M.Sc. Econometrics and Mathematical Economics

  • On Campus
  • 10 months
  • GBP25440 per Year (International

    Tuition fee for the international students.

    )
    GBP24936 per Year (EEA

    European Economic Area tuition fee is applicable to the students from EU countries, Iceland, Liechtenstein, Norway and Switzerland.

    )
  • English ( Take IELTS test or Find a course )
London School of Economics and Political Science | London, United Kingdom
These MSc Econometrics and Mathematical Economics programme from London School of Economics and Political Science are designed to meet the needs of those who wish to take a more mathematical approach to economics.

Description

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As of 2016/17, the Department is pleased to offer a new pre-sessional course and a new advanced macroeconomics core compulsory course for students of the MSc Econometrics and Mathematical Economics programme.

EC451, the new pre-sessional course, has been designed exclusively for students of the MSc Econometrics and Mathematical Economics programme. The objective of the compulsory pre-sessional course is to provide essential foundations in macroeconomics, microeconomics and econometrics in order to prepare students for the advanced level of the core teaching programme. The pre-sessional course includes treatment of rational preferences, hedonic foundations of utility theory, and the theory of choice in the microeconomics component; the linear regression model, instrumental variables and GMM methods, MLE and estimation of models with discrete dependent variables, GLS estimation and dynamic models, and introduction to simultaneous equations models and hypothesis testing in the econometrics component; and an introduction to core macroeconomic concepts, research questions and empirical findings, a benchmark dynamic macroeconomic model, and some key growth and business cycle properties in the macroeconomics component.

Graduate destinations

Our former students are employed as economists in a wide range of national and international organisations in government, international institutions, business and finance. Approximately one third of students proceed to PhD programmes at LSE or other leading universities.

Detailed Course Facts

Start dates and application deadlines

Starting in

  • There is no deadline for this start date.
Tuition fee
  • GBP 25440 per year (International

    Tuition fee for the international students.

    )
  • GBP 24936 per year (EEA

    European Economic Area tuition fee is applicable to the students from EU countries, Iceland, Liechtenstein, Norway and Switzerland.

    )
Credits (ECTS) 90 ECTS
Duration full-time 10 months
Delivery mode On Campus
Educational variant Full-time

Course Content

Once students have completed the pre-sessional course, the programme structure allows students to take core courses in:

  • Advanced Microeconomics
  • Advanced Macroeconomics
  • Econometric Analysis
And a fourth optional course which is chosen by the student from the following courses:
  • International Economics
  • Monetary Economics
  • Public Economics
  • Economics of Industry
  • Quantitative Economics
  • Contracts and Organisations
  • Topics in Advanced Econometrics
  • Financial Risk Analysis
  • Fixed Income Markets (Half unit)
  • Applied Corporate Finance (Half unit)
  • Asset Markets A (Half unit)
  • Corporate Finance and Asset Markets
  • Derivatives (Half unit)
  • Portfolio Management (Half unit)
  • Stochastic Processes (Half unit)
  • Generalized Linear Modelling and Survival Analysis (Half unit)
  • Non-linear Dynamics and the Analysis of Real Time Series (Half unit)
  • Developments in Statistical Methods (Half unit)
  • Time Series (Half unit)

English Language Requirements

IELTS Take IELTS test
6.5
TOEFL iBT® test (read more)
100

IMPORTANT NOTE: The UK government confirmed new requirements for secure English language testing for visa and immigration purposes. Learn more

Requirements

  • First class honours degree or equivalent with strong technical background in engineering, physical science, econometrics, statistics and/or mathematics
  • GRE/GMAT requirement: All students who do not have an undergraduate degree from a UK institution must have taken the GRE General Test. GRE scores must be no more than five years old on 1 October 2016

Work Experience

No work experience is required.

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