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An Introduction to Mathematical Analysis for Economic Theory and Econometrics
Dean Corbae, Max Stinchcombe, and Juraj Zeman
December 2002, Modified May 27, 2003, March 31, 2004, June 2008
The objective of this book is to provide a simple introduction to mathematical analysis with applications in eco-
nomic theory and econometrics. There is increasing use of real and functional analysis in economics, but few
books cover that material at an introductory level. Our rationale for writing this book is to bridge the gap between
basic mathematical economics books (which deal with calculus, linear algebra, and constrained optimization) and
advanced economics books such as Stokey and Lucas’ Recursive Methods in Economic Dynamics that presume a
working knowledge of functional analysis and measure theory.
The three major innovations in this book relative to mathematics textbooks are: (i) we have gathered material
from very different areas in mathematics, from lattices and convex analysis to measure theory and functional anal-
ysis, because they are useful for economists doing regression analysis, working on both static and dynamic choice
problems, analyzing both strategic and competitive equilibria; (ii) we try to use concepts familiar to economists -
approximation and existence of a solution - to understand analysis and measure theory; and (iii) pedagogically, we
provide extensive simple examples drawn from economic theory and econometrics to provide intuition necessary
for grasping difficult ideas. It is important to emphasize that while we aim to make this material as accessible as
possible, we have not excluded demanding mathematical concepts used by economists and that, aside from ex-
amples assuming an undergraduate background in economics, the book is self-contained (i.e. almost any theorem
used in proving a given result is itself proved).
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