今年诺奖得主萨金特开列的数学课程清单-经管之家官网！

萨金特，在读书时是个逃避数学的人，但后来发现数学的重要性之后，便投入巨大的精力研习数学。甚至在成为教授之后，还去数学系本科和研究生课堂去听课。
在其主页上，他为NYU和斯坦福大学那些有志于研究经济学的学生提出了学习数学课程的建议。
https://files.nyu.edu/ts43/public/math_courses.html
Math courses
The opinions expressed on this page are my own and do not represent the policy or opinions of the economics department. The recommendations here are based primarily on the success of students who have taken the path I describe.
Math is the language of economics.If you are an NYU undergraduate, studying math will open doors to you in terms of interesting economics courses at NYU andjob opportunities afterwards.Start with the basics: take three calculus courses (up to and including multivariable calculus), linear algebra, and a good course in probability and statistics.These basic courses will empower you.After you have these under your belt, you have many interesting options all of which will further empower you to learn and practice economics.I especially recommend courses in (1) Markov chains and stochastic processes, and (2) differential equations.
Superb economists at NYU (e.g., Adam Brandenburger, Robert Engle, Roy Radner, Stanley Zin, Jess Benhabib, Douglas Gale, Boyan Jovanovic, David Pearce, Debraj Ray,Ennio Stacchetti, Charles Wilson, and others) have made notable contributions to economics partly because they are creative but also because they studied more math than others.
The opinions expressed on this page are my own and do not represent the policy or opinions of the economics department. The recommendations here are based primarily on the success of past students who have taken the path I describe.
Math courses for NYU studentsMath courses for Stanford students
These courses listed above 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.
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.
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.
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Math courses for Stanford students
Distinguished Stanford graduates such as David Kreps and Darrell Duffie contributed important new ideas in economics from the beginning of their careers partly because they are creative and partly because they were extraordinarily well equipped in mathematical and statistical tools.
Math Department

• Math 103, 104, Linear algebra
• Math 113, 114 Linear algebra and matrix theory
• Math 106, Introduction to functions of a complex variable (especially useful for econometrics and time series analysis)
• Math 124, Introduction to stochastic processes
• Math 130, Ordinary differential equations
• Math 103, 104, Linear algebra
• Math 131, Partial differential equations
• Math 175, Functional analysis
• Math 205A, B, C, Real analysis and functional analysis
• Math 230A, B, C, Theory of Probability
• Math 236, Introduction to stochastic differential equations
  

Engineering Economic Systems and Operations Research

• 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
• EESOR 322, Stochastic calculus and control
  

Statistics

• Stat 215-217, Stochastic processes (Cover)
• Stat 218, Modern Markov chains (Diaconis)
• Stat 310 A, B, Theory of probability (Dembo)