Hey all, I am an RA at a top university and have the chance to take graduate coursework this coming fall. As a prospective economics graduate student, I am torn between taking the first semester Real Analysis course (measure and integration) with the Math Ph.D students vis-a-vis taking Micro 1 (Chapters 1-6 MWG). On one hand, the micro course is probably a direct signal of ability to perform well in graduate coursework, and for most people it would be an obvious choice. However, I feel measure theory- pervasive as it is in so many areas of thought including mathematics, statistics, econometrics and the economics of information- feels fundamentally more important to know and understand.

Have any of you taken both courses? Which one felt more challenging and demanding? Which one did you personally feel like you learnt more from? I am currently working through Rudin's book Real and Complex Analysis. My progress is very slow, since I do problems by myself (hardly an advisable strategy if you want to make rapid progress in learning the material; I suspect peer effects are very prominent in courses like these) and I do not spend much time on it given my other commitments as an RA. I have virtually no experience with MWG and have only done baby Varian many years ago.

People also tell me that I need to be in the top 5% of my class to get the highest grade in Micro which seems unfeasible as many graduate students (almost all international students) have seen the material before in masters programs, so then I would come in with a disadvantage relative to them. I do not know how the grading works in the Math department.

Given all of this, do you have any advice?