Econometrics (MSc 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.
Why choose the Econometrics track?
- Beside the 4 general courses of the MSc Econometrics in your curriculum, you will have 4 courses with focus on the advanced mathematics behind economic complexity.
- You will be lectured by professors and experts working in a wide range of economic organisations and fields. Therefore, you have access to up-to-date cases and learnings from the field of econometric theory, panel data and micro- and financial econometrics.
- After graduation, you have an excellent job prospect as e.g. risk management consultant or chief economist.
Track-specific courses
Apart from the 4 general courses of the full programme, you will follow 4 track-specific courses and electives.
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Mandatory electives: semester 1
Choose 1 out of 3 electives:
- Asset Pricing
- Complex Economic Dynamics
- Machine Learning for Econometrics
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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
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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.
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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.
Contemporary issues
- Financial derivatives
- Trust frequency data of stock markets
- R&D investments and innovation
- The relation between travel costs and grocery shopping
| Degree programme | MSc Econometrics |
|---|---|
| Type | Regular study programme |
| Mode | Full-time |
| Credits | 60 ECTS, 12 months |
| Language of instruction | English |
| Starts in | September |
| CROHO code | 60177 |