Econometrics: Methods and Applications


Do you wish to know how to analyse and solve business and economic questions with data analysis tools? Then this open online Econometrics course is right for you.

Key Facts & Figures

7 weeks
Instruction language
Mode of instruction

Start dates

It is possible to enrol and start with the course any time. Peer review assignments can only be submitted and reviewed once your session has begun. The course will start every 4 weeks.

Course information

Do you wish to know how to analyse and solve business and economic questions with data analysis tools? Then this open online Econometrics course is right for you.

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. This 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.

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.

More information

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. 

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.

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.


Wendun Wang

Erasmus School of Economics

Email address


  • dr. (Christiaan) C Heij

    dr. (Christiaan) C Heij

    Christiaan Heij is assistant professor in statistics and econometrics at the Econometric Institute. His research and lecturing activities are focused on…
  • prof.dr. (Michel) M van der Wel

    prof.dr. (Michel) M van der Wel

    Michel van der Wel is Vice Dean Education at the Erasmus School of Economics and Full Professor at the Econometric Institute with the Erasmus School of…
  • prof.dr. (Dennis) D Fok

    prof.dr. (Dennis) D Fok

    Dennis Fok is professor of Econometrics and Data Science at the Econometric Institute of the Erasmus School of Economics, Erasmus University Rotterdam. He…
  • prof.dr. (Richard) R Paap

    prof.dr. (Richard) R Paap

    Richard Paap is a professor of Econometrics at Econometric Institute, Erasmus School of Economics (ESE). He obtained his PhD from the same school in 1997. His…
  • prof.dr. (Dick) DJC van Dijk

    prof.dr. (Dick) DJC van Dijk

    Dick van Dijk is a professor of financial econometrics at the Econometric Institute, Erasmus School of Economics (ESE). His areas of special interest are…
  • dr. (Erik) HJWG Kole

    dr. (Erik) HJWG Kole

    Erik Kole is affiliated with the Econometric Institute of Erasmus University Rotterdam as assistant professor in financial econometrics. He recently won a Veni…

    Facts & Figures


    The course is free. If you want to obtain a certificate, the fee is around 50 euros.

    Not applicable
    7 weeks
    Offered by
    Erasmus School of Economics
    Course type
    Instruction language
    Mode of instruction



    For more information and registration: Visit the Coursera website.

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