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 grasp the new phenomenon of Big Data, the Data Science & Business Analytics track provides you with 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 the correlations between data flows for predictive purposes and apply game theory to social media and the internet.
Many of the lecturers in the programme are researchers at one of the ten research programmes of UvA Economics and Business. Benefit from a programme that covers both the knowledge and skills required for practitioners and for a career in research – designed in cooperation with leading specialists in Data Science & Business Analytics. The ASE’s affiliation with a number of internal and external economics-related research institutes enriches the research and career opportunities for students in the Master’s programme.
The Big Data & Business Analytics track of the master Econometrics 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 will come from courses as described above. It is mandatory to choose Machine Learning for Econometrics.
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.