Best Math review texts (econ phd)

[planetes]

I'm trying to review math during my summer before my 1st year as an econ phd.

What are the best - self contained - texts for real analysis, algebra, functional analysis, integration, measure theory, and probability.

My old texts in real analysis, measure theory , etc really sucked.

Also where should I buy these texts?
Any good econ reads also? I have some classic econ texts like Mas-Collel, Fudenberg and Tirole, etc that I used years back.

[southern man]

I think I agree with your strategy - though avoiding burnout and timing your run is also important.

I'm interested - if you studied Mascollel, Whinston & Greene "years back" - how does this fit into your preparation. I remember reading someone saying in a thread that you are not 21 yet?

[associate]

You may already have looked into this, but econphd.net has a list of grad textbooks (with comments) up for pretty much exactly this purpose.

[klop]

I'm trying to review math during my summer before my 1st year as an econ phd.

What are the best - self contained - texts for real analysis, algebra, functional analysis, integration, measure theory, and probability.

My old texts in real analysis, measure theory , etc really sucked.

Also where should I buy these texts?
Any good econ reads also? I have some classic econ texts like Mas-Collel, Fudenberg and Tirole, etc that I used years back.

My undestanding is that "Mathematics for Economists" by Simon and Blume is the standard math review text for the economists and it is self contained. It covers calculus, linear algebra, optimization, and some topology. Note that it is about 900 pages long. If you want a pure real analysis review book, the baby Rudin is a pretty good and no one is going to assume you know more than what baby Rudin covers.

I am not sure why you tossed measure theory into the list of subjects to review unless you intended to take a measure theoretic probability course during the first semester. I believe such course is usually taken only by those intending to concentrate in econometric theory (and usually not first year). Baby Rudin does cover some elementary measure theory but not as much some other texts.

In general, they're going to teach you probability theory again in the first year econometrics course, so there is not really need to review it (unless you have plenty of time). I'd concentrate on the pure math basics.

[reactor]

Lots of pdf books here (free). Send PM (along with reputation points in advance)
when you PM me, please mention how big files you are willing to download (10MB, 20MB etc).

[econfin7]

You really love reputation points don't you?

Lots of pdf books here (free). Send PM (along with reputation points in advance)

[planetes]

I took micro theory / game / contract type stuff (phd listed) in 2004 - along with real and lebesgue (both grad). These were all phd courses that used some adv. text. However, I didn't like my real analysis / lebesgue course at all. it was horrible. I used MasCollel for micro theory, Fudenberg and Tirole for game (among other texts), and some unreleased texts for contract (can't state here because I got copies of text that were not finalized). For REal /Lebes I used Kolmogorov and Fomin.

And yes I will go into MicroTheory as my concentration. I will need measure, and then probability. There are typical stat type approaches to measure and probability ... is it billingsly? or something?

I don't mind the math very much. I think it's fun, but I'm rusty. I want to be a pure theorist like my professors.

[planetes]

I don't see what intelligence has to do with this. It's an information search cost. I can reduce it by posting in this one forum and asking for advice. Of course, I'm looking for texts mainly used by econ PhD. It doesn't seem that posting here is a bad thing. I'm well aware of texts like Rudin, Rodin? etc but to hear first hand commentary is good. This is why LORs count so much, and why what people write is important. Is this text good for econ phds? who else would know but other econ phds.

[TheLastMan]

Information search cost. Right.

[Panda77]

Well, I’m really not an expert and I don’t really know the books you guys are mentioning (I’m an international students and here we don’t have exactly the same books you do) anyhow, I asked this very same question to one of the current grad students of the school I will most probably attend and he suggested me to start with “Analysis : With an Introduction to Proof” (4th Edition) by Steven Lay. I just bought it from Amazon and will receive it in a couple of days, so I don’t really know if it’s too basic or not. I’m also planning to attend the department “math camp” in August so I just want a quick review and don’t really want to overdo it too much.