ECON 500: Mathematical Economics

Fall 2005

Instructor:      Professor Ruilin Zhou
                     Economics Department
                     521 Kern Graduate Building
                     Tel: (814) 865 - 2234
                     Fax: (814) 863 - 4775        
                     E-mail: rzhou@psu.edu
                     Office hours: F 9:30--11:30 or by appointment 

        TA:        Yang Yang
                      401 Kern Graduate Building 
                      Tel: (814) 865-1108       
                      E-mail: muc152@psu.edu
                     Office hours: M 12-2pm

Syllabus

Mini course on basic set theory, function, and linear algebra is offered by Ms. Yang Yang

Reference Links

  1.  Real Analysis with Economic Applications by Efe A. Ok, 
  2. Review of Linear Algebra, Appendix I of  Introduction to the Mathematical and Statistical Foundations of Econometrics by Professor Herman J. Bierens.

Class Notes

  1. Metric space, open, closed sets  
    Homework 1   (Due Sept. 6)    Answers
    Homework 2   (Due Sept. 13)   Answers
  2. Compact sets, convergence, completeness
    Homework 3   (Due Sept. 20)  Answers
    Homework 4   (Due Sept. 27)  Answers
  3. Sequential compactness
    Homework 5   (Due Oct. 4)   Answers
  4. Functions and continuity
    Homework 6   (Due Oct. 11)   Answers
  5. Linear spaces
  6. Normed linear spaces, inner product space
    Homework 7   (Due Oct. 25)  Answers
  7. Differentiation
    Homework 8   (Due Nov. 3) Answers
  8. Convex and concave functions, unconstrained optimization
    Homework 9   (Due Nov. 15)  Answers
  9. Separation Theorems
    Homework 10   (Due Nov. 29)  Answers
  10. Constrained Optimization
    Homework 11   (Due Dec. 8)  Answers

 

Midterm Exam is scheduled on Monday, Oct. 17, 6:00-8:30pm, at 117 Sackett.