Siem Jan Koopman | research | projects | vu econometrics |

Professor of Econometrics
Vrije Universiteit Amsterdam School of Business and Economics
CREATES, Aarhus University
Tinbergen Institute

VU Econometrics

The Department of Econometrics is part of the Vrije Universiteit Amsterdam School of Business and Economics.

VU Econometrics group

Research interests

Undergraduate program (bachelor)

The VU undergraduate program in Econometrics and OR includes various mathematics and statistics courses such as Analysis, Linear Algebra, Programming, Probability and Mathematical Statistics. The core of the program consists of courses related to Econometrics, Mathematical Economics and Operations Research. In addition, a number of economics courses need to be taken including Macroeconomics and Finance.
The Econometric courses for which our group is responsible are

The bachelor programme can be completed in three years and concludes with the writing of a thesis.

Graduate program (master)

The master program in Econometrics at VU University provides you with the opportunity to study Econometrics in depth. The program takes one year and is worth 60 credit points (ECTS). It focuses on econometric theory and methods with a focus on applications in economics and finance.

The thesis can be based on practical or theoretical work. The first option gives you the opportunity to analyse real-life problems in finance or economics. The second option allows you to focus on your topic of interest by studying the relevant literature and doing independent scientific work but with the support of the academic staff.