Back to Econometrics: Methods and Applications
Erasmus University Rotterdam

Econometrics: Methods and Applications

Welcome! Do you wish to know how to analyze and solve business and economic questions with data analysis tools? Then Econometrics by Erasmus University Rotterdam is the right course for you, as you learn how to translate data into models to make forecasts and to support decision making. * What do I learn? When you know econometrics, you are able to translate data into models to make forecasts and to support decision making in a wide variety of fields, ranging from macroeconomics to finance and marketing. Our course starts with introductory lectures on simple and multiple regression, followed by topics of special interest to deal with model specification, endogenous variables, binary choice data, and time series data. You learn these key topics in econometrics by watching the videos with in-video quizzes and by making post-video training exercises. * Do I need prior knowledge? The course is suitable for (advanced undergraduate) students in economics, finance, business, engineering, and data analysis, as well as for those who work in these fields. The course requires some basics of matrices, probability, and statistics, which are reviewed in the Building Blocks module. If you are searching for a MOOC on econometrics of a more introductory nature that needs less background in mathematics, you may be interested in the Coursera course “Enjoyable Econometrics” that is also from Erasmus University Rotterdam. * What literature can I consult to support my studies? You can follow the MOOC without studying additional sources. Further reading of the discussed topics (including the Building Blocks) is provided in the textbook that we wrote and on which the MOOC is based: Econometric Methods with Applications in Business and Economics, Oxford University Press. The connection between the MOOC modules and the book chapters is shown in the Course Guide – Further Information – How can I continue my studies. * Will there be teaching assistants active to guide me through the course? Staff and PhD students of our Econometric Institute will provide guidance in January and February of each year. In other periods, we provide only elementary guidance. We always advise you to connect with fellow learners of this course to discuss topics and exercises. * How will I get a certificate? To gain the certificate of this course, you are asked to make six Test Exercises (one per module) and a Case Project. Further, you perform peer-reviewing activities of the work of three of your fellow learners of this MOOC. You gain the certificate if you pass all seven assignments. Have a nice journey into the world of Econometrics! The Econometrics team

Status: Statistical Analysis
Status: Time Series Analysis and Forecasting
Course67 hours

Featured reviews

JH

5.0Reviewed Sep 24, 2016

GOOD COURSE! I can learn a lot of basic conception about econometircs, and the training exercises is good for me to understand what the teachers has taught in the course!

KK

5.0Reviewed Feb 12, 2026

Thank you to Drs. Franses, Dijk, Paap, Heij, Kole, Wel, and Fok for a wonderfully organized and delivered course. I thoroughly enjoyed taking the course and learning econometrics.

SG

4.0Reviewed Aug 25, 2020

Great beginners course. Should be backed by readings. Exercises are awesome especially the building blocks. Looking forward to a more advanced course.

VV

5.0Reviewed Oct 24, 2016

Excellent work and thank you. the exercises and tests are great. Including some eviews assignments along with eviews access during duration of the course will be great.

NG

5.0Reviewed Sep 6, 2020

It´s a great course, it offers many tools to deal with the different issues of econometrics, it´s challenging, but that´s the idea of a course, it makes you learn and think

PK

5.0Reviewed Dec 11, 2016

This is a fantastic MOOC: it has depth, exercise questions with solutions, challenging assignments and background material. The quality of the lecture videos is excellent!

EG

5.0Reviewed Apr 23, 2016

Tough course! Very close to being in a classroom with plenty of material in every video. Keep a book on the topic handy and you will understand the material better.

NN

4.0Reviewed Aug 15, 2017

This course is really good for recapping what you have learned before. It would be a difficult course if you start it without previous background.

AK

4.0Reviewed May 12, 2019

Very good insights and step by step methods.It is more theoretical (manual calculations of different methods) than applied and should be completed by another course for this matter.

DT

5.0Reviewed Feb 13, 2020

Course was very well structured, pacing was very pleasant (albeit a little fast for the chapter about time series). Teachers were top notch! I had lots of fun while learning . Thank you!

TD

5.0Reviewed Jul 20, 2020

Great online learning at our own pace. Lot of new things to learn and very well designed course. Some software practice should be added for more practical approach.

SG

4.0Reviewed Feb 25, 2016

It is a very good course I guess, but being 15 years old, it didn't make any sense.However, I got to learn a lot of new things about a field which I wish to pursue.

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