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.
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.
Choose 1 out of 3 electives:
Choose 1 out of 8 electives:
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.
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.
|Studielast||60 EC, 12 maanden|