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Steeped in Booth’s rich tradition of evidence-based thinking, our econometrics and statistics curriculum gives you the quantitative tools you need to test and refine your ideas.

You’ll learn advanced regression tools, study financial applications such as volatility modeling and value-at-risk calculations, and leverage big data to learn about behavior.

You’ll also examine the real-world application of finance theory to answer key questions: What is the default rate on a security? How should you update your portfolio when volatility or correlations are changing over time? How do you measure and forecast transaction costs? Our classes emphasize the use of statistics as an invaluable tool in understanding the real world and making better decisions.

Choose Your Courses

To complete a concentration in econometrics and statistics, you’ll choose three courses in the discipline. Here are just a few of the options.

To see more econometrics and statistics courses, visit our course catalog and search by concentration area for your program of interest.

See More Courses

Our Distinguished Faculty in This Area

Our econometrics and statistics faculty include award-winning authors and National Science Foundation grant recipients. Faculty conduct research in high-dimensional statistical methods, big data analysis, credit ratings, process control, and other areas.

Bryon Aragam

Assistant Professor of Econometrics and Statistics and Robert H. Topel Faculty Scholar

Carlos M. Carvalho

Visiting Professor of Econometrics and Statistics

Tetsuya Kaji

Assistant Professor of Econometrics and Statistics; Liew Family Junior Faculty Fellow and Richard N. Rosett Faculty Fellow

Tengyuan Liang

Assistant Professor of Econometrics and Statistics and George C. Tiao Faculty Fellow

Veronika Rockova

Associate Professor of Econometrics and Statistics, and James S. Kemper Foundation Faculty Scholar

Ruey S. Tsay

H.G.B. Alexander Professor of Econometrics and Statistics

Spotlight on Research

Our econometrics and statistics faculty are conducting research that’s making significant contributions to the field. Chicago Booth Review frequently writes about their work.

Learn from Industry Experts

Faculty members at Booth are connected to some of the most important leaders across industry. Our faculty regularly invite these leading practitioners and influencers to speak to students in the Booth classroom, providing you with greater access to learn, network, and grow.

Beyond the Classroom

Develop your skills and build a dynamic global network. As an MBA student in econometrics and statistics at Booth, you’ll have many opportunities to get involved in research centers, student groups, competitions, and other activities.

Participate in a Competition

Test your theories and gain valuable experience in some of the world’s most prestigious competitions on campus and around the globe.

Explore Part-Time Groups

Pursue your interests and expand your network by joining a student-led group for Part-Time MBA students.