The common programme in brief 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 Complexity and Economic Behaviour, 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. Study different learning models of bounded rationality, compute and analyse the stability of steady states, and find out about evolutionary finance.
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 Economic and Financial Network Analysis and Behavioural Economics and Finance, 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 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.
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.
30 EC will be from courses as described above. It is mandatory to choose Complexity and Behaviour.
In the second semester students will 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.