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Understand patterns, predict the future

Econometric Methods: Theory and Practice

This course is aimed at professionals in the financial industry or at corporates, who want to strengthen their skills in quantitative methods and tools.


Participants should be familiar with basic probability and statistics. Some knowledge of introductory econometrics and time-series analysis is also recommended. 

Practical info

  • Fee

    € 4,600. Reduced fee is € 3,995 for bookings made before June 30th 2020.

  • Duration

    7 day course in August  2020. The course will only go through if there is a sufficient number of applications.

  • Calendar

    Econometric Methods in 2 Weeks: Wednesday, Aug 19 - Friday, Aug 30 

    Classes take place on the days mentioned below:

    • Week 1: Wednesday Afternoon (Lecture  Computer Lab), Thursday Afternoon (Lecture  Computer Lab),  Friday Afternoon (Tutorial  Computer Lab)
    • Week 2: Monday Afternoon (Lecture  Computer Lab), Tuesday Afternoon (Lecture  Computer Lab), Wednesday Afternoon (Tutorial  Computer Lab)
  • Coordinator

    F. Blasques

  • Lecturer

    F. Blasques

  • Tutor

    A. Duplinskiy

  • Grading

    To successfully complete this course, attendants must take part in all classes and deliver the mandatory assignment.

More information

For more information, you can always contact us through e-mail.

Send your queries to F. Blasques at executive.econometrics.sbe@vu.nl.