Econometrics and Operations Research

Honours Programme Econometrics

Master Honours Programme in Econometrics

The Master Honours Programme Econometrics offers an opportunity for students in their master year to distinguish themselves by broadening and deepening their knowledge on state-of-the-art techniques in econometrics. 

The programme consists of the specialization “Econometric Theory” (42 EC), three elective courses (18 EC) from one of the other specializations (Financial Econometrics, Econometrics and Data Science, Marketing Data Science, Quantitative Economics, Open Specialization), and an extended Master’s thesis that includes both a theoretical and an empirical chapter (24 EC). In total, the number of EC is 84. In order to obtain an Honours degree, the programme must be completed within fourteen months. 

Overview honours programme

Structure

Three core courses in Econometrics (18 EC):

  • Advanced Econometrics 
  • Multivariate Econometrics 
  • Time Series Models 

Five specialization courses (of which one is compulsory and two or three elective; 18 or 24 EC): 

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

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

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

Three elective courses from any other EOR master specialization, Econometrics track (18 EC in total)

Thesis HP Econometrics (24 EC)

In total: 84 EC

Admission

In general, students with an excellent Bachelor’s degree can apply for admission to the Honours Programme Econometrics. In particular, we invite applications from:

  • B.Sc. EOR students who already followed the honours track in the Bachelor 
  • B.Sc. EOR students who completed the first two years plus Econometrics III with an average grade of 7.5 or higher
  • B.Sc. students from SBE or Business Analytics who completed the first two years of their Bachelor plus the deficiency program in Econometrics with an average grade of 8.0 or higher
  • Students holding a university Bachelor degree on a level that is equivalent to one of the above 

Applications and inquiries should be send by email to Prof. Siem Jan Koopman.

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