计量经济书籍下载集合（包括概率等教材）

5803

收藏 2007-09-19

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Microeconomics</TD>
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<A>▼</A>
Consumers, firms, and general equilibrium: Arne Hallam (Iowa State), <a href="http://www.econ.iastate.edu/classes/econ501/Hallam/index.html" target="_blank" >Microeconomics</A> Nolan Miller (Harvard), <a href="http://www.ksg.harvard.edu/nhm/notes_download_2006.htm#download" target="_blank" >Lecture Notes on Microeconomic Theory</A> Robert Nau (Duke), <a href="http://faculty.fuqua.duke.edu/~rnau/choice/" target="_blank" >Seminar in Choice Theory</A> Sten Nyberg (SSE), <a href="http://people.su.se/~snybe/advmicro.htm" target="_blank" >Advanced Microeconomics</A> Ariel Rubinstein (Tel Aviv), <a href="http://arielrubinstein.tau.ac.il/Rubinstein2005.pdf" target="_blank" >Lecture Notes in Microeconomic Theory: The Economic Agent</A> Max Stinchcombe (Texas), <a href="http://www.eco.utexas.edu/~maxwell/MIF00.pdf" target="_blank" >Single-Person and Multi-Person Decision Theory</A> Guoqiang Tian (Texas A&amp;M), <a href="http://econweb.tamu.edu/tian/micro1.pdf" target="_blank" >Microeconomic Theory</A> Nicholas Yannelis (Illinois), <a href="https://netfiles.uiuc.edu/nyanneli/www/404_note_modified.pdf" target="_blank" >Lecture Notes in General Equilibrium Theory</A><o:p></o:p>
Game theory and mechanism design: Wayne Bialas (SUNY Buffalo), <a href="http://www.acsu.buffalo.edu/~bialas/IE675/675_Notes.htm" target="_blank" >Game Theory</A> Bernard Caillaud (ENPC) / Benjamin Hermalin (Berkeley), <a href="http://faculty.haas.berkeley.edu/hermalin/agencyread.pdf" target="_blank" >Hidden Action and Incentives</A> Bernard Caillaud (ENPC) / Benjamin Hermalin (Berkeley), <a href="http://faculty.haas.berkeley.edu/hermalin/mechread.pdf" target="_blank" >Hidden-Information Agency</A> Yongmin Chen (Colorado), <a href="http://www.colorado.edu/Economics/spring05-syllabi/spring05-7030-001syllabus.htm" target="_blank" >Microeconomic Theory II</A> Peter Cramton (Maryland), <a href="http://www.cramton.umd.edu/econ703/economics-703-advanced-microeconomics.htm" target="_blank" >Advanced Microeconomics</A> Christian Ewald (St Andrews), <a href="http://papers.ssrn.com/sol3/papers.cfm?abstract_id=976592&amp;high=%20ewald" target="_blank" >Games, Fixed Points and Mathematical Economics</A> Douglas Gale (NYU), <a href="http://www.econ.nyu.edu/user/galed/lectures.html" target="_blank" >Strategic Foundations of General Equilibrium</A> Benjamin Hermalin (Berkeley), <a href="http://faculty.haas.berkeley.edu/hermalin/LectureNotes201b_v4.pdf" target="_blank" >Lecture Notes for Economics</A> Paul Klemperer (Oxford), <a href="http://www.nuff.ox.ac.uk/users/klemperer/VirtualBook/VirtualBookCoverSheet.asp" target="_blank" >Auctions: Theory and Practice</A> Levent Ko&ccedil;kesen (Columbia), <a href="http://www.columbia.edu/~lk290/teaching/advmicro.htm" target="_blank" >Advanced Microeconomic Analysis I</A> Martin Osborne (Toronto) / Ariel Rubinstein (Tel Aviv), <a href="http://ww2.economics.utoronto.ca/osborne/bm/viewpdf.php?enc_filename=bargmkt.pdf" target="_blank" >Bargaining and Markets</A> Jim Ratliff (prev. Arizona), <a href="http://www.virtualperfection.com/gametheory/" target="_blank" >Graduate-Level Course in Game Theory</A> Francesco Squintani (UCL), <a href="http://www.ucl.ac.uk/~uctpfsq/lectures.pdf" target="_blank" >Notes for Non-Cooperative Game Theory</A> Max Stinchcombe (Texas), <a href="http://www.eco.utexas.edu/~maxwell/topicsnotes.pdf" target="_blank" >Dynamics and Learning</A> Max Stinchcombe (Texas), <a href="http://www.eco.utexas.edu/~maxwell/gtnotesF02.pdf" target="_blank" >Notes for a Course in Game Theory</A> 
