MICROECONOMICS
Consumers,
firms, and general equilibrium:
Arne Hallam (Iowa
State), Microeconomics
Nolan Miller (Harvard), Lecture
Notes on Microeconomic Theory
Robert Nau (Duke), Seminar
in Choice Theory
Sten Nyberg (SSE), Advanced
Microeconomics
Ariel Rubinstein (Tel
Aviv), Lecture
Notes in Microeconomic Theory: The Economic Agent
Max Stinchcombe (Texas), Single-Person
and Multi-Person Decision Theory
Guoqiang Tian (Texas
A&M), Microeconomic
Theory
Nicholas Yannelis (Illinois), Lecture
Notes in General Equilibrium Theory
Game theory
and mechanism design:
Wayne Bialas (SUNY
Buffalo), Game
Theory
Bernard Caillaud (ENPC)
/ Benjamin
Hermalin (Berkeley), Hidden
Action and Incentives
Bernard Caillaud (ENPC)
/ Benjamin
Hermalin (Berkeley), Hidden-Information
Agency
Yongmin Chen (Colorado), Microeconomic
Theory II
Peter Cramton (Maryland), Advanced
Microeconomics
Christian Ewald (St
Andrews), Games,
Fixed Points and Mathematical Economics
Douglas Gale (NYU), Strategic
Foundations of General Equilibrium
Benjamin Hermalin (Berkeley), Lecture
Notes for Economics
Paul Klemperer (Oxford), Auctions:
Theory and Practice
Levent Koçkesen (Columbia), Advanced
Microeconomic Analysis I
Martin Osborne (Toronto)
/ Ariel Rubinstein (Tel
Aviv), Bargaining
and Markets
Jim Ratliff (prev.
Arizona), Graduate-Level
Course in Game Theory
Francesco Squintani (UCL), Notes
for Non-Cooperative Game Theory
Max Stinchcombe (Texas), Dynamics
and Learning
Max Stinchcombe (Texas), Notes
for a Course in Game Theory
International trade:
Pol Antras (Harvard), Advanced
Topics in International Trade
Donald Davis (Columbia), Notes
on Competitive Trade Theory
István Kónya (Boston
College), Lecture
Notes in International Trade
Edward Leamer (UCLA), Sources
of International Comparative Advantage
James Markusen
et al. (Colorado), International
Trade: Theory and Evidence
Applied and
computational micro / other topics in micro:
Daron Acemoglu (MIT), Lecture
Notes in Graduate Labor Economics
Ted Bergstrom (UC
Santa Barbara), The
Theory of Public Goods and Externalities
Christopher Carroll (JHU), Solution
Methods for Microeconomic Dynamic Stochastic Optimization
Problems
Alan Duncan (Nottingham), Labour
Economics I & II
Bryan Ellickson (UCLA), General
Equilibrium and Finance
Ariel Rubinstein (Tel
Aviv), Economics
and Language
Ariel Rubinstein (Tel
Aviv), Modelling
Bounded Rationality
David Zilberman (Berkeley), Economics
& Policy of Production, Technology and Risk in Agricultural &
Natural Resources
Mathematics
for economists:
Julio Dávila (Penn), Mathematics
for Economic Theory
Arne Hallam (Iowa
State), Quantitative
Methods in Economic Analysis
John Hillas / Dmitriy Kvasov (Auckland), Foundations
of Economic Analysis
Michael Manove (Boston
U), Mathematics
for Micro
Markus Möbius (Harvard), Mathematics
for Economists
Efe Ok (NYU), Real
Analysis & Probability Theory with Economic Applications
Martin Osborne (Toronto), Mathematical
Methods for Economic Theory
Guoqiang Tian (Texas
A&M), Mathematical
Economics
Viatcheslav Vinogradov (Charles
U), A
Cook-Book of Mathematics
Optimization:
Steve Alpern (LSE), Optimization
Theory
Stephen Boyd (Stanford)
/ Lieven
Vandenberghe (UCLA), Convex
Optimization
Michael Burger (UCLA), Infinite-Dimensional
Optimization and Optimal Design
Jan van den Heuvel (LSE)
/ Graham
Brightwell (LSE), Optimization
Theory
Robert Vanderbei (Princeton), Linear
Programming: Foundations and Extensions
Pravin Varaiya (Berkeley), Lecture
Notes on Optimization
Klaus Wälde (U
Würzburg), Applied
Intertemporal Optimization
Richard Woodward (Texas
A&M), Dynamic
Optimization
Linear
algebra / calculus / differential equations:
Alan Bain (prev.
