Econ 508: Math Camp

Econ 508A is a three-week course on essential mathematical tools for a first-year graduate student in Economics, Political Science, or some Business disciplines.

Class Time: 10:30 am — 12:30 pm
Room: Seigle Hall, Room 301
Tests: Two weekly problem sets and one in-class exam on the last day. Read the syllabus for details.

Instructor: Xue Bai
Email: xuebai@email.wustl.edu
Office Hours: Via Zoom by email appointment.

Syllabus: Syllabus_508A_2023
Homework: See Canvas.
Class Notes: See Canvas.

Econ 508B is an intensive three-week review class for incoming doctoral students in Economics, Finance, and other related disciplines. This course is designed to equip students with a working knowledge of rigorous Probability theory using Measure theory and to introduce several fundamental tools of Statistics and Econometrics. As such, it will be of both theoretical and practical value to all Ph.D. students who focus on Micro, Macro, Finance, Econometrics, or any other field with a significant quantitative orientation.

The main objectives of the course are twofold. The short-run goals are to cover the prerequisites for the first-year Ph.D. courses “Applied Econometrics” and “Quantitative Methods in Economics”, and at the same time to deepen your understanding of various concepts and tools that will be used in other first-year core courses. The long-run goal is to help you develop one very essential skill: the ability to tackle problems involving stochastic objects in a mathematically precise way. This will not only enable you to better understand other people’s research but will also facilitate your own needs toward more theoretically sound and meaningful research.

Class Time: 2:00 pm – 4:00 pm
Room: Seigle Hall, Room 301
Tests: TBA

Instructor: Alexandros Loukas
Email: alex.loukas@wustl.edu
Office Hours: TBA

Syllabus
Homework
Class Notes