Econometrics – (M.Sc.)

Contents

Students can choose one of the specialisations/tracks:

• Econometrics
• Financial Econometrics
• Mathematical Economics
• Free track

Econometrics: emphasises on statistical techniques for both microeconomic and macroeconometric analysis. Electives: Financial Econometrics, Microeconometrics.

Financial Econometrics: focuses on mathematical and statistical techniques and their application to financial models and time series. Electives: Financial Econometrics, Stochastic Calculus, Caput Derivatives

Mathematical Economics: emphasises mathematical modelling of economic and financial markets. Electives: Nonlinear Economic Dynamics, Bounded Rationality

Free track: a flexible combination of these three specialisations. Electives: Bounded Rationality, Financial Econometrics, Micro-econometrics, Non-linear Economic Dynamics, Stochastic Calculus

Programme structure

The Master in Econometrics is a one-year programme of 60 ECTS credits (1 ECTS credit = 0,5 US credit). The course schedule is listed below. The academic year runs from September to the beginning of July and is divided into two semesters, each with three blocks. Please refer to the academic calendar for the exact dates.

The MSc in Econometrics programme has a demanding curriculum. Classes usually take up a total of 12-15 hours each week. Class preparation (i.e. reading), homework, debates, casework and computer work require an additional 25 hours a week.

First SemesterIn the first block students will get a solid basis in econometrics by attending the core courses Advanced Econometrics 1+2, Game Theory and General Equilibrium Theory, and two electives.

Second SemesterIn the first part of the second semester students specialize in one of the four specialisations or tracks. In the second part students complete a thesis in one of three specialised areas, working under the supervision of a research staff member from the Department of Quantitative Economics.

Thesis

The Master's thesis is the final requirement to be completed prior to graduation and is supervised by one of the researchers within the Department of Quantitative Economics. It must be based on a study of relevant literature or on a research internship at a firm.

Degree

Upon successful completion of the programme, students receive a Master's degree in Econometrics and the title Master of Science (MSc).

Internship

Master's students can also choose to do an internship in order to conduct research for their final thesis. This offers the opportunity to conduct research in a company or organization on an academic level. Interested students should contact the Internship Office.

Accreditation

Accredited by: NVAO in: Netherlands

Funding details

Scholarships / Grants:

The University of Amsterdam:
The University of Amsterdam provides a limited number of full and partial scholarships for excellent students from outside the European Economic Area. The Amsterdam Merit Scholarships have specifically been designed to offer talented, ambitious and dedicated students the opportunity to pursue a Mast
For additional information: Website

:
Students from Columbia can apply for this scholarship through their website.
For additional information: Website

European Commission:
The Alban Scholarship programme aims at the reinforcement of the European Union-Latin America cooperation in the area of Higher Education. * for postgraduate studies. * for specialization studies at any of the eligible recognised organizations of Higher Training (companies included).
For additional information: Website

Open Society Institute:
The Open Society Scholarship Programs fund the participation of students, scholars, and professionals from the former Soviet Union, Southeast Asia, Eastern Europe, and the Middle East in rigorous, competitive academic programs outside of their home countries.
For additional information: Website