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Econometrics and Operations Research: Econometric Theory

Vrije Universiteit Amsterdam
1 year
Full time
Master's degree
Online / Distance
01 September 2021

Program description

Econometrics and Operations Research: Econometric Theory

Econometric Theory is a specialization of the Econometrics and Operations Research master's programme. This in-depth study into the foundations of econometric methods offers you the challenge to explore and master an active research field that will place you first in any academic or professional career.

Econometrics connects to many academic disciplines including mathematics, statistics, economics, finance, and business studies, and is primarily concerned with the science and art of using economic theory and statistical techniques to analyse economic/finance/marketing data. This principle can be used in so many directions that econometrics can be regarded as a very general study.

Keywords: Algebra, Calculus, Mathematical Statistics, Measure theory, Stochastic Processes, Statistical Inference, Regression methods, Panel data, Dynamic models, Time Series, Forecasting.

Program content

Three core 6 EC courses (compulsory):

•    Advanced Econometrics
•    Multivairate Econometrics
•    Time Series Models

Five specialization courses (of which one is compulsory and 2 or 3 elective):

•    Asymptotic Statistics
•    Measure Theoretic Probability
•    Stochastic Processes: The Fundamentals
•    Stochastic Processes for Finance and Derivatives Markets
•    Econometrics Research (compulsory)

One elective 6 EC course (or additional specialization course):

•    Functional Analysis
•    Dynamical Systems
•    Evolutionary Computing
•    Large Scale Data Engineering
•    Web Data Processing Systems
•    Time Series
•    Stochastic Integration 
•    Big Data Analytics 
•    Computational Finance

Thesis (18 EC): an in-depth study on a challenging topic in econometrics with emphasis on theory, methodology or computing.

Tuition fees

  • EU-EER students fee: € 2,168
  • NON-EU students fee: € 16,630

Continuing studies

PhD student, Data analyst, Risk analyst, Quantitative Risk analyst, Risk Modeler, Investment analyst, Consultant Data Analytics, Predictive Modeler, Modeling analyst, Systematic Quant, Systematic Trader, Financial Risk analyst, Financial Stability analyst, Capital Market analyst, Statistical researcher, Quantitative financial analyst, Junior Economist, Marketing Data analyst, Quantitative researcher, Quantitative methods instructor, Data scientist, Capital Management consultant, Statistician, Statistical officer, Policy analyst, Customer Intelligence analyst, Quant Fund analyst, Macro Structure analyst, and many more.

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About this institute

Vrije Universiteit Amsterdam

Welcome to Vrije Universiteit Amsterdam

Vrije Universiteit Amsterdam (‘VU Amsterdam’) is an internationally renowned research university founded in 1880. The university offers over 175 English-taught programmes at Bachelor’s, Master’s and PhD level to more than 26,000 students from all over the world. Students and staff...

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Why study at Vrije Universiteit Amsterdam

With more than 24,000 students, of which 4,088 are international, VU Amsterdam conducts cutting-edge research into problems of societal and scientific importance.

They distinguish themselves in research and education through four interdisciplinary themes:

  • Human Health and Life Sciences
  • Science for Sustainability
  • Connected World
  • Governance for Society

As a student this will help you to look beyond the boundaries of scientific disciplines, and to seek for tangible solutions for a better world.

In addition, VU Amsterdam regards diversity, whether in culture, conviction, nationality or prior education, as source of innovation and progress, and hence as special strength.

The Dutch higher education system has been ranked in the top 10 by Universitas 21. In the first Times Higher Education University Impact Ranking, VU Amsterdam is ranked 16th worldwide. In this ranking, universities are assessed based on Sustainable Development Goals (SDGs) in order to measure the impact of the universities on society. In the Academic Ranking of World Universities 2018 (Shanghai Ranking) VU Amsterdam holds the 104th position. The international QS World University ranking 2021 places the Vrije Universiteit at number 236 in the world, which means the Vrije Universiteit belongs to the top 20% of the world.

At VU Amsterdam, the teaching style can be described as student-centred: they encourage students to develop their own opinions through independent and creative thinking. This means that teaching is mainly conducted in small tutorials, where interactivity is the norm rather than the exception. At every opportunity, students are encouraged to engage in constructive dialogue with their professors.

Contact info

Vrije Universiteit Amsterdam

De Boelelaan 1105
1081 HV Amsterdam
Netherlands, the

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