Econometrics

Econometrics needs you to have a thorough grounding in the aspects of probability theory and statistics and (but to a lesser extent) in linear algebra.

Good references for probability theory are to be found in the following web pages and course documents:

• London School of Economics course on Probability Theory and Statistical Inference - taught by Jeremey Penzer this is an excellent overall introduction to Probability Theory and key elements of statistics;
• The Cambridge Part III Maths course on Advanced Probability Theory is a very good but hard summary of all the main stuff you need;
  

That is all for now folks

Introduction

This is my blog which describes my experiences doing the MSc in Economics at University College London. In this blog i want to record as much useful information about the course as possible for my and other folk's reference. So I will try and provide guides to each of the courses, the reading material, other useful stuff on the web, and anything else worth commenting about.

Further details of the economics department at UCL are available on the UCL Econ web site. The Masters course has three core courses and a range of options of which you have to choose 4. There is also a twenty thousand word dissertation.

As I said, there are three core courses:

1. Microeconomics - course taught by Professor Ian Preston and Professor Martin Cripps;
   
2. Macroeconomics - course taught by Dr Jeremy Lise and Mr Rau; and
   
3. Econometrics - course taught by Andrew Chesher and Dr Rod McCrory.
   

I'll add more on each of these, the maths and stats prelim, and the options that are available and what I chose later.