An Introduction to Mathematical Analysis for Economic Theory and Econometrics
eBook - ePub

An Introduction to Mathematical Analysis for Economic Theory and Econometrics

  1. 688 pages
  2. English
  3. ePUB (mobile friendly)
  4. Available on iOS & Android
eBook - ePub

An Introduction to Mathematical Analysis for Economic Theory and Econometrics

About this book

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

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Yes, you can access An Introduction to Mathematical Analysis for Economic Theory and Econometrics by Dean Corbae,Maxwell Stinchcombe,Juraj Zeman in PDF and/or ePUB format, as well as other popular books in Economics & Business Mathematics. We have over one million books available in our catalogue for you to explore.

Table of contents

  1. Cover
  2. Title
  3. Copyright
  4. Dedication
  5. Contents
  6. Preface
  7. User’s Guide
  8. Notation
  9. Chapter 1 Logic
  10. Chapter 2 Set Theory
  11. Chapter 3 The Space of Real Numbers
  12. Chapter 4 The Finite-Dimensional Metric Space
  13. Chapter 5 Finite-Dimensional Convex Analysis
  14. Chapter 6 Metric Spaces
  15. Chapter 7 Measure Spaces and Probability
  16. Chapter 8 The Lp(Ω, F, P) and ℓp Spaces
  17. Chapter 9 Probabilities on Metric Spaces
  18. Chapter 10 Infinite-Dimensional Convex Analysis
  19. Chapter 11 Expanded Spaces
  20. Index