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School with strong Econometrics program


VikSharma

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Canada: Check Toronto Econ department, and even better UToronto's Master in Mathematical Finance. It's not exactly Econometrics, but depending on your area of interest it can prove to be both highly relevant and excellent in terms of career prospects. Aside from that, the usual suspects: Queens, SFU, UBC, Western.

 

US: Yale, Penn State, UCSD, the list is long and will vary depending on specific research areas

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