Econometrics

About the programmme


Mode of studies and duration: full-time (1,5 years)

Study programme volume: 90 credits

Language(s) of instruction: Lithuanian/ English

Tuition Fees:

Qualification degree awarded: Master of Mathematical Sciences in Statistics

Admission requirements: Bachelor's degree or equivalent qualification


The principal aim of the programme is to prepare highly qualified econometricians able to apply the laws and principles of econometrics to model and investigate the Lithuanian economy as well as to assist to improve the competitiveness of Lithuanian bussiness.

Why Econometrics?

Career opportunities

The analytical modelling, planning, and forecasting work opportunities at various levels are open for Masters in Econometrics in: research centres; financial institutions in private sector (e.g. pension funds, stock exchanges, insurance companies, commercial banks, Hi Tech start-ups); consulting firms; the analysis and planning units of business enterprises; central banks, ministries, and other public sector institutions.

International mobility

Students can participate in ERASMUS+ mobility programme which gives an opportunity to study at VU’s Partner University or do internship abroad.

Admission requirements

ADMISSION REQUIREMENTS AND ADMISSION CRITERIA

Courses

COURSE INFORMATION

 

OPTION: ECONOMETRICS OPTION: DATA SCIENCE
Course units (modules) Credits Course units (modules) Credits
SEMESTER 1
30.0 SEMESTER 1
30.0
Compulsory subjects (units) 20.0 Compulsory subjects (units) 20.0
Multivariate Statistics 5.0 Multivariate Statistics 5.0
Microeconomic Analysis 5.0 Data Mining 5.0
Parametric and Nonparametric Econometrics 10.0 Parametric and Nonparametric Statistics 10.0
Optional subjects (units) 10.0 Optional subjects (units) 10.0
High Frequency and Functional Data Analysis 5.0 High Frequency and Functional Data Analysis 5.0
Panel Data Econometrics 5.0 Panel Data Econometrics 5.0
Simulation Methods in Econometrics 5.0 Spatial Databases 5.0
Modern Mathematical Economics 5.0 Multidimensional Data Structures 5.0
SEMESTER 2 30.0 SEMESTER 2 30.0
Compulsory subjects (units) 20.0 Compulsory subjects (units) 20.0
Asymptotic Statistics 10.0 Asymptotic Statistics 10.0
Financial Econometrics 10.0 Big Data Analysis 10.0
Optional subjects (units) 10.0 Optional subjects (units) 10.0
Econometrics of Industrial Organization 5.0 Econometrics of Industrial Organization 5.0
Bayesian Statistics 5.0 Bayesian Statistics 5.0
Game Theory 5.0 Game Theory 5.0
Predictive analytics 5.0 Predictive analytics 5.0
Macroeconomic Theory 5.0 Multidimensional Data Visualization 5.0
SEMESTER 3 30.0 SEMESTER 3 30.0
Compulsory subjects (units) 30.0 Compulsory subjects (units) 30.0
Master's Thesis Seminar 5.0 Master's Thesis Seminar 5.0
Master Thesis 25.0 Master Thesis 25.0

 

Study Programme Description: will be available soon.

Key learning outcomes

After taking the courses the students should be able to: independently model, estimate and test  relationships between variables; practically apply basic principles of econometrics when analysing real data and forecasting economic processes; investigate the dynamics of financial markets; create and maintain macroeconomic models; estimate financial risks; professionally operate econometric software; learn R programming skills; work with economic data bases.

INFO for students

To be uploaded.

Contacts

Do you have more questions? Please contact us:

Study Programme Committee

 

Chair of the study Programme Committee - prof. habil. dr. Remigijus Leipus

Study programme is implemented by:

Department of Econometric Analysis