Econ 508A
Instructor – Juan Ignacio Vizcaino (2019)
Syllabus (2019)
Homework (2019)
Class Notes (updated 2019)
Matrix Algebra
Multivariate Calculus Review
Convex Sets
Concavity and Quasiconcavity
Envelope Theorem
Finite Dimensional Optimization
Informal Notes on Optimization Theory
Normed Space
Contraction Mapping
Exercises on Complete Space
Syllabus
Homework 1 (2015)
Homework 2 (2014)
Class Notes (updated 2011)
Matrix Algebra and Linear Transformations
Definite Matrices
Multivariate Calculus Review
Convex Sets and Concave Functions
Concavity, Quasiconcavity and Derivatives
Finite Dimensional Optimization – Necessary Conditions
The Envelope Theorem
KT Sufficient Conditions
More Notes:
Linear Algebra
Euclidean Vector Spaces and Projections
Econ 508B
Instructor – Hongyi Liu (2019)
Syllabus (2019)
Class Notes (2019)
Introductory Econometrics
Probability and Distribution
Lebesgue Measure and Lebesgue Measurable Functions
Riemann, Lebesgue Integral and Repeated Integration
Modes of Convergence and Important Inequalities
Expectation, MGF and CGF
Statistical Theory
Optimal Data Reduction
Model Estimation
Stochastic Convergence and Orders
LLN, CLT and Local Linear Approximation
Syllabus (updated 07/11/2018)