Asymptotic Theory for Econometricians

Asymptotic Theory for Econometricians
Author: Halbert White
Publisher: Academic Press
Total Pages: 241
Release: 2014-06-28
Genre: Business & Economics
ISBN: 1483294420

This book is intended to provide a somewhat more comprehensive and unified treatment of large sample theory than has been available previously and to relate the fundamental tools of asymptotic theory directly to many of the estimators of interest to econometricians. In addition, because economic data are generated in a variety of different contexts (time series, cross sections, time series--cross sections), we pay particular attention to the similarities and differences in the techniques appropriate to each of these contexts.

Mathematical Methods and Models for Economists

Mathematical Methods and Models for Economists
Author: Angel de la Fuente
Publisher: Cambridge University Press
Total Pages: 630
Release: 2000-01-28
Genre: Business & Economics
ISBN: 9780521585293

A textbook for a first-year PhD course in mathematics for economists and a reference for graduate students in economics.

Introduction to Economic Analysis

Introduction to Economic Analysis
Author: R. Preston McAfee
Publisher: Orange Grove Texts Plus
Total Pages: 0
Release: 2009-09-24
Genre: Economics
ISBN: 9781616100414

This book presents introductory economics material using standard mathematical tools, including calculus. It is designed for a relatively sophisticated undergraduate who has not taken a basic university course in economics. The book can easily serve as an intermediate microeconomics text. The focus of this book is on the conceptual tools. Contents: 1) What is Economics? 2) Supply and Demand. 3) The US Economy. 4) Producer Theory. 5) Consumer Theory. 6) Market Imperfections. 7) Strategic Behavior.

Mathematical Economics

Mathematical Economics
Author: Kelvin Lancaster
Publisher: Courier Corporation
Total Pages: 450
Release: 2012-10-10
Genre: Mathematics
ISBN: 0486145042

Graduate-level text provides complete and rigorous expositions of economic models analyzed primarily from the point of view of their mathematical properties, followed by relevant mathematical reviews. Part I covers optimizing theory; Parts II and III survey static and dynamic economic models; and Part IV contains the mathematical reviews, which range fromn linear algebra to point-to-set mappings.

Foundations of Mathematical Economics

Foundations of Mathematical Economics
Author: Michael Carter
Publisher: MIT Press
Total Pages: 678
Release: 2001-10-26
Genre: Business & Economics
ISBN: 9780262531924

This book provides a comprehensive introduction to the mathematical foundations of economics, from basic set theory to fixed point theorems and constrained optimization. Rather than simply offer a collection of problem-solving techniques, the book emphasizes the unifying mathematical principles that underlie economics. Features include an extended presentation of separation theorems and their applications, an account of constraint qualification in constrained optimization, and an introduction to monotone comparative statics. These topics are developed by way of more than 800 exercises. The book is designed to be used as a graduate text, a resource for self-study, and a reference for the professional economist.

Real Analysis with Economic Applications

Real Analysis with Economic Applications
Author: Efe A. Ok
Publisher: Princeton University Press
Total Pages: 833
Release: 2011-09-05
Genre: Business & Economics
ISBN: 1400840899

There are many mathematics textbooks on real analysis, but they focus on topics not readily helpful for studying economic theory or they are inaccessible to most graduate students of economics. Real Analysis with Economic Applications aims to fill this gap by providing an ideal textbook and reference on real analysis tailored specifically to the concerns of such students. The emphasis throughout is on topics directly relevant to economic theory. In addition to addressing the usual topics of real analysis, this book discusses the elements of order theory, convex analysis, optimization, correspondences, linear and nonlinear functional analysis, fixed-point theory, dynamic programming, and calculus of variations. Efe Ok complements the mathematical development with applications that provide concise introductions to various topics from economic theory, including individual decision theory and games, welfare economics, information theory, general equilibrium and finance, and intertemporal economics. Moreover, apart from direct applications to economic theory, his book includes numerous fixed point theorems and applications to functional equations and optimization theory. The book is rigorous, but accessible to those who are relatively new to the ways of real analysis. The formal exposition is accompanied by discussions that describe the basic ideas in relatively heuristic terms, and by more than 1,000 exercises of varying difficulty. This book will be an indispensable resource in courses on mathematics for economists and as a reference for graduate students working on economic theory.

Lectures on the Mathematical Method in Analytical Economics

Lectures on the Mathematical Method in Analytical Economics
Author: Jacob T. Schwartz
Publisher: Courier Dover Publications
Total Pages: 305
Release: 2018-11-14
Genre: Mathematics
ISBN: 0486828034

An early but still useful and frequently cited contribution to the science of mathematical economics, this volume is geared toward graduate students in the field. Prerequisites include familiarity with the basic theory of matrices and linear transformations and with elementary calculus. Author Jacob T. Schwartz begins his treatment with an exploration of the Leontief input-output model, which forms a general framework for subsequent material. An introductory treatment of price theory in the Leontief model is followed by an examination of the business-cycle theory, following ideas pioneered by Lloyd Metzler and John Maynard Keynes. In the final section, Schwartz applies the teachings of previous chapters to a critique of the general equilibrium approach devised by Léon Walras as the theory of supply and demand, and he synthesizes the notions of Walras and Keynes. 1961 edition.

Mathematical Optimization and Economic Theory

Mathematical Optimization and Economic Theory
Author: Michael D. Intriligator
Publisher: SIAM
Total Pages: 515
Release: 2002-01-01
Genre: Mathematics
ISBN: 0898715113

A classic account of mathematical programming and control techniques and their applications to static and dynamic problems in economics.