[推荐]sargent,recursive methods of dynamic linear economies

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收藏 2006-08-13

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.
 Math Department<o:p></o:p>

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Math 103, 104, Linear algebra<o:p></o:p></TD></TR>
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Math 113, 114 Linear algebra and matrix theory<o:p></o:p></TD></TR>
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Math 106, Introduction to functions of a complex variable (especially useful for econometrics and time series analysis)<o:p></o:p></TD></TR>
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Math 124, Introduction to stochastic processes<o:p></o:p></TD></TR>
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Math 130, Ordinary differential equations<o:p></o:p></TD></TR>
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Math 131, Partial differential equations<o:p></o:p></TD></TR>
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Math 175, Functional analysis<o:p></o:p></TD></TR>
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Math 205A, B, C, Real analysis and functional analysis<o:p></o:p></TD></TR>
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Math 230A, B, C, Theory of Probability<o:p></o:p></TD></TR>
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Math 236, Introduction to stochastic differential equations<o:p></o:p></TD></TR></TABLE>
 Engineering Economic Systems and Operations Research<o:p></o:p>

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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></TD></TR>
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EESOR 322, Stochastic calculus and control<o:p></o:p></TD></TR></TABLE>
 Statistics<o:p></o:p>

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Stat 215-217, Stochastic processes (Cover)<o:p></o:p></TD></TR>
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Stat 218, Modern Markov chains (Diaconis)<o:p></o:p></TD></TR>
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Stat 310 A, B, Theory of probability (Dembo)<o:p></o:p></TD></TR></TABLE>
 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>
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>
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>