Review of Mathematical and Statistical Methods of Economics
Static unconstrained and constrained optimization, the envelope theorem, dynamic optimization, separation and fixed-point theorems, matrix algebra, differential and difference equations; probability, conditional probability, random variables, probability distribution functions, cumulative distribution functions, probabilistic processes, multivariate distributions, central limit theorems, parametric hypotheses and tests, maximum likelihood.
Prerequisite: registration in a graduate Economics program and/or permission of the Department.