Cambridge), Stochastic
Calculus
Michael Berry (Tennessee)
et al., Templates
for the Solution of Linear Systems
George Cain (Georgia
Tech) / James
Herod (Georgia
Tech), Multivariable
Calculus
William Chen (Macquarie), First-Year
Calculus
William Chen (Macquarie), Linear
Algebra
Ian Craw (Aberdeen), Advanced
Calculus and Analysis
Lawrence Evans (Berkeley), An
Introduction to Stochastic Differential Equations
John Friedlander / Peter
Rosenthal (Toronto), Calculus
Lecture Notes
Jonathan Goodman (NYU), Stochastic
Calculus
Jim Hefferon (St.
Michael's College), Linear
Algebra
Robert Kohn (NYU), Partial
Differential Equations for Finance
Thomas Kurtz (Wisconsin), Lectures
in Stochastic Analysis
Lee Lady (Hawaii), Topics
in Calculus
Keith Matthews (Queensland), Elementary
Linear Algebra
Kaare Petersen / Michael Petersen (Technical
U Denmark), The
Matrix Cookbook
Dinakar Ramakrishnan (Caltech), Calculus,
Number Theory & Vector Calculus
Klaus Schmitt (Utah), Nonlinear
Analysis and Differential Equations
Ruslan Shapirov (Bashkir
State U, Russia), Course
of Linear Algebra and Multidimensional Geometry
Dan Sloughter (Furman), Difference
to Differential Equations
Dan Sloughter (Furman), The
Calculus of Functions of Several Variables
Gerald Teschl (Vienna), Ordinary
Differential Equations and Dynamical Systems
Sergei Treil (Brown), Linear
Algebra Done Wrong
Analysis /
measure theory / topology:
Robert Anderson (Berkeley), Measure
Theory
Douglas Arnold (Penn
State), Complex
Analysis
Douglas Arnold (Penn
State), Functional
Analysis
George Cain (Georgia
Tech), Complex
Analysis
William Chen (Macquarie), Fundamentals
of Analysis
William Chen (Macquarie), Introduction
to Complex Analysis
William Chen (Macquarie), Introduction
to Lebesgue Integration
William Chen (Macquarie), Linear
Functional Analysis
William Chen (Macquarie), Multivariable
and Vector Analysis
Paul Garrett (Minnesota), Functional
Analysis
Lee Larson (Louisville), Real
Analysis Lecture Notes
Vitali Liskevich (Bristol), Measure
Theory and Functional Analysis
Aisling McCluskey (York,
Ca.) / Brian
McMaster (York,
Ca.), Topology
Course Notes
Sidney Morris (Ballarat), Topology
without Tears
Sylvia Serfaty (NYU), Functional
Analysis Notes
Bert Wachsmuth (Seton
Hall), Interactive
Real Analysis
Elias Zakon (Windsor), Mathematical
Analysis I
Mathematical game theory and logic, other math:
Stefan Bilaniuk (Trent), A
Problem Course in Mathematical Logic
William Chen (Macquarie), Discrete
Mathematics
William Chen (Macquarie), Congruences,
Polynomials, and Group Theory
George Collins, II (Case
Western), Fundamental
Numerical Methods and Data Analysis
Germund Dahlquist (prev.
RIT Sweden) / Ake
Bjork (Linkoping), Numerical
Mathematics in Scientific Computation
Thomas Ferguson (UCLA), Game
Theory
Steven Pav (UCSD), Numerical
Methods Course Notes
Stephen Simpson (Penn
State), Mathematical
Logic
Steven Sugden (Bond
U, Australia), Discrete
Mathematics
Michal Walicki (Bergen), Introduction
to Logic
Reference:
Alexandre Stevanov's Listing
of Math Lecture Notes
Eric Weissenstein's Mathworld
Wikipedia
Various
models:
Willem Buiter (Cambridge), Lectures
on Really Useful Ad Hoc Macroeconomics
John Driscoll (Fed), Lecture
Notes in Macroeconomics
Brian Krauth (Simon
Fraser), Macroeconomic
Theory
Roland Meeks (Oxford), Economic
Growth
Gregor Smith (Queen's), Macroeconomics
Lecture Notes
Paul Söderlind (St
Gallen), Macro
II
Stephen Williamson (WUSTL), Notes
on Macroeconomic Theory
Recursive
(dynamic programming) treatments and dynamic methods:
Chris Edmond (NYU), Advanced
Macroeconomic Techniques
Jeremy Greenwood (Rochester), Lecture
Notes on Dynamic Competitive Analysis
Nezih Guner (Penn
State), Advanced
Macroeconomic Theory
Lars-Peter Hansen (Chicago)
/ Thomas Sargent (NYU), Recursive
Models of Dynamic Linear Economies
Lars-Peter Hansen (Chicago)
/ Thomas Sargent (NYU), Robustness
John Hassler (Stockholm
U), Math
II (Dynamic Systems)
Christopher House (Michigan), Macroeconomics
II
David Kendrick (Texas), Stochastic
Control for Economic Models
Miles Kimball (Michigan), Advanced
