This programme aims to provide balanced and rigorous training in modern theories in econometrics at the postgraduate level. Although similar to the MSc in Economics and Econometrics, it differs in that macroeconomic and microeconomic theory are not compulsory course units, but units in time-series econometrics and microeconometrics are compulsory. By the end of the programme, you should be able to understand and apply the basic principles behind the theory of econometrics, and apply these techniques to real data using packages such as Stata and PC Give, and employ more advanced computational tools using Gauss. This programme is ideal for students who wish to specialise in econometrics.
Entry requirements: UK 2:1 (or overseas equivalent) in economics/econometrics/agricultural economics or a related subject for direct MSc entry. UK 2:2 (or overseas equivalent) in economics/econometrics/agricultural economics or a related subject for entry onto the Postgraduate Diploma (where available).
Typical compulsory course units include: Advanced Econometric Theory; Topics in Advanced Econometrics; Time Series Analysis; Econometric Computing; Mathematical Economics; Inference in Microeconometrics. In addition, students take two optional course units from a wide range.
Former students have found employment as economists for the Bank of England, large financial institutions, banks, etc. Others have proceeded to a PhD and followed a career in academia