Quantitative Research Methods III - Economics and Finance

Vrije Universiteit Amsterdam

Course Description

  • Course Name

    Quantitative Research Methods III - Economics and Finance

  • Host University

    Vrije Universiteit Amsterdam

  • Location

    Amsterdam, The Netherlands

  • Area of Study

    Economics, Finance, Research

  • Language Level

    Taught In English

  • Prerequisites

    Quantitative Research Methods I & II

    This course is designed for 3rd year students in Economics & Business Economics.


  • Course Level Recommendations


    ISA offers course level recommendations in an effort to facilitate the determination of course levels by credential evaluators.We advice each institution to have their own credentials evaluator make the final decision regrading course levels.

    Hours & Credits

  • ECTS Credits

  • Recommended U.S. Semester Credits
  • Recommended U.S. Quarter Units
  • Overview

    After successfully completing this course you can:
    - design a research set-up with a quantitative model to investigate a financial research question
    - work with univariate and multivariate regression models, probit and logit models, interpret their outcomes using the software package Stata.
    - recognize and create solutions to cases when the underlying assumptions of the linear regression model fail (such as omitted variables, heteroskedasticity, endogeneity and multicollinearity)
    - report the results of your analysis clearly according to the academic standards

    First of all, students get to know and learn about different data sources to summarise data in a number of descriptive statistics.
    Second, they learn how to work with univariate and multivariate linear regression models. We also pay attention to situations when the
    classical assumptions of the linear regression model do not hold: think about problems such as multicollinearity, omitted variable
    bias, heteroskedasticity and endogeneiy.
    Third, you will learn to work with Probit and Logit models. (in case the outcome variable is binary) and you get to know the basics of time series and panel data models.
    Finally, students will apply the mentioned techniques on empirical data using Stata.

    Computerlab sessions

    Written exam – Individual assessment
    Case 1 – Assessment in groups of 2
    Case 2 – Assessment in groups of 2

Course Disclaimer

Courses and course hours of instruction are subject to change.

Some courses may require additional fees.


This site uses cookies to store information on your computer. Some are essential to make our site work; others help us improve the user experience. By using the site, you consent to the placement of these cookies.

Read our Privacy Policy to learn more.