Mathematical Methods for Macroeconomics .doc
Ian
King (Auckland), A
Simple Introduction to Dynamic Programming in Macroeconomic
Models
Paul Klein (Western
Ontario), Solving
the Growth Model by Linearizing the Euler Equations
Dirk Krüger (Frankfurt), Macroeconomic
Theory
Dirk Krüger (Frankfurt), Quantitative
Macroeconomics: An Introduction
Per Krusell (Princeton), Lecture
Notes for Macroeconomics I
Lars Ljungqvist (SSE)
/ Thomas Sargent (NYU), Recursive
Macroeconomic Theory .ps
Rody
Manuelli (Wisconsin), Notes
on Discrete Time Economic Models: The Growth Model
Rody Manuelli (Wisconsin), Topics
in Macroeconomics: An Introduction to Stochastic Calculus
Maurice Obstfeld (Berkeley), Dynamic
Optimization in Continuous-Time Economic Models I & II
Nicola Pavoni (University
College), Notes
on Dynamic Methods in Macroeconomics
Shouyong Shi (Toronto), Macro
Theory I
John Stachurski (Melbourne), Stochastic
Economic Dynamics
Nancy Stokey (Chicago), Brownian
Models in Economics
Stijn Van Nieuwenburg (NYU)
/ Pierre-Olivier
Weill (NYU), Exercises
in Recursive Macroeconomic Theory
Randall Wright (Penn), Macroeconomics
Asset
pricing, financial economics and financial mathematics:
Christian Ewald (St
Andrews), Discrete-Time
Finance
Christian Ewald (St
Andrews), Mathematical
Finance: Introduction to Continuous-Time Financial Market Models
Robert Kohn (NYU), Continuous-Time
Finance
Antonio Mele (LSE), Lecture
Notes in Financial Economics
Steven Shreve (Carnegie
Mellon), Stochastic
Calculus and Finance
Tyler Shumway (Michigan), Introduction
to Finance
Tyler Shumway (Michigan), Introduction
to Continuous-Time Asset Pricing
Paul Söderlind (St.
Gallen), Financial
Theory I & II
A.W. van der Vaart (Vrije
U), Financial
Stochastics
A.W. van der Vaart (Vrije
U), Martingales,
Diffusions, and Financial Mathematics
Other macro
and computational methods:
Miles Kimball (Michigan), Q-Theory
and Real Business Cycle Analytics
Miles Kimball (Michigan), Real
Business Cycle Theory: A Semiparametric Approach
Dirk Krüger (Frankfurt), Dynamic
Fiscal Policy
Dirk Krüger (Frankfurt), Consumption
and Saving: Theory and Evidence
Eric Leeper (Indiana), Bundesbank
Mini-Course on Monetary Economics
Stephanie
Schmitt-Grohe (Duke)
/ Martin Uribe (Duke), International
Macroeconomics
Shouyong Shi (Toronto), Topics
in Monetary Theory
Paul Söderlind (St
Gallen), Macroeconomic
and Financial Forecasting
Paul Söderlind (St
Gallen), Empirical
Macroeconomics
Paul Söderlind (St
Gallen), Monetary
Policy
Harald Uhlig (Humboldt
U Berlin), A
Toolkit for Analyzing Nonlinear Stochastic Models Easily
Martin Uribe (Duke), Lectures
in Open Economy Macroeconomics
Probability and mathematical statistics:
Richard Bass (Connecticut), The
Basics of Financial Mathematics
Graham Brightwell (LSE), Probability
for Finance and Economics
Robert Gray (Stanford), Probability,
Random Processes, and Ergodic Properties
Charles Grinstead (Swarthmore)
/ Laurie Snell (Dartmouth), Introduction
to Probability
Rachel Fewster (Auckland), Statistical
Theory
Arne Hallam (Iowa
State), Econometrics
I
Guido Imbens (UCLA), Probability
and Statistics
Oliver Knill (Harvard), Probability
Daniel McFadden (Berkeley), Statistical
Tools
D.S.G. Pollock (Queen
Mary College), Lectures
in Mathematical Statistics
S.R.S. Varadhan (NYU), Probability
Theory
S.R.S. Varadhan (NYU), Stochastic
Processes
Ivan Wilde (King's
College London), Measure,
Integration & Probability
Robert Wolpert (Duke), Probability
and Measure Theory
Econometrics (general):
Herman Bierens (Penn
State), Econometrics
Lecture Notes
Erik Biorn (Oslo), Econometrics
- Advanced
Michael Creel (Barcelona), Graduate
Economics Lecture Notes
Bruce Hansen (Wisconsin), Econometrics
Daniel McFadden (Berkeley), Econometrics
Ariel Pakes (Harvard), Advanced
Applied Econometrics
Ariel Pakes (Harvard)
/ Oliver Linton (LSE), Nonlinear
Methods for Econometrics
D.S.G. Pollock (Queen
Mary College), A
Course of Econometrics
D.S.G. Pollock (Queen
Mary College), Introductory
Econometrics
D.S.G. Pollock (Queen
Mary College), Topics
in Econometric Theory
Paul Söderlind (St.
