Econometrics

The Master in Econometrics (MSc) at the University of Amsterdam (UvA) deals with statistical modelling, estimation and testing of economic models using economic and financial time series data.

Unravel economic complexities in data, theories and markets

UvA Econometrics offers four tracks where you can explore different specialisations in Econometrics. The Econometrics track explores economic complexity using real data and statistical tools to analyse economic or business problems, Data Science and Business Analytics (Big Data) delves into correlating and interpreting the petabytes of data generated every day by social media and the internet, Financial Econometrics studies the techniques used to analyse financial markets, and  Complexity and Economic Behaviour looks at the complex calculations governing markets and pricing structures

• Prepare for a career in one of the most-sought after professions in the world today;
• Become fluent in the application of advanced mathematical and statistical methods;
• Specialise in econometric theory, panel data and micro- and financial econometrics.

The Amsterdam School of Economics' Master’s in Econometrics provides a balanced and rigorous training in the quantitative analysis of problems in economics and finance. You will become proficient in the application of advanced mathematical and statistical methods, supported by modern software packages such as E-Views, R and Matlab.

The curriculum for the Master’s in Econometrics is quite demanding, with classes taking up 12-15 hours a week on average. An additional 25 hours are required for class preparation, homework, debates, casework and computer time.

One Master’s programme, four tracks

The Master’s in Econometrics offers you the option to choose one of four top-level academic specialisation tracks:

• Complexity and Economic Behaviour
• Data Science & Business Analytics
• Econometrics
• Financial Econometrics

The common courses in the MSc in Econometrics are Advanced Econometrics I (5 ec), Advanced Econometrics II (5 EC), Data Science Methods (5 EC) and Theory of Markets (5 EC). The rest of the programme depends on the track opted for (including writing a track specific master’s thesis) and allows for some electives.

Degree

After successful completion of this programme, you will receive an officially accredited Master’s degree in Econometrics and the title Master of Science (MSc). You can combine this programme with a MSc in Mathematics for a double degree. For more information on this option, click on the link below.