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Econometrics master’s programme Admission requirements I BSc degree in Econometrics or Econometrics and operations research management. There is a selection procedure for students with the following BSc degrees: I Actuarial sciences I Applied or pure Mathematics I Physics I Statistics I Quantitative economics
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Application I Please check the web site to obtain an application form. For additional information please contact the the programme manager Ms. Diane Hense on behalf of Dr. K.J. van Garderen at msc-feb@uva.nl. Applications should be received before May 1 (non EU/EEA students) or June 1 (EU/EEA students).
Economics
Econometrics
Selection procedure For BSc degrees in quantitative fields other than Econometrics: I Review of educational results I Interview I Additional courses or reading groups may be required Duration I 1 year Title Master of Science
Language of instruction English
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English proficiency Minimum TOEFL score: 600 (250 for the computer based test) I Minimum IELTS score 6,5 I
Contact information Faculty of Economics and Business (FEB) Roetersstraat 11 1018 WB Amsterdam The Netherlands E-mail: msc-feb@uva.nl Phone: +31 20 525 4327 Fax: +31 20 525 4333
www.feb.uva.nl/msc Related master’s I Economics Econometrics, CROHO 60177. Publisher: UvA, Communications Office/Faculty of Economics and Econometrics, February 2008. No rights can be obtained from the contents of this flyer.
For the latest information, visit
www.uva.nl/masters (in Dutch) www.uva.nl/isp (in English) General information Service & Information Centre Binnengasthuisstraat 9 1012 ZA Amsterdam Phone: +31 20 525 8080 E-mail: info@uva.nl
Photography: Hollandse Hoogte, Petra Spiljard, Henk Thomas Design: Crasborn Grafisch Ontwerpers bno, Valkenburg a.d. Geul | 08059
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Tuition I EEA-students: approx. € 1,600 per year I Non EEA-students: approx. € 9,000 per year I Approx. € 600 per year for study materials
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The Faculty of Economics and Business of the UvA has an excellent international reputation, and students can choose from a wide range of courses. The faculty’s research environment is outstanding too, as is shown by several researchers of the department of Econometrics obtaining prestigious research grants for their prominent academic research.
Student profile
Quantitative methods in economics and finance Econometricians try to find relations between different economic variables, and to exploit these relationships for a better understanding and prediction of the economy. Econometric models can be used to solve economic problems, but can also be used in fields such as transport, marketing and finance. The MSc programme in Econometrics therefore provides a balanced and rigorous training in quantitative analysis of problems in economics and finance, and consists of advanced courses in mathematical economics as well as in econometrics.
The MSc in Econometrics is a one-year programme intended for those who wish to take a more mathematical and statistical approach to economics and finance. The quantitative level is clearly higher than in an international master’s programme in economics or finance. The programme can be followed by anyone having a bachelor’s degree in Econometrics but is also suitable for mathematicians, statisticians and physicists interested in economics and finance or for graduate economists with a strong quantitative background. Additional courses on mathematics, statistics, econometrics or mathematical economics may be required
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for those with omissions in their background. There is a selection procedure for students with quantitative BSc degrees other than Econometrics. An interview with the programme director may be part of the selection procedure.
The programme Students can choose one of the following three specialisations in Econometrics: I Econometrics I Financial econometrics I Mathematical economics Econometrics emphasizes statistical techniques for micro- and macroeconometric analysis, whereas Financial econometrics focuses on mathematical and statistical techniques and their application to financial models and time series. Mathematical economics emphasises mathematical modelling of economic and financial markets. A flexible mixture of these three specialisations is possible as well. The programme is divided into two semesters. In the first semester four core courses (advanced econometrics 1+2; game theory; and general equilibrium theory) and
two electives have to be taken. In both semesters field courses such as Caput mathematical economics; financial econometrics; micro-econometrics; nonlinear economic dynamics; and stochastic calculus can be taken. In the second semester a master’s thesis in one of the three specialisations, supervised by one of the researchers at the Department of Quantitative Economics must be completed. Graduates should be able to apply advanced quantitative methods, using modern software packages such as EViews and OX to explore and analyse problems in economics and finance.
Career prospects
The career perspectives with a MSc degree in Econometrics are excellent and diverse
The career perspectives with a master’s degree in Econometrics are excellent and diverse. Many graduates in Econometrics find employment in research departments for economic policy (e.g. central planning bureaus or governmental institutions) or in the financial sector (pension funds, investment banks, insurance companies). The MSc in Econometrics also provides an ideal background for obtaining a scholarship for a Ph.D. programme. Graduates furthermore frequently find employment with multinationals, in the computer industry or as a consultant.