Degree | Type | Year | Semester |
---|---|---|---|
4313805 Economic Analysis | OB | 1 | 1 |
There are no specific prerequisits.
This module provides students advanced quantitative tools. These tools are necessary for economic analysis.
This module covers optimization, and probability, statistics . The module is organized in two
sections. The first section covers the foundations of optimization theory. The second section provides students
with the theoretical foundations of probability and statistics necessary for econometric and financial analysis.
I. Optimization
1. Sets and Metric Spaces:
2. Functions and Correspondences:
3. Linear Spaces and Linear Algebra:
4. Smooth functions, Optimization and Comparative Statics:
5. Difference and Differential Equations:
II. Probability and Statistics
1. Probability
2. Measure Theory
3. Random Variables and Distributions
4. Expectation
5. Special Distributions
6. Functions of Random Variables7. Stochastic Processes and Limiting Distributions
8. Sampling
9. Estimation
10. Hypothesis Testing
• Theory classes
• Practical classes
• Learning based on problem solving
• Tutorials
• Personal study
• Study groups
• Textbook reading
• Article reading
Title | Hours | ECTS | Learning Outcomes |
---|---|---|---|
Type: Directed | |||
Problems sets, tutorials | 112.5 | 4.5 | 1, 2, 3, 5, 4, 6 |
Theory classes | 112.5 | 4.5 | 1, 2, 3, 5, 4, 6 |
Type: Autonomous | |||
Personal study, study groups, textbook readings, article readings | 150 | 6 | 1, 2, 3, 5, 4, 6 |
Final Exams |
50% |
Class attendance and active participation |
20% |
Problem sets and assignments |
30% |
A module consists of different courses which are evaluated through final exams, problem sets and assignments and other class activities sucha as class attendance, presentations, etc.
Title | Weighting | Hours | ECTS | Learning Outcomes |
---|---|---|---|---|
Class Attendance and Problem sets and assignments | 50% | 0 | 0 | 1, 2, 3, 5, 4, 6 |
Final Exams | 50% | 0 | 0 | 1, 2, 3, 5, 4, 6 |
Axler, S.J., 1997. Linear algebra done right (Vol. 2). New York: Springer.
Carter, M., 2001. Foundations of mathematical economics. MIT Press.
Sydsæter, K., Hammond, P., Seierstad, A. and Strom, A., 2008. Further mathematics for economic analysis. Pearson education
Ash, R.B. (1972), Real Analysis and Probability, Academic Press.
Bierens, H.J. (2004), Introduction to the Mathematical and Statistical Foundations of Econometrics, Cambridge University Press.
Billingsley, P. (1995), Probability and Measure, Wiley.
DeGroot, M.H. and Schervish (2012), M.J., Probability and Statistics, Pearson.
Hogg, R.V., McKean, J. and Craig (2012), A.T., Introduction to Mathematical Statistics, Pearson.
Lindgren, B.V., Statistical Theory (1993), Chapman and Hall/CRC.
Rice, J.A. (2007), Mathematical Statistics and Data Analysis, Cengage Learning.