Econometrics aims at solving economic problems through a combination of mathematics, economics, statistics and applied informatics. The programme is therefore very broad. It covers all the areas mentioned. The programme includes lectures as well as practical courses on the use of computers. For further information please visit our official home page of the Department of Econometrics and Operations Research at the Vrije Universiteit in Amsterdam. The members of the department are located on the first floor (1A - wing) of the main building of the Vrije Universiteit.
The bachelor programme includes many mathematical subjects such as Basic Mathematical Skills,
Calculus, Linear Algebra and Introduction to Probability Calculation. In addition, there is room
for a number of economics subjects such as Macroeconomics, Microeconomics and Finance.
The courses in econometrics are:
After the first year of the programme, students can opt for one of the two main subject areas:
The master program in Econometrics provides you the opportunity to study selected areas within Econometrics and Mathematical Economics in greater depth. The Econometrics Department at the Vrije Universiteit Amsterdam has always been a small department which offers its students a substantial measure of freedom in terms of research and scientific work. The components of the Master's programme correspond closely with the department's research interests, which means that many of the latest scientific developments in areas like financial econometrics and game theory find their way directly into the teaching programme. Students also benefit from having the opportunity to study in small groups and work closely with the academic staff.
The program Econometrics and Mathematical Economics
The master program in Econometrics and Mathematical Economics takes one year and is worth 60 credits
(within the European Community Course Credit Transfer System - ECTS).
The program focuses in depth on econometric methods and techniques within finance and economics.
You will finish your master program with a thesis that can be based on practical work or on theoretical work. The first option gives you the opportunity to analyse a real-life problem in finance or economics. The second option allows you to do a literature survey that may lead to scientific work on the basis of independent research (conducted with the support of the academic staff).
The Time Series Research Group has the following members. Click on the name to get more information about a person or to send an e-mail.