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There is nothing like Urdu linguistics or English linguistics; you need to do some core studies (master's degree, at least) in linguistics, which is mostly available in English, and then apply the theoretical depth gained to the linguistic study of other languages like, Urdu, English, Mandarin, or whatever language you like to study. For a linguist, apart from English, it is essential to have mastery over one or more human languages. You can pursue Master's degree in linguistics from any university in the UK.