International trade: Pol Antras (Harvard), <a href="http://post.economics.harvard.edu/faculty/antras/papers/LectureNotes2535Firms.pdf" target="_blank" >Advanced Topics in International Trade</A> Donald Davis (Columbia), <a href="http://www.columbia.edu/~drd28/Text.pdf" target="_blank" >Notes on Competitive Trade Theory</A> István Kónya (Boston College), <a href="http://papers.ssrn.com/sol3/papers.cfm?abstract_id=881271#PaperDownload" target="_blank" >Lecture Notes in International Trade</A> Edward Leamer (UCLA), <a href="http://www.anderson.ucla.edu/faculty/edward.leamer/books/leamer_sources_chapters_feb03/sources.htm" target="_blank" >Sources of International Comparative Advantage</A> James Markusen et al. (Colorado), <a href="http://spot.colorado.edu/~markusen/textbook.html" target="_blank" >International Trade: Theory and Evidence</A><o:p></o:p>
Applied and computational micro / other topics in micro: Daron Acemoglu (MIT), <a href="http://econ-www.mit.edu/faculty/download_appen.php?id=88" target="_blank" >Lecture Notes in Graduate Labor Economics</A> Ted Bergstrom (UC Santa Barbara), <a href="http://www.econ.ucsb.edu/~tedb/econ230b.html#lecturenotes" target="_blank" >The Theory of Public Goods and Externalities</A> Christopher Carroll (JHU), <a href="http://www.econ.jhu.edu/people/ccarroll/SolvingMicroDSOPs.pdf" target="_blank" >Solution Methods for Microeconomic Dynamic Stochastic Optimization Problems</A> Alan Duncan (Nottingham), <a href="http://www.nottingham.ac.uk/~lezad/courses/labour1.PDF" target="_blank" >Labour Economics I</A> &amp; <a href="http://www.nottingham.ac.uk/~lezad/courses/labour2.PDF" target="_blank" >II</A> Bryan Ellickson (UCLA), <a href="http://www.sscnet.ucla.edu/00F/econ204f-1/" target="_blank" >General Equilibrium and Finance</A> Ariel Rubinstein (Tel Aviv), <a href="http://gametheory.tau.ac.il/el/getPDF.asp?Pfile=E.pdf" target="_blank" >Economics and Language</A> Ariel Rubinstein (Tel Aviv), <a href="http://gametheory.tau.ac.il/el/getPDF.asp?Pfile=br.pdf" target="_blank" >Modelling Bounded Rationality</A> David Zilberman (Berkeley), <a href="http://are.berkeley.edu/~zilber/ARE241/fall2002/" target="_blank" >Economics &amp; Policy of Production, Technology and Risk in Agricultural &amp; Natural Resources</A> <o:p></o:p>
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Mathematics</TD>
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<A>▼</A>
Mathematics for economists: Julio Dávila (Penn), <a href="http://www.ssc.upenn.edu/~davilaj/econ898.html" target="_blank" >Mathematics for Economic Theory</A> Arne Hallam (Iowa State), <a href="http://www.econ.iastate.edu/classes/econ500/hallam/index.html" target="_blank" >Quantitative Methods in Economic Analysis</A> John Hillas / Dmitriy Kvasov (Auckland), <a href="http://homes.eco.auckland.ac.nz/jhil044/public_html/econ381/lecnotes_2006.pdf" target="_blank" >Foundations of Economic Analysis</A> Michael Manove (Boston U), <a href="http://econ.bu.edu/manove/EC701/MathNotes.pdf" target="_blank" >Mathematics for Micro</A> Markus M&ouml;bius (Harvard), <a href="http://www.courses.fas.harvard.edu/~ec2030/lecture/index.html" target="_blank" >Mathematics for Economists</A> Efe Ok (NYU), <a href="http://home.nyu.edu/~eo1/books.html" target="_blank" >Real Analysis &amp; Probability Theory with Economic Applications</A> Martin Osborne (Toronto), <a href="http://www.chass.utoronto.ca/~osborne/MathTutorial/index.html" target="_blank" >Mathematical Methods for Economic Theory</A> Guoqiang Tian (Texas A&amp;M), <a href="http://econweb.tamu.edu/tian/ecmt660.pdf" target="_blank" >Mathematical Economic</A>s Viatcheslav Vinogradov (Charles U), <a href="http://www.cerge-ei.cz/pdf/lecture_notes/LN01.pdf" target="_blank" >A Cook-Book of Mathematics</A>
Optimization: Steve Alpern (LSE), <a href="http://www.maths.lse.ac.uk/Courses/MA208/#notes" target="_blank" >Optimization Theory</A> Stephen Boyd (Stanford) / Lieven Vandenberghe (UCLA), <a href="http://www.stanford.edu/~boyd/cvxbook/" target="_blank" >Convex Optimization</A> Michael Burger (UCLA), <a href="http://www.indmath.uni-linz.ac.at/people/burger/teaching/OptimalDesign/LectureNotes_Design.pdf" target="_blank" >Infinite-Dimensional Optimization and Optimal Design</A> Jan van den Heuvel (LSE) / Graham Brightwell (LSE), <a href="http://www.maths.lse.ac.uk/Courses/MA208/#notes" target="_blank" >Optimization Theory</A> Robert Vanderbei (Princeton), <a href="http://www.princeton.edu/~rvdb/542/lectures.html" target="_blank" >Linear Programming: Foundations and Extensions</A> Pravin Varaiya (Berkeley), <a href="http://paleale.eecs.berkeley.edu/~varaiya/papers_ps.dir/NOO.pdf" target="_blank" >Lecture Notes on Optimization</A> Klaus W&auml;lde (U Würzburg), <a href="http://www2.wifak.uni-wuerzburg.de/vwl2/dcounter/count.php?id=1" target="_blank" >Applied Intertemporal Optimization</A> Richard Woodward (Texas A&amp;M), <a href="http://agecon2.tamu.edu/people/faculty/woodward-richard/637/notes/default.htm" target="_blank" >Dynamic Optimization</A>
