IN­FOR­MA­TI­ON

Audience
The workshop is intended for students entering the master’s program Econometrics and Operations Research. Its purpose is to bring the student to a level in matrix algebra, statistics, and econometrics, so that the lectures in the master’s program can be fruitfully followed. Students coming from outside The Netherlands or students without a bachelor’s degree in econometrics are especially recommended to follow the course.

Objective
The aim of this course is to equip incoming master’s students with a solid foundation in key areas of Econometrics and Operations Research. These key areas are statistics, programming, mathematics, and econometrics. This course will help to standardize foundational knowledge among students and to refresh essential concepts and skills that are crucial for success in the master's program.

Fee
There is no fee for VU Econometrics and Operations Research master students.

Dates
The participants can follow the course at their own pace as of August 10 till September 10. It is highly recommended to follow the course before the start of the academic year (September 1). 

Location
The workshop is fully online. You can follow the lectures at your own pace. We recommend a pace of 5 days x 4 hours per day.

Lectures
Video lectures of this course focus on key knowledge from mathematics, statistics and econometrics. Mathematics part mainly focuses on matrix algebra covering topics such as idempotent matrices, partitioning, matrix calculus. Statistics part covers topics such as multivariate moments, multivariate normal distribution, methods of estimation and maximum likelihood. Econometrics part focuses on estimation and inference of econometric models and prediction. 

Exercises
The course contains theoretical exercises and their worked out solutions. Moreover, there are exercises on programming.

Textbook
Accompanying the course is a textbook and an exercise book. The textbook contains a link to 39 videos (15 of which are part of the current course). Details are as follows:

J. R. Magnus: Introduction to the Theory of Econometrics, VU University Press, 2022, 7th printing. ISBN: 978 90 8659 8519, available from www.vuuniversitypress.com. This book is also available as an e-book and contains a link to 39 live video’s. (The videos are only available with the 6th and later printings.)

J.R. Magnus and S. Telg: Mastering Econometrics: Exercises and Solutions, VU University Press, 2022. ISBN: 978 90 8659 8663, available from www.vuuniversitypress.com.

RE­GI­STRA­TI­ON & IN­QUI­RIES 

Register by sending an e-mail to workshop.ect.sbe@vu.nl mentioning:
- your name;
- VU student number;
- VUnetID;
- VU e-mail address (if known) and
- your track and preferred specialization: Econometrics track or Operations Research track.

Note that you first need to obtain your VunetID to be able to register for the course.

For inquiries, please contact workshop.ect.sbe@vu.nl