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The study programme

The MSc 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 such as R, Matlab and Python. You can choose from 4 tracks and specialise in the field that interests you most.

Your questions answered

Our student and programme director answer 3 questions you might have: what makes this programme unique, what will you bring to your future employer and what is the biggest pitfall in this programme?

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 from 4 tracks

    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 semester, you can choose the track that suits you best:

    • Complexity and Economic Behaviour
      Learn to understand the complex calculations that govern markets and pricing structures.
    • Data Analytics
      Correlate and interpret the petabytes of data, generated every day by social media and the internet.
    • Econometrics
      Explore economic complexity using real data and statistical tools to analyse economic or business problems.
    • Financial Econometrics
      Study the techniques used to analyse financial markets.

    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 Graduate School of Science.

    More about the Double Degree Master’s programmes

  • Choose your electives

    Each track has its own selection of electives for you to tailor the programme to your interests and ambitions.

  • 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.

  • Honours Programme

    Highly motivated students can participate in the MSc Econometrics Honours Programme. This challenging programme is a great chance to stand out for future employers.

Copyright: onbekend
Got questions about the study programme? Get in touch with our programme director Noud van Giersbergen. Chat with our programme director

Add extra value to your studies

Hybrid Learning Theatre

Online meets offline in our Hybrid Learning Theatre. The future-proof setting is the stage for dynamic interaction and inspirational education. Students watching the lecture online are projected on a large Zoom wall of 5x3 metres. Together with students who are physically present in the theatre and the lecturer there can be energetic interaction in the class room. In class the material is studied actively, for example by having debates, discussions and case assignments.

Interactive Online Learning at UvA Economics and Business

During your Master’s, you will experience an inspiring combination of both offline and online education. We work with a blended learning teaching method. By applying this method, you will be able to combine different types of learning into 1 approach and enjoy mastering knowledge at your own pace. During class there will be more time for in-depth analyses and interaction with your lecturer and peers.

Types of education
In this programme, you will find that in your education there’s a balance between innovative teaching methods and traditional forms. Writing an academic paper can be alternated by an online challenge. A peer-feedback assignments or a video recording with explanation can also be part of the teaching method.

Our Centre for Educational Innovation and our Teaching and Learning Centre are continuously working on improving our teaching methods. We take the interactions between students, teachers, and learning resources into account. In doing so, we hope to offer you the right combination of challenging, effective, and efficient education.