Linear algebra / calculus / differential equations: Alan Bain (prev. Cambridge), <a href="http://www.chiark.greenend.org.uk/~alanb/stoc-calc.pdf" target="_blank" >Stochastic Calculus</A> Michael Berry (Tennessee) et al., <a href="http://netlib2.cs.utk.edu/linalg/html_templates/Templates.html" target="_blank" >Templates for the Solution of Linear Systems</A> George Cain (Georgia Tech) / James Herod (Georgia Tech), <a href="http://www.math.gatech.edu/~cain/notes/calculus.html" target="_blank" >Multivariable Calculus</A> William Chen (Macquarie), <a href="http://www.maths.mq.edu.au/~wchen/lnfycfolder/lnfyc.html" target="_blank" >First-Year Calculus</A> William Chen (Macquarie), <a href="http://www.maths.mq.edu.au/~wchen/lnlafolder/lnla.html" target="_blank" >Linear Algebra</A> Ian Craw (Aberdeen), <a href="http://www.maths.abdn.ac.uk/~igc/tch/ma2001/notes/notes.html" target="_blank" >Advanced Calculus and Analysis</A> Lawrence Evans (Berkeley), <a href="http://math.berkeley.edu/~evans/SDE.course.pdf" target="_blank" >An Introduction to Stochastic Differential Equations</A> John Friedlander / Peter Rosenthal (Toronto), <a href="http://www.math.scar.utoronto.ca/calculus/Redbook/" target="_blank" >Calculus Lecture Notes</A> Jonathan Goodman (NYU), <a href="http://math.nyu.edu/faculty/goodman/teaching/StochCalc2004/index.html" target="_blank" >Stochastic Calculus</A> Jim Hefferon (St. Michael's College), <a href="ftp://joshua.smcvt.edu/pub/hefferon/book/book.pdf" target="_blank" >Linear Algebra</A> Robert Kohn (NYU), <a href="http://math.nyu.edu/faculty/kohn/pde_finance.html" target="_blank" >Partial Differential Equations for Finance</A> Thomas Kurtz (Wisconsin), <a href="http://www.math.wisc.edu/~kurtz/735/main735.pdf" target="_blank" >Lectures in Stochastic Analysis</A> Lee Lady (Hawaii), <a href="http://www.math.hawaii.edu/~lee/calculus/" target="_blank" >Topics in Calculus</A> Keith Matthews (Queensland), <a href="http://www.numbertheory.org/book/" target="_blank" >Elementary Linear Algebra</A> Kaare Petersen / Michael Petersen (Technical U Denmark), <a href="http://www2.imm.dtu.dk/pubdb/views/edoc_download.php/3274/pdf/imm3274.pdf" target="_blank" >The Matrix Cookbook</A> Dinakar Ramakrishnan (Caltech), <a href="http://www.math.caltech.edu/people/dr_notes.html" target="_blank" >Calculus, Number Theory &amp; Vector Calculus</A> Klaus Schmitt (Utah), <a href="http://www.math.utah.edu/~schmitt/ode1.pdf" target="_blank" >Nonlinear Analysis and Differential Equations</A> Ruslan Shapirov (Bashkir State U, Russia), <a href="http://arxiv.org/PS_cache/math/pdf/0405/0405323.pdf" target="_blank" >Course of Linear Algebra and Multidimensional Geometry</A> Dan Sloughter (Furman), <a href="http://math.furman.edu/~dcs/book/" target="_blank" >Difference to Differential Equations</A> Dan Sloughter (Furman), <a href="http://math.furman.edu/~dcs/mvbook/" target="_blank" >The Calculus of Functions of Several Variables</A> Gerald Teschl (Vienna), <a href="http://www.mat.univie.ac.at/~gerald/ftp/book-ode/ode.pdf" target="_blank" >Ordinary Differential Equations and Dynamical Systems</A> Sergei Treil (Brown), <a href="http://www.math.brown.edu/~treil/papers/LADW/LADW.pdf" target="_blank" >Linear Algebra Done Wrong</A> 
