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Econometrics

Study programme

The MSc in Econometrics provides a balanced and rigorous training in the quantitative analysis of issues in economics and finance. You will become proficient in the application of advanced mathematical and statistical methods, supported by modern software packages such as E-Views, R and Matlab. You can choose from 4 tracks and specialise in the field that interests you most.

Get the MSc Econometrics factsheet

How to apply

Help solve society and business world issues

In the multi-disciplinary MSc Econometrics we train you in statistical modelling, estimation and testing of economic models and in using economic and financial time series data. With your expertise you can advise organisations on the effect of economic policies. Or help businesses use extensive data analysis to shape their strategies.

During your year with us, you will discuss and reflect on theories, examine case studies and learn to work with advanced software.

Learn from the experts

The Amsterdam School of Economics has an exceptionally strong tradition in econometrics. Internationally leading experts conduct world-class research here. This means you will have access to the latest techniques and practices.

Also, our strong links to and support from international insurance and financial institutions will help you gain up-to-date insights.

The programme

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.

  • Choose your specialisation track

    Our Master’s Programme in Econometrics consists of a common part for all students and a specific part where you follow courses related to the specialisation track of your choice. After the joint 1st period, you can choose the track that suits you best:

    If you want to pursue a Master’s degree in Econometrics as well as in Mathematics, you can follow one of our Double Degree MSc programmes. These programmes consist of courses (150 credits) balanced between 2 schools: the Amsterdam School of Economics and the Faculty of Science.

    More about the Double Degree Master’s programmes

  • Advanced Econometrics I

    In this course you will gain a deep understanding of econometric theory, practice and inference. You will learn how to apply advanced econometric techniques in practice, extend available methods for particular applications and how to implement them in a matrix programming environment. Also you will learn to understand and derive their statistical properties.

  • Theory of Markets

    In this course you will study the microeconomic theory of perfect and imperfect competition. Learn under what conditions markets perform well as a means to organise economic activity (and under what conditions they do not).

  • Data Science Methods

    In this course you will cover the basic theory of multivariate data analysis and of statistical methods in data science. You will focus on the most relevant multivariate techniques, as well as their application to econometric data in computer lab sessions. We will introduce you to Python, NumPy and pandas, data scraping, cleaning and wrangling. 

  • Advanced Econometrics II

    In this course you will build upon the general knowledge you acquired in Advanced Econometrics 1. You will gain a deep understanding of econometric theory, acquire the technical skills to conduct inference and be able to implement these techniques using software like MATLAB, R or Python.

  • Thesis

    The Master’s thesis is the final requirement for your graduation. It is your chance to dive deep into an econometrics or data science topic that you are enthusiastic about. You present your research and findings in your thesis. A professor in your econometrics field of choice (track) will supervise and support you in writing your thesis.

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Gwendolyn Stuitje

'You can develop yourself in many areas'

Alumna Gwendolyn Stuitje: The campus is located in the heart of the city. Besides a great academic programme in Econometrics, the UvA is a liberal university that offers you the possibility to develop yourself in many areas.Read Gwendolyn's full review.

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