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Norsker 2010:
PROFILE: (At time of Application)
Type of Undergrad: BA Economics, minor mathematics (At a 'middle' UC)
Undergrad GPA: 3.38
GRE: 790Q / 720V / 4
Math Courses: Linear Algebra, Single variable/vector calc, ODEs, Intro to math proofs. (Listed RA 1 and 2 and probability theory as remaining college coursework). Math Grades averaged to about B+
Econ Courses: A few more UG courses than required, average falls between B+ and A-
Other Courses:
Letters of Recommendation: "Strong" letters from an assistant professor I TA'd for and talked with a decent amount about research and a lecturer I TA'd for, and a favorable but likely 'nondescript' letter from another assistant professor.
Research Experience: Worked a little bit for a labor economist, acquired funding for and ran a pilot experiment
Research Interests: Experimental, assorted micro topics
SOP: I wrote my essays a couple days before they were due; slightly modified SoP for later applications
Other:
RESULTS:
Acceptances: UCI($$, TA), Pitt(?), Arizona(No $)
Waitlists: Caltech(eventually rejected)
Rejections: University of Zurich(This one was a complete surprise), UVA, NYU, CMU
What would you have done differently?
Applied to a slightly wider range of schools , started taking math a lot earlier(my biggest regret), procrastinated much less, studied more than 4-5 hours for the GRE, worked harder to get a paper published, put more care into crafting my SoP, gotten more exercise. It probably would have helped if my letter of recommendation writers were more established.
The usual.

APJ 2010: PROFILE:
Type of masters: Msc Financial engineering, London, MA eco (Delhi school of economics, India), CFA all levels cleared
MSc : Distinction (above 70%)
GRE: 780Q, 530V, 5.0AWA (repeating)
Math Courses: Math for eco (Real analysis, topology, optimization, dynamics), Linear Algebra, Measure Theory (not complete course), stochastic processes, Stochastic calculus
Econ Courses (Masters-level): game theory, information economics: corporate finance, mechanism designs, dynamic optimizations, econometrics (Time series and theory), monetary policy, risk theory
Other Courses: whole lot of finance courses (CFA), asset pricing (martingale pricing)
Letters of Recommendation: 3 prof at University of london and one at cambridge, (economics), one from India (phd yale)
Research Experience: Except for term papers and thesis, none.
Teaching Experience: portfolio management for MBA program
Research Interests: Dynamic macro, risk and time, experimental eco, asset pricing
Concerns: MA eco performance is not great (though Msc Fin. eng is good)
Applying to: Yale, Northwestern, NYU, Columbia, Maryland, WUSTL, Bsoton, Minessota, duke, rochester, Caltec, CMU, tolouse, swiss finance