The common programme of the MSc in Econometrics (60 ec) consists of the four courses (20 ec in total):
This choice restricts track choices from four to three because Complex Economic Dynamics is mandatory in the Complexity and Economic Behaviour track, Financial Mathematics is compulsory in the Financial Econometrics track and Machine Learning is compulsory in the Data Science and Business Analytics track.
The semester 2 courses are all track specific. Information on these courses can be found below.
To fully understand the field of Econometrics, you'll need the skills, expertise and techniques that are required to apply robust statistical methods, to be used in exploring all topics, research and issues relevant to the discipline. Apply in-depth analysis to fascinating data sets such as supermarket scanner data, museum visitor demographics, or high frequency stock market and foreign exchange data.
All of the acclaimed lecturers in the programme are researchers in one of the ten research programmes of the Amsterdam School of Economics (ASE). The school is affiliated with a number of internal and external economics-related research institutes, enriching the research and career opportunities for students in the master’s programme. ASE's courses in Complex Economic Dynamics and Economics of Network Analysis, for instance, are directly connected to the Center for Nonlinear Dynamics in Economics and Finance (CeNDEF), a research facility dedicated to the subjects.
The Econometrics Master's programme is a one-year programme of 60 ECTS credits (1 ECTS credit = 0.5 US credits). The academic year runs from September to the middle of July and is divided into two semesters, each with three periods. Refer to the academic calendar for exact dates.
30 EC on courses as discussed above.
The students of this track take the following courses:
Your Master's thesis is your graduation piece of work and it will be supervised by one of the researchers in Department of Quantitative Economics. Your thesis must add to the existing body of scientific knowledge to an appropriate extent and it may be written during an internship at a firm.