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Econometric Methods for Forecasting and Data Science with Applications in Finance, Economics and Business

Vrije Universiteit Amsterdam

Certificate / Diploma Summer course Amsterdam

Course description

Qualification Certificate
Field of study General programmes
Course summary -
Course description The importance of developing appropriate quantitative models and methods for risk-assessment, climate-impact scenarios, energy policy, house market prices, and big data analyses generally are well understood in the academic and professional worlds. The developments in new technologies for econometric modelling, analysis and forecasting of (big) data in finance, economics and business are moving forwards rapidly. We will treat a number of these developments in much detail. We start with the basics of the methodology and theory, we illustrate their use and their importance, we implement the basic methods in a computer lab, and we review the latest developments in the academic and professional literature. We aim to treat the latest developments in univariate time series models, dynamic econometric models, volatility models, dynamic factor models, state space models, time-varying location and scale models, etc. The practical use of econometric methods in the context of specific applications are assessed in individual cases targeted towards the backgrounds of the participants.
Study subjects -
Course objectives -
ECTS credits 3.00
Duration -
full-time
Language of instruction English
Instruction modes -
Accreditation -

About the institution

Department School of Business and Economics
Information about the institution Ever since it was founded in 1880, Vrije Universiteit Amsterdam has been known for its distinctive approach to knowledge. VU is an open organization, strongly linked to people and society.

Admission

Admission requirements
Language requirements
Professional experience required -
Duration -
full-time
Application deadlines
Start date EU/EEA Students Non-EU/EEA students
19 Aug 2019 22 Jun 2019 -
Tuition fees
Year EU/EEA Non-EU/EEA Institutional
2019 (FT)€ 1000€ 1000€ 1000

In short, the following rules apply:

  • The “EU/EEA rate” is the regular fee for students from within the EU/EEA.
  • The “non-EU/EEA rate” is the rate for students from outside the EU/EEA.
  • The “institutional rate” is for all students who have already obtained a bachelor’s or master’s degree and who want to start a second programme leading to a degree at the same level or at a lower level.
  • Note that FT, PT and D stand for "full-time", "part-time" and "dual", respectively.

Make sure you contact your institution to find out what rate applies to you. The rates listed here are estimates.

Scholarships

-

For more scholarships, visit: www.grantfinder.nl

Course website More information about the course

Contact

Contact information for the study programme

Judith van Kronenburg

Coordinator

summerschool@tinbergen.nl

Philipp Koellinger

Lecturer

p.d.koellinger@vu.nl

Contact information for the institution

studievoorlichting

study info

contact@vu.nl

Telephone number
Course website More information about the course
Institution website More information about the institution