Programme overview

Econometrics
Student smiling with a smile at the camera

The master’s specialisation consists of seven core courses; the seminar course Case Studies in Applied Econometrics, and a master’s thesis distributed over five blocks of eight weeks each.

The core courses (among which Microeconometrics and Time Series Econometrics for Macroeconomics) help students to get acquainted with a wide range of topics that are essential for econometrics. Most of the courses consist of assignments, which can be individual or in small groups and a final exam. During the seminar course Case Studies in Applied Econometrics small groups of students undertake an applied research project under supervision of a staff member.

You have the opportunity to choose two electives from nine courses, divided in two groups of electives. From each group of electives, you can pick one course. The electives vary from Machine Learning to Advanced Macroeconomics.

The last two blocks of the programme are devoted to the master’s thesis, which can be theoretically oriented or practically oriented. Practically oriented theses are usually combined with an internship or traineeship. The thesis is written individually under close supervision by one of the staff members of the Econom

The curriculum consists of:

  • 70% courses
  • 30% case studies in applied econometrics

In class

During the courses topics include:

  • Modeling and forecasting rare events
  • Estimating business cycles and predicting transitions between good times and recessions
  • How to deal with outliers and missing data in empirical analysis
  • Estimating the effect of a certain treatment, such as a policy intervention

The topics of cases for the research projects and master thesis are broad and include:

  • How to optimally filter the long-run economic trend from real-time data
  • Estimating the market value of NBA players
  • Predicting whether a certain investor will increase the investment in a particular fund

Study Schedule

Disclaimer

The overview above provides an impression of the curriculum for this programme for the academic year 2025-2026. It is not an up-to-date study schedule for current students. They can find their full study schedules on MyEUROpens external. Please note that minor changes to this schedule are possible in future academic years.

Is this your programme?