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Microeconomics
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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
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Mathematics
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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
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Macroeconomics
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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
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Econometrics
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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
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Software
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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
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