The selected resources to learn economics and econometrics in short time is presented here. These are the resources which we will have to refer most of the times when we begin learning economics or economics. The selection of resources to begin the study of economics and economists matters a lot and hence selecting the best set of books, software manuals, blogs and tutorials and related materials provides a strong foundation towards understanding of economics and economics in a recommended level. Welcome to An Economist selected resources to learn Economics and Econometrics in short time.

## Micro Economics

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

# Macroeconomics

## 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

# Econometrics

## 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

# Mathematics

## 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

# Software

## 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