Analysis / measure theory / topology: Robert Anderson (Berkeley), <a href="http://emlab.berkeley.edu/users/anderson/Econ204/MeasureTheoryLectureNotesTimeless.pdf" target="_blank" >Measure Theory</A> Douglas Arnold (Penn State), <a href="http://www.ima.umn.edu/~arnold/502.s97/complex.pdf" target="_blank" >Complex Analysis</A> Douglas Arnold (Penn State), <a href="http://www.ima.umn.edu/~arnold/502.s97/functional.pdf" target="_blank" >Functional Analysis</A> George Cain (Georgia Tech), <a href="http://www.math.gatech.edu/~cain/winter99/complex.html" target="_blank" >Complex Analysis</A> William Chen (Macquarie), <a href="http://www.maths.mq.edu.au/~wchen/lnfafolder/lnfa.html" target="_blank" >Fundamentals of Analysis</A> William Chen (Macquarie), <a href="http://www.maths.mq.edu.au/~wchen/lnicafolder/lnica.html" target="_blank" >Introduction to Complex Analysis</A> William Chen (Macquarie), <a href="http://www.maths.mq.edu.au/~wchen/lnilifolder/lnili.html" target="_blank" >Introduction to Lebesgue Integration</A> William Chen (Macquarie), <a href="http://www.maths.mq.edu.au/~wchen/lnlfafolder/lnlfa.html" target="_blank" >Linear Functional Analysis</A> William Chen (Macquarie), <a href="http://www.maths.mq.edu.au/~wchen/lnmvafolder/lnmva.html" target="_blank" >Multivariable and Vector Analysis</A> Paul Garrett (Minnesota), <a href="http://www.math.umn.edu/~garrett/m/fun/" target="_blank" >Functional Analysis</A> Lee Larson (Louisville), <a href="http://www.math.louisville.edu/~lee/RealAnalysis/realanalysis.html" target="_blank" >Real Analysis Lecture Notes</A> Vitali Liskevich (Bristol), <a href="http://www.maths.bris.ac.uk/~maval/c98.pdf" target="_blank" >Measure Theory and Functional Analysis</A> Aisling McCluskey (York, Ca.) / Brian McMaster (York, Ca.), <a href="http://at.yorku.ca/i/a/a/b/23.dir/index.htm" target="_blank" >Topology Course Notes</A> Sidney Morris (Ballarat), <a href="http://uob-community.ballarat.edu.au/~smorris/topology.htm" target="_blank" >Topology without Tears</A> Sylvia Serfaty (NYU), <a href="http://www.math.nyu.edu/phd_students/vilensky/Functional_Analysis.pdf" target="_blank" >Functional Analysis Notes</A> Bert Wachsmuth (Seton Hall), <a href="http://www.shu.edu/projects/reals/reals.html" target="_blank" >Interactive Real Analysis</A> Elias Zakon (Windsor), <a href="http://www.trillia.com/distr5/zakon-analysisI-us-two.pdf" target="_blank" >Mathematical Analysis I</A>
Mathematical game theory and logic, other math: Stefan Bilaniuk (Trent), <a href="http://euclid.trentu.ca/math/sb/pcml/pcml-16.pdf" target="_blank" >A Problem Course in Mathematical Logic</A> William Chen (Macquarie), <a href="http://www.maths.mq.edu.au/~wchen/lndmfolder/lndm.html" target="_blank" >Discrete Mathematics</A> William Chen (Macquarie), <a href="http://www.maths.mq.edu.au/~wchen/lnmtfymfolder/lnmtfym.html" target="_blank" >Congruences, Polynomials, and Group Theory</A> George Collins, II (Case Western), <a href="http://ads.harvard.edu/books/1990fnmd.book/" target="_blank" >Fundamental Numerical Methods and Data Analysis</A> Germund Dahlquist (prev. RIT Sweden) / Ake Bjork (Linkoping), <a href="http://www.mai.liu.se/~akbjo/NMbook.html" target="_blank" >Numerical Mathematics in Scientific Computation</A> Thomas Ferguson (UCLA), <a href="http://www.math.ucla.edu/~tom/Game_Theory/Contents.html" target="_blank" >Game Theory</A> Steven Pav (UCSD), <a href="http://scicomp.ucsd.edu/~spav/pub/numas.pdf" target="_blank" >Numerical Methods Course Notes</A> Stephen Simpson (Penn State), <a href="http://www.math.psu.edu/simpson/courses/math557/logic.pdf" target="_blank" >Mathematical Logic</A> Steven Sugden (Bond U, Australia), <a href="http://www.it.bond.edu.au/inft150/033/lectures.htm" target="_blank" >Discrete Mathematics</A> Michal Walicki (Bergen), <a href="http://www.ii.uib.no/~michal/und/i227/book/book.pdf" target="_blank" >Introduction to Logic</A>
Reference: Alexandre Stevanov's <a href="http://us.geocities.com/alex_stef/mylist.html" target="_blank" >Listing of Math Lecture Notes</A> Eric Weissenstein's <a href="http://mathworld.wolfram.com/" target="_blank" >Mathworld</A> <a href="http://en.wikipedia.org/wiki/Wikipedia" target="_blank" >Wikipedia</A>
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Macroeconomics</TD>
