An Introduction to Mathematical Analysis for Economic Theory and Econometrics / / Dean Corbae, Maxwell B. Stinchcombe, Juraj Zeman.

Providing an introduction to mathematical analysis as it applies to economic theory and econometrics, this book bridges the gap that has separated the teaching of basic mathematics for economics and the increasingly advanced mathematics demanded in economics research today. Dean Corbae, Maxwell B. S...

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Superior document:Title is part of eBook package: De Gruyter Princeton University Press eBook-Package Backlist 2000-2013
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Place / Publishing House:Princeton, NJ : : Princeton University Press, , [2009]
©2009
Year of Publication:2009
Language:English
Online Access:
Physical Description:1 online resource (688 p.) :; 55 line illus.
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Other title:Frontmatter --
Contents --
Preface --
User’s Guide --
Notation --
CHAPTER 1 Logic --
CHAPTER 2 Set Theory --
CHAPTER 3 The Space of Real Numbers --
CHAPTER 4 The Finite-Dimensional Metric Space of Real Vectors --
CHAPTER 5 Finite-Dimensional Convex Analysis --
CHAPTER 6 Metric Spaces --
CHAPTER 7 Measure Spaces and Probability --
CHAPTER 8 The Lp ( Ω, F, P) and lp Spaces, p ∈ [1,∞] --
CHAPTER 9 Probabilities on Metric Spaces --
CHAPTER 10 Infinite-Dimensional Convex Analysis --
CHAPTER 11 Expanded Spaces --
Index
Summary:Providing an introduction to mathematical analysis as it applies to economic theory and econometrics, this book bridges the gap that has separated the teaching of basic mathematics for economics and the increasingly advanced mathematics demanded in economics research today. Dean Corbae, Maxwell B. Stinchcombe, and Juraj Zeman equip students with the knowledge of real and functional analysis and measure theory they need to read and do research in economic and econometric theory. Unlike other mathematics textbooks for economics, An Introduction to Mathematical Analysis for Economic Theory and Econometrics takes a unified approach to understanding basic and advanced spaces through the application of the Metric Completion Theorem. This is the concept by which, for example, the real numbers complete the rational numbers and measure spaces complete fields of measurable sets. Another of the book's unique features is its concentration on the mathematical foundations of econometrics. To illustrate difficult concepts, the authors use simple examples drawn from economic theory and econometrics. Accessible and rigorous, the book is self-contained, providing proofs of theorems and assuming only an undergraduate background in calculus and linear algebra. Begins with mathematical analysis and economic examples accessible to advanced undergraduates in order to build intuition for more complex analysis used by graduate students and researchers Takes a unified approach to understanding basic and advanced spaces of numbers through application of the Metric Completion Theorem Focuses on examples from econometrics to explain topics in measure theory
Format:Mode of access: Internet via World Wide Web.
ISBN:9781400833085
9783110442502
DOI:10.1515/9781400833085?locatt=mode:legacy
Access:restricted access
Hierarchical level:Monograph
Statement of Responsibility: Dean Corbae, Maxwell B. Stinchcombe, Juraj Zeman.