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Econometrics

Econometrics

In the Econometrics track you focus on statistical modelling, estimation and testing of economic models using economic and financial time series data. This track is 1 of 4 tracks you can opt for in our Master's in Econometrics.

Unravel economic complexities with advanced mathematics

In the Econometrics track of the Econometrics Master's programme, you will dive into the advanced mathematics behind economic complexity. This track deals with modelling, estimation and testing of economic models using micro, macro and financial data as well as parametric and non-parametric techniques appropriate for cross section, time series and panel data.

  • 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.

Track-specific courses

  • Mandatory electives: semester 2

    Choose 1 out of 8 electives:

    • Behavioural Finance
    • Economic and Financial Network Analysis      
    • Fixed Income Risk Management           
    • Real Estate Finance     
    • Real Estate Investments            
    • Behavioural Macro and Finance           
    • Quantitative Models in Online Marketing          
    • Stochastic Calculus
  • Microeconometrics

    In this course you will discuss about 8 recent empirical papers that apply microeconometric estimation techniques. These papers usually concern issues like individual choice behaviour in the labour and consumer markets. You will apply the techniques during the computer lab sessions with MatLab or R.

  • Financial Econometrics

    In this course you will cover econometric techniques that have been developed for the analysis of financial markets. You will apply these techniques to empirical data using Python and R and learn how to interpret the results from a financial perspective.

Get the MSc Econometrics clickable course schedule

Real-life case: optimal socker team

The manager of a football club can have great influence when it comes to winning prizes. With data driven analyses likely being the future, models that help clubs in managing their teams, become more and more relevant. We discuss an investigation that presents a management tool that can optimize a team's chances of fulfilling its sportive ambitions by adjusting their squad. 

Up-to-date issues

  • Financial derivatives
  • Trust frequency data of stock markets
  • R&D investments and innovation
  • The relation between travel costs and grocery shopping

Econometrics and 3 other tracks

Econometrics is 1 of 4 tracks you can opt for in our MSc Econometrics. If you are more interested in another field of econometrics, read the info on one or more of the other tracks.

  1. Complexity and Economic Behaviour
  2. Data Science and Business Analytics
  3. Financial Econometrics
     

Get the MSc Econometrics factsheet

Check out the MSc Econometrics programme