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Various models: Willem Buiter (Cambridge), <a href="http://www.nber.org/~wbuiter/lectures.pdf" target="_blank" >Lectures on Really Useful Ad Hoc Macroeconomics</A> John Driscoll (Fed), <a href="http://www.johncdriscoll.net/Macro_Lecture_Notes.pdf" target="_blank" >Lecture Notes in Macroeconomics</A> Brian Krauth (Simon Fraser), <a href="http://www.sfu.ca/~bkrauth/econ808/lecnotes.htm" target="_blank" >Macroeconomic Theory</A> Roland Meeks (Oxford), <a href="http://www.nuff.ox.ac.uk/users/meeks/teaching/meeks-growth-4.pdf" target="_blank" >Economic Growth</A> Gregor Smith (Queen's), <a href="http://qed.econ.queensu.ca/pub/faculty/smithgw/econ815A/index.html" target="_blank" >Macroeconomics Lecture Notes</A> Paul S&ouml;derlind (St Gallen), <a href="http://home.tiscalinet.ch/paulsoderlind/Courses/OldCourses/MacAll.pdf" target="_blank" >Macro II</A> Stephen Williamson (WUSTL), <a href="http://www.econ.yale.edu/smith/econ510a/notes99.pdf" target="_blank" >Notes on Macroeconomic Theory</A> 
Recursive (dynamic programming) treatments and dynamic methods: Chris Edmond (NYU), <a href="http://pages.stern.nyu.edu/~cedmond/amt.html" target="_blank" >Advanced Macroeconomic Techniques</A> Jeremy Greenwood (Rochester), <a href="http://www.econ.rochester.edu/Faculty/GreenwoodPapers/dca2.pdf" target="_blank" >Lecture Notes on Dynamic Competitive Analysis</A> Nezih Guner (Penn State), <a href="http://econ.la.psu.edu/~nguner/courses/GunerMacroNotes.pdf" target="_blank" >Advanced Macroeconomic Theory</A> Lars-Peter Hansen (Chicago) / Thomas Sargent (NYU), <a href="http://home.uchicago.edu/~lhansen/mbook2.pdf" target="_blank" >Recursive Models of Dynamic Linear Economies</A> Lars-Peter Hansen (Chicago) / Thomas Sargent (NYU), <a href="http://home.uchicago.edu/~lhansen/rgamesb.pdf" target="_blank" >Robustness</A> John Hassler (Stockholm U), <a href="http://hassler-j.iies.su.se/courses/matfuii/2003/lects03.pdf" target="_blank" >Math II (Dynamic Systems)</A> Christopher House (Michigan), <a href="http://www-personal.umich.edu/~chouse/macII_2003/syllabus/notespacket.pdf" target="_blank" >Macroeconomics II</A> David Kendrick (Texas), <a href="http://www.eco.utexas.edu/faculty/Kendrick/papers/kendbook.pdf" target="_blank" >Stochastic Control for Economic Models</A> Miles Kimball (Michigan), <a href="http://www-personal.umich.edu/~mkimball/Econ609/early609notes/" target="_blank" >Advanced Mathematical Methods for Macroeconomics</A> .doc Ian King (Auckland), <a href="http://www.business.auckland.ac.nz/Departments/econ/workingpapers/full/Text230.pdf" target="_blank" >A Simple Introduction to Dynamic Programming in Macroeconomic Models</A> Paul Klein (Western Ontario), <a href="http://www.ssc.upenn.edu/~vr0j/ec714-98/cookbook.pdf" target="_blank" >Solving the Growth Model by Linearizing the Euler Equations</A> Dirk Krüger (Frankfurt), <a href="http://www.wiwi.uni-frankfurt.de/professoren/krueger/teaching/ws0506/macromh/PhdLecture.pdf" target="_blank" >Macroeconomic Theory</A> Dirk Krüger (Frankfurt), <a href="http://www.wiwi.uni-frankfurt.de/professoren/krueger/teaching/QuantMacro.pdf" target="_blank" >Quantitative Macroeconomics: An Introduction</A> Per Krusell (Princeton), <a href="http://hassler-j.iies.su.se/Courses/MacroII/Notes/book.pdf" target="_blank" >Lecture Notes for Macroeconomics I</A> Lars Ljungqvist (SSE) / Thomas Sargent (NYU), <a href="http://www.stanford.edu/~sargent/ljungqvist.html" target="_blank" >Recursive Macroeconomic Theory</A> .ps Rody Manuelli (Wisconsin), <a href="http://www.ssc.wisc.edu/~manuelli/712/dynoptmfall03.pdf" target="_blank" >Notes on Discrete Time Economic Models: The Growth Model</A> Rody Manuelli (Wisconsin), <a href="http://www.ssc.wisc.edu/~manuelli/DiTella/DiTellaMarch2007.htm" target="_blank" >Topics in Macroeconomics: An Introduction to Stochastic Calculus</A> Maurice Obstfeld (Berkeley), <a href="http://elsa.berkeley.edu/~obstfeld/ftp/perplexed/cts4a.pdf" target="_blank" >Dynamic Optimization in Continuous-Time Economic Models I</A> &amp; <a href="http://elsa.berkeley.edu/~obstfeld/ftp/perplexed/cts4b.pdf" target="_blank" >II</A> Nicola Pavoni (University College), <a href="http://www.ucl.ac.uk/~uctpnpa/course.pdf" target="_blank" >Notes