Gallen), Lecture
Notes for Econometrics
Macroeconometrics (time series) / financial econometrics:
John Cochrane (Chicago), Time
Series for Macroeconomics and Finance
D.S.G. Pollock (Queen
Mary College), The
Methods of Time Series Analysis
Paul Söderlind (St.
Gallen), Lecture
Notes in Financial Econometrics
A.W. van der Vaart (Vrije
U), Time
Series
Microeconometrics and other econometrics:
Alan Duncan (Nottingham), Cross-Sectional
and Panel Data Econometrics
Stepan Jurajda (Charles
U), Econometrics
of Panel Data and Limited Dependent Variable Models
James LeSage (Toledo), Spatial
Econometrics
Charles Manski (Northwestern)
/ Daniel McFadden (Berkeley), Structural
Analysis of Discrete Data and Econometric Applications
Kenneth Train (Berkeley), Discrete
Choice Methods with Simulation
Melvyn Weeks (Cambridge), Advanced
Econometrics: Microeconometrics
Matlab:
Ian Cavers (UBC), An
Introductory Guide to Matlab
Paul Fackler (North
Carolina State), Matlab
Primer
Edward Neuman (Southern
Illinois University), Matlab
Tutorials
Christian Roessler (Melbourne), Matlab
Basics
Kermit Sigmon (Florida), Matlab
Primer
Kermit Sigmon (Florida), Matlab
Tutorial
Matlab Summary and Tutorial at
Florida
Gauss:
Marc Nerlove (Maryland), Notes
on GAUSS
Felix Ritchie (Trig
Consulting), Guide
to Programming in GAUSS
Mark Watson (Princeton), GAUSS
Basics
GAUSS 5.0 User Guide at
Aptech
Stata:
Robert Yaffee (NYU), Getting
Started with STATA for MS Windows: A Brief Introduction
STATA Tutorial at Princeton
Latex:
Peter Flynn (Silmaril
Consultants), A
Beginner's Introduction to Typesetting with LaTex
REFERENCE:
http://econphd.econwiki.com/notes.htm
PROGRAMMING IN R
http://www.r-project.org/
http://manuals.bioinformatics.ucr.edu/home/programming-in-r
http://adv-r.had.co.nz/
http://www.rstudio.com/resources/training/online-learning/
http://www.cyclismo.org/tutorial/R/
http://www.r-tutor.com/
http://cran.r-project.org/doc/manuals/r-release/R-intro.html
http://www.statmethods.net/
http://www.ats.ucla.edu/stat/r/
http://ww2.coastal.edu/kingw/statistics/R-tutorials/
http://rtutorialseries.blogspot.com.tr/2009/10/r-tutorial-series-introduction-to-r_11.html
http://shiny.rstudio.com/tutorial/
http://swirlstats.com/
http://www.clemson.edu/economics/faculty/wilson/R-tutorial/toc.html
http://www.rdatamining.com/
http://www.esru.strath.ac.uk/Programs/ESP-r_tut/intro.htm
http://astrostatistics.psu.edu/datasets/R/
http://www.burns-stat.com/documents/tutorials/
http://www.stat.pitt.edu/stoffer/tsa3/R_toot.htm
http://dss.princeton.edu/training/
http://ditraglia.com/Econ103Public/Rtutorials/Rtutorial1.html
http://www.harding.edu/fmccown/r/
http://watson.nci.nih.gov/~sdavis/tutorials/
http://www.ddiez.com/teac/r/
http://people.hss.caltech.edu/~foley/rtut/
http://personality-project.org/r/
http://zoonek2.free.fr/UNIX/48_R/02.html
http://www.gmw.rug.nl/~boomsma/R@UNIL.htm