This course covers a selection of advanced econometric methods such as maximum likelihood, generalized methods of moments, simulated maximum likelihood, simulated methods of moments, Bayesian inference, and bootstrap methods. Irrespective of the particular topics taught in any year, the course will emphasise the theoretical foundations of methods and their application to substantive economic problems in areas such as financial econometrics, micro-econometrics and macro-econometrics. This course is designed for students who want to acquire a higher level of knowledge in the area of econometrics beyond that expected of a good applied economist.