on Dynamic Methods in Macroeconomics</A> Shouyong Shi (Toronto), <a href="http://www.chass.utoronto.ca/~shouyong/eco2021h/eco2021h.html" target="_blank" >Macro Theory I</A> John Stachurski (Melbourne), <a href="http://chickenlegs.org/sed.pdf" target="_blank" >Stochastic Economic Dynamics</A> Nancy Stokey (Chicago), <a href="http://home.uchicago.edu/~nstokey/course.htm" target="_blank" >Brownian Models in Economics</A> Stijn Van Nieuwenburg (NYU) / Pierre-Olivier Weill (NYU), <a href="http://pages.stern.nyu.edu/~svnieuwe/pdfs/masterex.pdf" target="_blank" >Exercises in Recursive Macroeconomic Theory</A> Randall Wright (Penn), <a href="http://www.ssc.upenn.edu/~rwright/courses/courses.html" target="_blank" >Macroeconomics</A> 
Asset pricing, financial economics and financial mathematics: Christian Ewald (St Andrews), <a href="http://papers.ssrn.com/sol3/papers.cfm?abstract_id=976589&amp;high=%20ewald" target="_blank" >Discrete-Time Finance</A> Christian Ewald (St Andrews), <a href="http://papers.ssrn.com/sol3/papers.cfm?abstract_id=976593&amp;high=%20ewald" target="_blank" >Mathematical Finance: Introduction to Continuous-Time Financial Market Models</A> Robert Kohn (NYU), <a href="http://math.nyu.edu/faculty/kohn/cont-time-finance.html" target="_blank" >Continuous-Time Finance</A> Antonio Mele (LSE), <a href="http://fmg.lse.ac.uk/~antonio/files/fin_eco.pdf" target="_blank" >Lecture Notes in Financial Economics</A> Steven Shreve (Carnegie Mellon), <a href="http://www.stat.berkeley.edu/users/evans/shreve.pdf" target="_blank" >Stochastic Calculus and Finance</A> Tyler Shumway (Michigan), <a href="http://www-personal.umich.edu/~shumway/courses.dir/ba855.dir/ba855.html" target="_blank" >Introduction to Finance</A> Tyler Shumway (Michigan), <a href="http://www-personal.umich.edu/~shumway/courses.dir/f872.dir/f872.html" target="_blank" >Introduction to Continuous-Time Asset Pricing</A> Paul S&ouml;derlind (St. Gallen), <a href="http://home.tiscalinet.ch/paulsoderlind/Courses/OldCourses/Fin1MiQEFAll.pdf" target="_blank" >Financial Theory I</A> &amp; <a href="http://home.tiscalinet.ch/paulsoderlind/Courses/OldCourses/Fin2MiQEFAll.pdf" target="_blank" >II</A> A.W. van der Vaart (Vrije U), <a href="http://www.math.vu.nl/sto/onderwijs/fw/dictaat.pdf" target="_blank" >Financial Stochastics</A> A.W. van der Vaart (Vrije U), <a href="http://www.math.vu.nl/sto/onderwijs/fw/stochint.pdf" target="_blank" >Martingales, Diffusions, and Financial Mathematics</A>
Other macro and computational methods: Miles Kimball (Michigan), <a href="http://www-personal.umich.edu/~mkimball/pdf/qrbc-w-graphs.pdf" target="_blank" >Q-Theory and Real Business Cycle Analytics</A> Miles Kimball (Michigan), <a href="http://www-personal.umich.edu/~mkimball/Econ611/book-ec611-2004.pdf" target="_blank" >Real Business Cycle Theory: A Semiparametric Approach</A> Dirk Krüger (Frankfurt), <a href="http://www.wiwi.uni-frankfurt.de/professoren/krueger/teaching/ws0506/fiscal/GoetheFiscalTotal.pdf" target="_blank" >Dynamic Fiscal Policy</A> Dirk Krüger (Frankfurt), <a href="http://www.wiwi.uni-frankfurt.de/professoren/krueger/teaching/ws0506/macrofield/consbookdirk.pdf" target="_blank" >Consumption and Saving: Theory and Evidence</A> Eric Leeper (Indiana), <a href="http://mypage.iu.edu/~eleeper/Bundesbank/Bundesbankindex.htm" target="_blank" >Bundesbank Mini-Course on Monetary Economics</A> Stephanie Schmitt-Grohe (Duke) / Martin Uribe (Duke), <a href="http://www.econ.duke.edu/~uribe/econ196s/lecture.pdf" target="_blank" >International Macroeconomics</A> Shouyong Shi (Toronto), <a href="http://www.chass.utoronto.ca/~shouyong/eco352h/eco352h.html" target="_blank" >Topics in Monetary Theory</A> Paul S&ouml;derlind (St Gallen), <a href="http://home.tiscalinet.ch/paulsoderlind/Courses/OldCourses/MFForecastAll.pdf" target="_blank" >Macroeconomic and Financial Forecasting</A> Paul S&ouml;derlind (St Gallen), <a href="http://home.tiscalinet.ch/paulsoderlind/Courses/OldCourses/EmpMacroAll.pdf" target="_blank" >Empirical Macroeconomics</A> Paul S&ouml;derlind (St Gallen), <a href="http://home.tiscalinet.ch/paulsoderlind/Courses/OldCourses/MonAll.pdf" target="_blank" >Monetary Policy</A> Harald Uhlig (Humboldt U Berlin), <a href="http://www.wiwi.hu-berlin.de/wpol/html/toolkit/paper.pdf" target="_blank" >A Toolkit for Analyzing Nonlinear Stochastic Models Easily</A> Martin Uribe (Duke), <a href="http://www.econ.duke.edu/~uribe/econ366/lecture_notes.pdf" target="_blank" >Lectures in Open Economy Macroeconomics</A> 
