MSc in Econometrics
Course Overview
The MSc in Econometrics at LSLPE is a UK Level 7 postgraduate degree running one year full-time or two years part-time on-campus, online and by distance learning. The programme is aligned with Royal Economic Society and Government Economic Service guidance and draws case content from IFS methodology notes, NIESR working papers and Bank of England technical reports.
By graduation you will have specified and estimated causal models, run panel and time-series diagnostics, produced replicable code portfolios in R or Python and completed an original econometrics dissertation supervised by a practising econometrician. The MSc is calibrated to UK senior-track practice in analytical consultancies, central-bank research offices, regulators and the Government Economic Service.
Key Features
- Curriculum aligned with Royal Economic Society and Government Economic Service technical guidance.
- Case sequences drawn from IFS, NIESR and Bank of England methodology material.
- Applied workshops in R, Python and Stata using UK ONS microdata.
- Choice of dissertation, capstone consulting project or replication portfolio.
- Named programme-tutor support across all three study modes.
- Reproducibility, version control and code review integrated across every module.
What You Will Learn
- Advanced regression, endogeneity handling and instrumental-variables methods.
- Panel-data models — fixed effects, random effects, dynamic panels.
- Time-series techniques — ARIMA, VAR, cointegration and structural breaks.
- Discrete-choice and limited-dependent-variable models.
- Causal-inference designs — RCTs, DiD, RDD, synthetic control.
- Programme-evaluation methods used by IFS and government economists.
- Machine-learning methods for prediction and causal work.
- Research design for a Master's dissertation in econometrics.
Who This Course Is For
- Practising economists in the Government Economic Service or consultancy.
- Analysts in central banks, regulators and financial institutions.
- Data scientists moving into causal-inference work.
- PhD applicants building a technical foundation.
- International applicants preparing for UK-facing senior analytical roles.
Career Pathways
- Econometrician
- Government Economist
- Central Bank Analyst
- Research Economist
- Regulatory Economist
- Financial Economist
- Economic Consultant
- Investment Analyst
The LSLPE careers service runs at least one careers day each academic year connecting MSc in Econometrics students with the Government Economic Service, City analytics teams and specialist consultancies.
Entry Requirements
- A UK Bachelor's degree (2:2 or above) in economics, mathematics, statistics or a quantitatively intensive discipline, or an equivalent international qualification.
- IELTS 6.5 overall (no band below 6.0) for non-native English speakers.
- Applicants without a Bachelor's degree but with five or more years of senior analytical experience are considered on portfolio.
- One academic and one professional reference.
- A 500-word research proposal or professional practice statement identifying an econometrics topic.
Why Study at LSLPE
LSLPE reads econometrics inside a wider law-politics-economics conversation because the outputs of a good empirical model are read by lawyers, argued by politicians and audited by peers. Central London places the Bank of England, HM Treasury, the IFS and NIESR a short tube ride from every classroom.
Three parallel study modes let progressors, working practitioners and portfolio-route applicants complete the MSc in Econometrics alongside employment, and the LSLPE careers service refreshes curriculum alignment against Royal Economic Society and Government Economic Service guidance each year.
Apply for MSc in Econometrics
Applications for the MSc in Econometrics open across rolling intakes and admissions responds within one working day. Enrol on an LSLPE Master's programme with a dissertation, capstone or sponsor project supervised by City economists and practising econometricians. Enrol Now
