Why this pre-Master’s programme
Obtaining your MSc Econometrics degree is a great step in your career. Leading experts will challenge you to discuss and reflect on theories, examine case studies and work with advanced software. Most of your teachers execute world-class research and will share their latest techniques and practices with you. Future employers will reward your MSc degree with a Master’s degree worthy starting salary and a wide range of promotion opportunities.
Duration and content
You have a full academic year to successfully complete the 48 ECTS credits programme. Throughout this year you can expect excellent teaching and support from our professors, each highly respected in their field of expertise.
Courses
For your convenience we selected a fixed set of 8 courses for you. These form an excellent preparation for any of the 4 tracks you will later on choose within the MSc Econometrics.
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Probability Theory and Statistics 3
Gain fundamental insights into classical mathematical statistics and learn to work with basic statistical models.
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Statistical Learning
Get acquainted with supervised learning, with a focus on regression and classification methods. Practice and discuss topics such as bias-variance trade-off and cross-validation and model selection in high dimensional regression.
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Mathematical Economics 1
Learn how to approach the economy in a mathematical, model-based manner. Focus on microeconomic theory and evaluating and analysing microeconomic arguments and models.
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Mathematical and Empirical Finance
Get to know about modern investment and portfolio theory. Learn about financial-economic theories and the mathematical and statistical techniques to analyse and implement them.
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Empirical Project
Learn how to use the research techniques and theories in economics and actuarial science, that were discussed during your Bachelor’s years. You will collect your own data sets and analyse them. You will also discuss scientific articles and critically evaluate their underlying theory, assumptions and techniques.
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Econometrics 1
Learn how to develop the multiple regression model with applications, especially to cross-sectional data. Make extensive use of matrix algebra and multivariate statistical theory. Use software packages EViews and R or Python for the execution of applications and simulations.
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Econometrics 2
Learn about econometric models that are important for interpreting quantitative results. Discuss how they can explain measurement errors, simultaneous equation bias, self-selection, censoring and truncation. Develop the initial skills and techniques for correct modelling of economic variables.
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Time Series Analysis and Forecasting
Learn about the parts of univariate and multivariate time series analysis that are most relevant for analysing (macro)economic and financial time series.
Our pre-Master’s in brief
| Language | English |
| Duration | 1 academic year |
| ECTS | 48 ECTS |
| Start pre-Master's | September |
| Start MSc Econometrics | Following academic year in September (choose 1 of 4 tracks) |
| Cost | You pay tuition fee per ECTS. Calculate your tuition fee |
Entry requirements
The entry requirements for this pre-Master’s programme depend on your previous academic education.
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Previous education from a Dutch research university
- Academic Bachelor’s degree with a focus on mathematics and statistics.
- You should have completed a level of mathematics, statistics and programming that is comparable to the following courses of the BSc in Econometrics and Data Science:
- GPA selection minimum of 7.5 (with a GPA lower than 7.5, you need excellent grades on the courses mentioned above).
The application deadline is 1 June 2023.
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Previous education from an international research university
Students with an EU academic degree + EU nationality:
- Academic Bachelor’s degree with a focus on mathematics and statistics.
- Knowledge of mathematics, statistics, and programming at a level comparable to the courses below. It is required to upload course descriptions of these courses in your online application:
- GRE selection minimum of 158 for the Quantitative Reasoning section (please take your GRE test before the application deadline).
- We do not require a specific minimum GPA for this programme, but we will compare and assess the performance on all selection criteria to make an informed decision regarding placement into the programme.
- We require evidence of English language proficiency. In some cases, you might be exempted from the English test requirement. If not, please take your English test before the application deadline.
- TOEFL IBT: a minimum of 92 points overall and a minimum of 22 points for each sub-score (TOEFL institution code: 9011).
- IELTS (Academic test): a minimum of 6.5 overall and a minimum of 6.0 for each sub-score. The IELTS indicator test is not allowed.
- Cambridge Assessment English
- Certificate in Advanced English: 180 points overall and in each skill or
- Certificate of Proficiency in English: 180 points overall and in each skill.
The application deadline is 1 May 2023.
Students with a non-EU degree + non-EU nationality
If you are a student with a non-EU nationality, you may consider applying for a Master’s-qualifying programme at the Cambridge Education Group.
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Previous education from a Dutch University of Applied Sciences (HBO)
We do not have a pre-Master’s programme available for students with previous education from a Dutch University of Applied Science (HBO). You can apply for our BSc Econometrics and Data Science.