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Econometrics</TD>
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<A>▼</A>
Probability and mathematical statistics: Richard Bass (Connecticut), <a href="http://www.math.uconn.edu/~bass/finlmath.pdf" target="_blank" >The Basics of Financial Mathematics</A> Graham Brightwell (LSE), <a href="http://www.maths.lse.ac.uk/Courses/MA313/2003/index.html" target="_blank" >Probability for Finance and Economics</A> Robert Gray (Stanford), <a href="http://www-ee.stanford.edu/~gray/arp.pdf" target="_blank" >Probability, Random Processes, and Ergodic Properties</A> Charles Grinstead (Swarthmore) / Laurie Snell (Dartmouth), <a href="http://www.dartmouth.edu/~chance/teaching_aids/books_articles/probability_book/book.pdf" target="_blank" >Introduction to Probabilit</A>y Rachel Fewster (Auckland), <a href="http://www.stat.auckland.ac.nz/~u475210/notes/210book.pdf" target="_blank" >Statistical Theory</A> Arne Hallam (Iowa State), <a href="http://www.econ.iastate.edu/classes/econ671/hallam/index.html" target="_blank" >Econometrics I</A> Guido Imbens (UCLA), <a href="http://www.sscnet.ucla.edu/00F/econ203a-1/linkpage.php" target="_blank" >Probability and Statistics</A> Oliver Knill (Harvard), <a href="http://abel.math.harvard.edu/~knill/teaching/math144_1994/probability.pdf" target="_blank" >Probability</A> Daniel McFadden (Berkeley), <a href="http://elsa.berkeley.edu/users/mcfadden/e240a_sp01/e240a.html" target="_blank" >Statistical Tools</A> D.S.G. Pollock (Queen Mary College), <a href="http://www.qmw.ac.uk/~ugte133/courses/MATHSTAT/PROSTAT.HTM" target="_blank" >Lectures in Mathematical Statistics</A> S.R.S. Varadhan (NYU), <a href="http://www.math.nyu.edu/faculty/varadhan/limittheorems.html" target="_blank" >Probability Theory</A> S.R.S. Varadhan (NYU), <a href="http://www.math.nyu.edu/faculty/varadhan/processes.html" target="_blank" >Stochastic Processes</A> Ivan Wilde (King's College London), <a href="http://www.mth.kcl.ac.uk/~iwilde/notes/mip/mip.pdf" target="_blank" >Measure, Integration &amp; Probability</A> Robert Wolpert (Duke), <a href="http://www.stat.duke.edu/courses/Spring05/sta205/" target="_blank" >Probability and Measure Theory</A> Econometrics (general): Herman Bierens (Penn State), <a href="http://econ.la.psu.edu/~hbierens/LECNOTES.HTM" target="_blank" >Econometrics Lecture Notes</A> Erik Biorn (Oslo), <a href="http://www.oekonomi.uio.no/studieinfo/forelplan/v2003/456/456index.html" target="_blank" >Econometrics - Advanced</A> Michael Creel (Barcelona), <a href="http://pareto.uab.es/mcreel/Econometrics/econometrics.pdf" target="_blank" >Graduate Economics Lecture Note</A>s Bruce Hansen (Wisconsin), <a href="http://www.ssc.wisc.edu/~bhansen/notes/Econometrics2006.pdf" target="_blank" >Econometrics</A> Daniel McFadden (Berkeley), <a href="http://elsa.berkeley.edu/users/powell/e240b_f02/e240b.html" target="_blank" >Econometrics</A> Ariel Pakes (Harvard), <a href="http://my.harvard.edu/icb/icb.do?course=fas-ec2144&amp;pageid=tk.page.ec2144.dir.123bdefb29d8f612b190be7dbd738176" target="_blank" >Advanced Applied Econometrics</A> Ariel Pakes (Harvard) / Oliver Linton (LSE), <a href="http://econ.lse.ac.uk/staff/olinton/ec481/aet.pdf" target="_blank" >Nonlinear Methods for Econometrics</A> D.S.G. Pollock (Queen Mary College), <a href="http://www.qmw.ac.uk/~ugte133/courses/mesomet/mesmtric.htm" target="_blank" >A Course of Econometrics</A> D.S.G. Pollock (Queen Mary College), <a href="http://www.qmw.ac.uk/~ugte133/courses/elomet/proecmet.htm" target="_blank" >Introductory Econometrics</A> D.S.G. Pollock (Queen Mary College), <a href="http://www.qmw.ac.uk/~ugte133/courses/mesomet/topics/ectopics.htm" target="_blank" >Topics