Unravel economic complexities in data, theories and markets
UvA Econometrics offers five tracks where you can explore different specialisations in Econometrics. The Econometrics track explores economic complexity, Big Data delves into correlating and interpreting the petabytes of data generated every day by social media and the internet, Financial Econometrics studies the techniques used to analyse financial markets, Mathematical Econometrics looks at the complex calculations governing markets and pricing structures, and finally there is the Free Track for students with an independent approach to their studies who want to choose their own path in econometrics.
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.
The Amsterdam School of Economics' Master’s in Econometrics provides a balanced and rigorous training in the quantitative analysis of problems in economics and finance. You will become fluent in the application of advanced mathematical and statistical methods, supported by modern software packages such as E-Views and Matlab. The multidisciplinary one-year programme consists of advanced courses in both mathematical economics and econometrics.
The programme in brief
To fully understand the field of Econometrics, you'll need 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. Apply in-depth analysis to fascinating data sets such as supermarket scanner data, museum visitor demographics, or high frequency stock market and foreign exchange data. The multidisciplinary character of the programme is reflected in the wide range of courses you can take, such as: General Equilibrium Theory, Micro-Econometrics, Derivatives and Bounded Rationality.
All of the acclaimed lecturers in the programme are researchers in one of the ten research programmes of the Amsterdam School of Economics (ASE). The school is affiliated with a number of internal and external economics-related research institutes, enriching the research and career opportunities for students in the master’s programme. ASE's courses in Non-Linear Economic Dynamics and Bounded Rationality, for instance, are directly connected to the Center for Nonlinear Dynamics in Economics and Finance (CeNDEF), a research facility dedicated to the subjects.
The Econometrics Master's programme 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. 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.
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.
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Last updated April 19, 2016