This is a page of learning resources for Quantitative Methods. Enjoy!
- Khan Academy: Introduction to Derivatives
- Academic Earth: Derivatives and Limits
- Cosmo Learning: Finding the Derivative
The Total Differential
- Khan Academy: Differential Equations Introduction
- Academic Earth: Differential Calculus
- Cosmo Learning: Basic Derivative Formulas
The Partial Derivative
- Khan Academy: Partial Derivatives
- Academic Earth: Partial Derivatives
- Cosmo Learning: Finding Partial Derivatives
Product, Quotient, & Chain rules
- Khan Academy: Applying the Product Rule
- Academic Earth: Using the Chain Rule
- Cosmo Learning: Quotient Rule
- Khan Academy: Antiderivatives
- Academic Earth: Simple Double Integral
- Cosmo Learning: Integration by Parts
- CLU Faculty: Difference Equations
- Khan Academy: Solving Systems
- Academic Earth: Matrix Operations
- Cosmo Learning: Cramer's Rule
- D. Hamilton (CLU):
- Khan Academy: Vector Basics
- Cosmo Learning: Solving System o'Equations
- Other: Gilbert Stang:Linear Algebra
- D. Hamilton (CLU): Linear Systems
- K. Lesh (CLU): Static Optimization
- D. Hamilton (CLU): A Note on Perpetuities
- Khan Academy: Random Variables
- Academic Earth: Intro to Random Variables
- Cosmo Learning:
- D. Hamilton (CLU): Introduction to Moments
- Khan Academy: Expected Value E[X] (on Youtube)
- Khan Academy:
- Cosmo Learning: Random Var. & Distributions
Method of Moments
- Other: Method of Moments
- Other: Maximum Likelihood
Properties of Point Estimators
- Other: Properties of Point Est.
- Khan Academy:
- Cosmo Learning: Hypothesis TestingApp.
- Khan Academy:
- Khan Academy:
Term Structure of Interest Rates:
- Introduction to Econometrics
- Introduction to Ordinary Least Squares
- The Classical Linear Model
- The Simple Linear Regression Model
- The Multiple Linear Regression Model
- Inference in Regression Models
- Generalized Least Squares - Introduction
- Maximum Liklihood Estimation
- Serial Correlation
- Intro to Mathematical Proofs
- User Defined Functions
- Pivot Tables
- Introduction to VBA
- Suggested Reading
- Fundamental Methods of Mathematical Economics, Alpha C. Chiang
This is a good introductory or review math text for economic students. The author does an excellent job of introducing a wide range of mathematical concepts that all serious economists need. We strongly recommend that all MSQE students purchase this textbook. Get an older edition off Amazon to save money.
- Mathematics for Economics, Carl P. Simon and Lawrence Blume
This is an advanced text, generally regarded as a Ph. D. level. We recommend this book to students who wish to pursue a Ph.D. in Economics.
- Intermediate Microeconomics: A Modern Approach, Hal R. Varian
This is a text usually taught at the undergraduate (junior) level. The author does an excellent job of providing economic intuition. All MSQE students should be familiar with the topics in this book. We encourage students to get this book and review it before starting the program if they have not had a course like this before. There is an intuition that accompanies the math used at the graduate level, and this book is an excellence source for this intuition. Get an older edition off Amazon to save money.
- Microeconomic Calculus, Brian Binger and Elizabeth Hoffman
An advanced text that incorporates calculus. This book focuses on theory rather than applications. An excellent text book to have if a Ph.D. is the final goal.
- The Structure of Economics, Eugene Silberberg and WingSuen
This book is a great companion piece to Intermediate Microeconomics: A Modern Approach. The text takes the intuition in Intermediate Microeconomics: A Modern Approach and adds calculus. This is an excellent auxiliary microeconomic text for MSQE students. Get an older edition off Amazon to save money.
- Microeconomics Analysis, Hal R. Varian
This is a Ph.D. level text in Microeconomics, written by a professor famous for brevity.
Statistics and Econometrics
- Statistics, Robert Pisani and Roger Purves
A respected elementary statistics text that is written by a leading thinker in the field of statistics, David Freedman.
- Mathematical Statistics and Data Analysis, John A. Rice
A very good intermediate statistical textbook. This is not an econometrics text. Rather, it introduces students to probability and statistics used in econometrics. The book uses a lot of integral calculus. This would be handy reference for MSQE students who have not seen this kind of material before.
- Using Econometrics: A Practical Guide, A. H. Studenmund
A very good introductory econometrics text. This book is light on the math but has excellent intuition. The author does an excellent job of introducing econometrics to first time readers. We recommend this text to MSQE students who have not had econometrics before.
- A Guide to Econometrics, Peter Kennedy
An essential companion for students of graduate econometrics. Explains what is going on in textbooks full of proofs and formulas with intuition, skepticism, insights, humor, and practical advice.
- Econometric Analysis, William H. Greene
A Ph.D. level text, encyclopedic if not intuitive. We recommend this book to students who wish to pursue a Ph.D. in Economics.
- Financial Econometrics, S.T. Rachev, S. Mittnik, F.J. Fabozzi, S.M. Focardi, and T. Jasic
This is a hybrid masters/Ph.D. level text that focuses on financial econometrics. It has some nice explanations of certain technical topics, and would be of interest to MSQE students with an interest in the world of finance.
- Macroeconomics: A European Text, Michael Burda and Charles Wyplosz
This is an intermediate undergraduate text with excellent theory, intuition, and examples using macroeconomic data from countries around the world. It covers many topics, including newly developed research. Early editions (1 and 2) are better, the appendices have the math behind the analysis which is key if you actually want to understand Macro.
- Money, Banking, and Financial Markets, Frederick Mishkin
An undergraduate book that contains necessary Financial Markets background information for understanding the study of graduate-level macroeconomic theory. Get this, a used one, if you have not had a “Money and Banking” course before, and read it prior to Macro II.
- Macroeconomic Theory: A Dynamic General Equilibrium Approach, Michael Wickens
This is a Ph.D. level text with early chapters that are done in the MSQE program.
- Monetary Theory and Policy, Carl E. Walsh
A Ph.D. or masters level Monetary Policy text. Material on the Term Structure of Interest Rates and Inflation Expectations from this text has been used in the MSQE program in earlier years. Contains excellent sections on Fiscal Dominance and related topics.