Econometrics and Mathematical Economics, M.Sc.

  • N/A
    Application Deadline
  • 10 months
    Duration
  • Tuition
    25440
    Tuition (Year)
    24936
    Tuition (Year)
  • English (take IELTS)
    Language

About

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.

Programme Structure

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)

Detailed Programme Facts

  • Full-time duration 10 months
  • Study intensity Full-time
  • Credits
    90 ECTS
  • Languages
    • English
  • Delivery mode
    On Campus

English Language Requirements

You only need to take one of these language tests:

  • Minimum required score: 6.5

    The IELTS – or the International English Language Test System – tests your English-language abilities (writing, listening, speaking, and reading) on a scale of 1.00–9.00. The minimum IELTS score requirement refers to which Overall Band Score you received, which is your combined average score. Read more about IELTS.

    Take IELTS test

    StudyPortals Tip: The UK government has confirmed new English-language testing requirements for visa and immigration purposes. Learn more

  • Minimum required score: 100

    The TOEFL – or Test Of English as a Foreign Language – offers an internet-based test (iBT). The final, overall iBT score ranges between 0 and 120, and includes a scaled average from the four components (reading, listening, speaking, and writing). Read more about TOEFL (iBT).

Academic 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

Tuition Fee Per Year

  • GBP 25440 International
  • GBP 24936 EU/EEA

Funding

StudyPortals Tip: Students can search online for independent or external scholarships that can help fund their studies. Check the scholarships to see whether you are eligible to apply. Many scholarships are either merit-based or needs-based.