And if someone has info on funding etc that would be much appreciated.
The top econometrics programs are in Yale, LSE and UCSD. Here is a good ranking in econometrics.
Econometric Rankings, 1989-1999
I think Yale will immediately fund you if you get into its program.
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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