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Topics to be Familiar with Before Taking Graduate Math Economics and Econometrics - Return to list
Calculus
- Differentiation
- Functions of more than one variable (partial differentiation)
- Finding max or min of a function
- Integration
Recommended Texts:
- Any undergraduate calculus text, or Chiang, Fundamental Methods of Mathematical Economics (McGraw-Hill).
Statistics
- Probability
- Discrete and continuous distributions
- Hypothesis testing, confidence intervals
- Mean and variance of distributions
- Mean and variance of linear functions of random variables
- Normal distribution, Central Limit Theorem
- Regression analysis (basics)
Recommended texts:
- Hill, Griffiths, and Judge, Undergraduate Econometrics (John Wiley & Sons), or any undergraduate introductory statistics text.
Linear Algebra
- Matrix multiplication
- Matrix transposition and inversion
- Linear independence and matrix rank
- Intuition about vector spaces
Recommended Texts:
- Strang, Linear Algebra and its Applications(Academic Press); Chiang, Fundamental Methods of Mathematical Economics (McGraw-Hill).
