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文件名:  60852.rar
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本附件包括:
  • recursive methods of dynamic linear economies.pdf
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<P>最近在老萨的主页上看到的好东西,转来和大家分享,下面是老萨推荐经济系的人要学的数学,他自己有说明,我就不多说了.</P>
<P><BR><B>Math Department</B><o:p></o:p></P>
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<P>Math 103, 104, Linear algebra<o:p></o:p></P></TD></TR>
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<P>Math 113, 114 Linear algebra and matrix theory<o:p></o:p></P></TD></TR>
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<P>Math 106, Introduction to functions of a complex variable (especially useful for econometrics and time series analysis)<o:p></o:p></P></TD></TR>
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<P>Math 124, Introduction to stochastic processes<o:p></o:p></P></TD></TR>
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<P>Math 130, Ordinary differential equations<o:p></o:p></P></TD></TR>
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<P>Math 131, Partial differential equations<o:p></o:p></P></TD></TR>
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<P>Math 175, Functional analysis<o:p></o:p></P></TD></TR>
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<P>Math 205A, B, C, Real analysis and functional analysis<o:p></o:p></P></TD></TR>
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<P>Math 230A, B, C, Theory of Probability<o:p></o:p></P></TD></TR>
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<P>Math 236, Introduction to stochastic differential equations<o:p></o:p></P></TD></TR></TABLE></P>
<P><BR><B>Engineering Economic Systems and Operations Research</B><o:p></o:p></P>
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<P >EESOR 313, Vector Space Optimization. This course is taught from `the Bible' by the author (Luenberger). The book is wonderful and widely cited by economists<o:p></o:p></P></TD></TR>
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<P>EESOR 322, Stochastic calculus and control<o:p></o:p></P></TD></TR></TABLE></P>
<P><BR><B>Statistics</B><o:p></o:p></P>
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<P>Stat 215-217, Stochastic processes (Cover)<o:p></o:p></P></TD></TR>
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<P>Stat 218, Modern Markov chains (Diaconis)<o:p></o:p></P></TD></TR>
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<P>Stat 310 A, B, Theory of probability (Dembo)<o:p></o:p></P></TD></TR></TABLE></P>
<P ><BR>These are very useful courses for applied work in econometrics, macroeconomic theory, and applied industrial organization. They describe the foundations of methods used to specify and estimate dynamic competitive models.<o:p></o:p></P>
<P >Just as in jogging, I recommend not overdoing it. Rather, find a pace that you can sustain throughout your years here. You will find that taking these courses doesn't really cost time, because of your improved efficiency in doing economics.<o:p></o:p></P>
<P >There are many other courses that are interesting and useful. The most important thing is just to get started acquiring the tools and habits these courses will convey.<o:p></o:p></P><BR>


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