in Econometric Theory</A> Paul S&ouml;derlind (St. Gallen), <a href="http://home.tiscalinet.ch/paulsoderlind/Courses/OldCourses/EcmAll.pdf" target="_blank" >Lecture Notes for Econometrics</A> Macroeconometrics (time series) / financial econometrics: John Cochrane (Chicago), <a href="http://faculty.chicagogsb.edu/john.cochrane/research/Papers/time_series_book.pdf" target="_blank" >Time Series for Macroeconomics and Finance</A> D.S.G. Pollock (Queen Mary College), <a href="http://www.qmw.ac.uk/~ugte133/courses/tseries/proserie.htm" target="_blank" >The Methods of Time Series Analysis</A> Paul S&ouml;derlind (St. Gallen), <a href="http://home.tiscalinet.ch/paulsoderlind/Courses/OldCourses/FinEcmtAll.pdf" target="_blank" >Lecture Notes in Financial Econometrics</A> A.W. van der Vaart (Vrije U), <a href="http://www.cs.vu.nl/sto/onderwijs/timeseries/dictaat01.pdf" target="_blank" >Time Series</A> 
Microeconometrics and other econometrics: Alan Duncan (Nottingham), <a href="http://www.nottingham.ac.uk/~lezad/teaching/cspd.htm#lectures" target="_blank" >Cross-Sectional and Panel Data Econometrics</A> Stepan Jurajda (Charles U), <a href="http://www.cerge-ei.cz/pdf/lecture_notes/LN03new.pdf" target="_blank" >Econometrics of Panel Data and Limited Dependent Variable Models</A> James LeSage (Toledo), <a href="http://www.spatial-econometrics.com/html/wbook.pdf" target="_blank" >Spatial Econometrics</A> Charles Manski (Northwestern) / Daniel McFadden (Berkeley), <a href="http://elsa.berkeley.edu/users/mcfadden/discrete.html" target="_blank" >Structural Analysis of Discrete Data and Econometric Applications</A> Kenneth Train (Berkeley), <a href="http://elsa.berkeley.edu/books/choice2.html" target="_blank" >Discrete Choice Methods with Simulation</A> Melvyn Weeks (Cambridge), <a href="http://www.econ.cam.ac.uk/faculty/weeks/subj320.htm" target="_blank" >Advanced Econometrics: Microeconometrics</A> 
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Software</TD>
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<A>▼</A> 
Matlab: Ian Cavers (UBC), <a href="http://www.cs.ubc.ca/spider/cavers/MatlabGuide/guide.html" target="_blank" >An Introductory Guide to Matlab</A> Paul Fackler (North Carolina State), <a href="http://www4.ncsu.edu/unity/users/p/pfackler/www/MPRIMER.htm" target="_blank" >Matlab Primer</A> Edward Neuman (Southern Illinois University), <a href="http://www.math.siu.edu/matlab/tutorials.html" target="_blank" >Matlab Tutorials</A> Christian Roessler (Melbourne), <a href="http://www.econphd.net/downloads/matlab.pdf" target="_blank" >Matlab Basics</A> Kermit Sigmon (Florida), <a href="http://www.wiwi.uni-frankfurt.de/professoren/krueger/teaching/ws0506/macromh/matlabprimer.pdf" target="_blank" >Matlab Primer</A> Kermit Sigmon (Florida), <a href="http://www.mines.utah.edu/gg_computer_seminar/matlab/matlab.html" target="_blank" >Matlab Tutorial</A> <a href="http://www.math.ufl.edu/help/matlab-tutorial/" target="_blank" >Matlab Summary and Tutorial</A> at Florida 
Gauss: Marc Nerlove (<st1:State><st1:place>Maryland</st1:place></st1:State>), <a href="http://www.arec.umd.edu/gauss/basics.pdf" target="_blank" >Notes on GAUSS</A> Felix Ritchie (Trig Consulting), <a href="http://www.trigconsulting.co.uk/gauss/manual.html" target="_blank" >Guide to Programming in GAUSS</A> Mark Watson (<st1:place>Princeton</st1:place>), <a href="http://www.wws.princeton.edu/~mwatson/ec518/gauss_tutorial.html" target="_blank" >GAUSS Basics</A> <a href="http://www.aptech.com/pdf_man/UserGuide5.0.pdf" target="_blank" >GAUSS 5.0 User Guide</A> at Aptech
Stata: Robert Yaffee (NYU), <a href="http://www.nyu.edu/its/socsci/Docs/Intro_stata5.pdf" target="_blank" >Getting Started with STATA for MS Windows: A Brief Introduction</A> <a href="http://www.princeton.edu/~erp/stata/main.html" target="_blank" >STATA Tutorial</A> at <st1:place>Princeton</st1:place>
Latex: Peter Flynn (Silmaril Consultants), <a href="http://www.ctan.org/tex-archive/documentation/beginlatex/html/" target="_blank" >A Beginner's Introduction to Typesetting with LaTex</A></TD></TR></TABLE>