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uva.nl
Master
Econometrics and Policy Analysis (Econometrics)
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Why this pre-Master’s programme

Obtaining your MSc Econometrics degree is a great step in your career. Leading experts will challenge you to discuss and reflect on theories, examine case studies and work with advanced software. Most of your teachers execute world-class research and will share their latest techniques and practices with you. Future employers will reward your MSc degree with a Master’s degree worthy starting salary and a wide range of promotion opportunities.

Duration and content

You have a full academic year to successfully complete the 48 ECTS credits programme. Throughout this year you can expect excellent teaching and support from our professors, each highly respected in their field of expertise.

Courses

For your convenience we selected a fixed set of 8 courses for you. These form an excellent preparation for any of the 4 tracks you will later on choose within the MSc Econometrics.

  • Probability Theory and Statistics 3

    Gain fundamental insights into classical mathematical statistics and learn to work with basic statistical models.

  • Statistical Learning

    Get acquainted with supervised learning, with a focus on regression and classification methods. Practice and discuss topics such as bias-variance trade-off and cross-validation and model selection in high dimensional regression.

  • Mathematical Economics 1

    Learn how to approach the economy in a mathematical, model-based manner. Focus on microeconomic theory and evaluating and analysing microeconomic arguments and models.

  • Mathematical and Empirical Finance

    Get to know about modern investment and portfolio theory. Learn about financial-economic theories and the mathematical and statistical techniques to analyse and implement them.

  • Empirical Project

    Learn how to use the research techniques and theories in economics and actuarial science, that were discussed during your Bachelor’s years. You will collect your own data sets and analyse them. You will also discuss scientific articles and critically evaluate their underlying theory, assumptions and techniques.

  • Econometrics 1

    Learn how to develop the multiple regression model with applications, especially to cross-sectional data. Make extensive use of matrix algebra and multivariate statistical theory. Use software packages EViews and R or Python for the execution of applications and simulations.

  • Econometrics 2

    Learn about econometric models that are important for interpreting quantitative results. Discuss how they can explain measurement errors, simultaneous equation bias, self-selection, censoring and truncation. Develop the initial skills and techniques for correct modelling of economic variables.

  • Time Series Analysis and Forecasting

    Learn about the parts of univariate and multivariate time series analysis that are most relevant for analysing (macro)economic and financial time series.

Our pre-Master’s in brief

Language English
Duration 1 academic year
ECTS 48 ECTS
Start pre-Master's September
Start MSc Econometrics Following academic year in September (choose 1 of 4 tracks)
Cost You pay tuition fee per ECTS. Calculate your tuition fee

Entry requirements

The entry requirements for this pre-Master’s programme depend on your previous academic education.

How to apply 

If you meet all the admission requirements, you can apply for the pre-Master's programme. Please complete these steps to apply. Only applicants who complete these steps will be considered. 

If you have received the great news that you are (conditionally) admitted to the programme, it's time to focus on other essential matters like arranging a visa (if necessary), finding accommodation, and preparing for the start of your academic journey. Want to get an early idea of what you need to consider? Visit one of these helpful pages: practical information / praktische zaken (Dutch info).