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MSc Econometrics and Mathematical Economics

This MSc programme is designed to meet the needs of those who have a strong quantitative background wishing to study financial markets. It is aimed at mathematicians, statisticians, physical scientists and engineers, as well as graduate economists.

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.

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

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)

The technical level of the material covered is perhaps higher than for any other master's degree in the area, and the programme has a long-standing international reputation, with many distinguished economists and econometricians among its graduates.

All students who do not have an undergraduate degree from a UK institution must have taken the GRE General Test no more than five years before 1 October 2016, and must include the test scores with their application. Please see lse.ac.uk/admissionsEnquiries for more information. We do not require a specific mark but the test gives us an indication of aptitude for economics. Typically we expect candidates to score over 163/780 in the quantitative section of the test. A higher score will count in your favour, but other information, such as examination results and references will matter more in the overall evaluation. We recognise that if your first language is not English, the verbal test will be more demanding and we view your score on that basis.

Subject to attaining the required grades, EME students may progress to the MRes/PhD Programme. See the Research Programmes page for details. 

You can find the most up-to-date list of optional courses for MSc Econometrics and Mathematical Economics in the Programme Regulations section of the current School Calendar.

You must note however that while care has been taken to ensure that this information is up to date and correct, some circumstances may cause the School to subsequently change, suspend or withdraw a course or programme of study, or change the fees that apply to it. The School will neither be liable for information that after publication becomes inaccurate or irrelevant, nor for changing, suspending or withdrawing a course or programme of study due to circumstances outside of its control. You must also note that places are limited on some courses and/or subject to specific entry requirements. The School cannot therefore guarantee places on its courses. You should visit the School's Calendar, or contact the relevant academic department, for information on the availability and/or content of courses and programmes of study. Certain substantive changes will be listed on the Updated graduate course and programme information page.

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.

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Application code: L1UB (check availability)

Start date: Late August 2016

Duration: One year – 10 months full time (10 month master's programmes are not compliant with the Bologna process which may affect the extent to which they are "recognised". For more information, see Bologna process).

Intake/applications in 2014: 17/466

Minimum entry requirement: First class honours degree or equivalent with strong technical background in engineering, physical science, econometrics, statistics and/or mathematics (see entry requirements)

English requirement: Standard (see English requirements)

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

Fee level: UK/EU £24,936; overseas £25,440

Financial support: Graduate Support Scheme (see Fees and Financial Support)

Application deadline:  None – rolling admissions


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