Statistics and Econometrics

Aims and Scope

The master 2 “Statistics and econometrics” develops students who have previously acquired a solid skill set in economics and/or mathematical statistics. It offers general classes in mathematical statistics and in econometrics as well as specialized classes in various fields of application. The objective of the curriculum is first to give the students a solid culture in the big themes of applied statistics. This culture is necessarily developed while learning to use software like notably SAS, R and Matlab. Furthermore, the students acquire skills in computing when it comes to database management. Some options allow them to develop applications in various fields notably in the tertiary sector.

Curriculum

The students must carry out a mandatory internship of at least 4 months from April onwards with an oral academic viva at the beginning of September. Most of the classes are taught in English except for the insurance option which is taugth in French (with English documents).

SEMESTEr 1 SEMESTer 2
Survey sampling Non life insurance
Time series Life insurance
Lifetime data analysis Spatial Econometrics
Panel data analysis Geomarketing
Econometrics of qualitative variables Scoring
Econometrics of Marketing Datamining
Non parametric models Data bases
Empirical Finance Web Mining
Statistical software SAS Statistical consulting

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Admission

Admission is based on academic excellence criteria. An undergraduate degree of at least 4 years of college or a Master’s degree is required, within a recognized curriculum considered as consistent with the program and approved by the TSE selection committee. Some brushing-up in Economics or Maths might be advisable in some cases. Working knowledge of English is obviously required.
Application deadlines:
Applications are considered from November to mid-March for international students and in May/June for French University graduates.

Information

Directors: Christine Thomas (TSE)  Jean-Marc Azaïs (IMT)

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