymptotics	Dr S. Kanaya	5-8	T:11-1	C
H	Non-parametrics	Dr I. Crawford	1-4	F:11-1	G
H	Cointegration	Dr J. Reade	5-8	F:11-1	G
T	Revision		1-6	T:11-1 TBC
Optional Modules
M	Program Evaluation	Prof M. Fafchamps	1-4	W:2-4	G
H	Quantile methods	Prof R. Spady TBC	TBC	TBC
T	Financial Econometrics (joint with MFE)	Dr K. Sheppard??	1-4
M.Sc. Financial Econometrics
Convener: Andrew Patton
Teaching in Business School
Term	Course	Lecturer	Week	Time
M	Financial Econometrics I	Dr J. Large	1-4	Th: 9-10.30 & 10.45-12.15
M	Financial Econometrics I	Dr K. Sheppard	5-8	Th: 9-10.30 & 10.45-12.15
M	Classes	L. Wu
H	Financial Econometrics II	Dr K. Sheppard	1-4	Th: 9-10.30 & 10.45-12.15
H	Financial Econometrics II	Dr A. Patton	5-8	Th: 9-10.30 & 10.45-12.15
H	Classes	N. Frank
T	Advanced Financial Econometrics	Dr K. Sheppard	1-4
T	Advanced Financial Econometrics	Dr A. Ledford	5-8
Undergraduate Quantitative Methods
Convener: Bent Nielsen/Margaret Stevens
Teaching in Gulbenkian Theatre
Term	Course	Lecturer	Week	Time
T	Econometric Modelling 1+2	Dr B. Nielsen	1-2	M,T,W,Th: 1h
T	Empirical Micro	Dr I. Crawford	3-4	M,T: 1h
T	Econometric Modelling 3	Dr B. Nielsen	5	M,T,W,Th: 1h
T	Empirical Macro	Dr M. Ellison	6-7	M,T: 1h
T	Computing	Dr B. Nielsen and ?	1-2	5x1h
Undergraduate Econometrics 314/E5
Convener: Antony Murphy
Teaching in Nuffield/Manor Road
Term	Course	Lecturer	Week	Time
M	Econometrics I	Dr A. Murphy	1-8	T: 3.10-5 Nuffield
M	Computer Classes	Dr A. Murphy + ??	2,4,6,8	F: 9-11 Dept: IT
M	Tutorials	AM, AP, KS, VP	1,3,5,7
H	Econometrics II	Dr J. Reade + ??	1-8	T:3.10-5 Nuffield
H	Computer Classes	Dr J. Reade + ??	2,4,6,8	F: 9-11 Dept: IT
H	Tutorials	AM, AP, KS, VP	1,3,5,7
T	Revision		1-2	2h
Training for Research Students
Location is Manor Road
Term	Course	Lecturer	Week	Time
M,H,T	Workshop (occasionally)	BN	1-8	T:5-6.30
M,H,T	Research Seminar	BN,MJB	1-8	F:5-6.30

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General Information

Maillists and General Teaching Material: *
Maillists
Pictures of M.Phil. Students: 2001-2003 2002-2004 2003-2005 2004-2006 2005-2007
Lecture Questionnaire
Software, See also PcGive, Ox download *

Econometrics Links

Special Lectures

• The Clarendon Lectures in Economics Daron Acemoglu, MIT, on 'Directed Technical Change and Economic Growth' 22,23,24th October 2007 at 5.30 p.m. in Manor Road Building. [4 October 2007]

Courses and Conferences for Research Students

• Cemmap's Master Classes.

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© Department of Economics 2005