Specialisations
Econometrics
Do you want to pursue an academic career, or to have a professional career in research within economic organisations or businesses? Then applying for the two-year master’s programme in Economic and Financial Research with a track in Econometrics will give you the edge.
Econometrics is used in every area of economics, from business and finance to macro- and micro-economics. It focuses on using quantitive analysis to aid economic and management decision-making.
What will you learn?
You’ll learn to use techniques from statistics, mathematics and computer science to solve complex problems for governments, financial institutions, logistics companies and other organisations. You'll combine these techniques with research methods and practical research experience.
The Econometrics programme is a highly technical and challenging programme. You will be provided with some of the most advanced models of strategic interaction among companies, an ideal basis for research in industrial economics or a related field and a must for a career in an economic consulting firm. Participants will also study:
- stochastic processes
- the consequences of market incompleteness
- Capital Asset Pricing Model
- the most frequently-used econometric models
- the notions of competitive equilibrium, the first and second fundamental welfare theorem, and the core
- the role of financial markets in reshuffling income across time and states of the world
- competition in a setting with many households, companies and commodities
What skills will you develop?
You will also develop the necessary skills for:
- applying methods for analysing panel data, categorical choice and limited dependent variables
- applying empirical methods and stylised facts that enable you to make your own assessment of events on financial markets
Student profile
Econometrics is a challenging programme that attracts the very best students. A bachelor’s degree in economics, finance or econometrics is a plus, but degrees in other disciplines demonstrating quantitative skills are also welcome. You may also be exempt from certain components of the programme if you already have a master’s degree.