2

I started my PhD study in Econometrics last month. Currently I am studying some compulsory course works (Probability theory and Statistical Inference), and also reviewing the literature in my field. I would also like to study some more mathematics, which I believe will make me more prepared for my formal research. Can anyone suggest some math (text)books ?

Thanks a lot.

cfceric
  • 75
  • 1
  • 5
  • It would help if you describe your current mathematics standing. Three semesters of calculus? BSc in math? Any measure theory? Any matrix algebra? Any real analysis? Any programming experience? – StasK May 05 '12 at 16:25

2 Answers2

3

Take a look at the math section at http://econphd.econwiki.com/books.htm. I would also add the two measure theory books from the econometrics section.

dimitriy
  • 31,081
  • 5
  • 63
  • 138
0

You may also check http://tinyurl.com/82eyplb and if you are willing to spend more http://www.springer.com/economics/econometrics/book/978-0-387-77316-2 will give you some programming experience in R (good for Statistics)

Kirthi Raman
  • 11
  • 1