cj obviously knows more than me about methods training, but I believe you can do coursework in the economics department. I think they recently placed someone at Chicago (doing a postdoc at Princeton at the moment I believe) who received an MA in economics while there. That is a great way to go. I don't think ruling out Yale because they lack experienced methodologists (I am basing this on what cj has said, I honestly don't know the situation) is a smart idea (unless, of course, your main focus is Methods and not a substantive area like IR). I don't know what your interests are, but if someone can take courses in the econ department, I am sure you will be allowed to take courses in the Stats department. Yale has a fantastic program. Congrats on being admitted.
* I did not apply to Yale, so I have no horse in this race.