lse-ug

Hm... I would say taking graph theory is a waste of time in your case. Since you haven't even taken Intro to Proof, graduate analysis might be too tough for you as well. Maybe you can skip Intro to Proof and take Real Analysis directly. Then take graduate analysis afterwards. That's what I did.

If you are already in a top 10 program and are going to transfer, I would say your grades in your graduate econ classes matter much much much more than any other math classes. But if you really want to help your application with some math classes, do some first year graduate analysis (They are usually measure theory, intro functional analysis, and complex analysis. The last one is quite useless for econ). Still I would suggest you spend more time on getting good grades in your econ classes. You may also have to worry about getting good LOR...which I think might be your biggest problem.

I think the level and the position of that book is embarrassing. It covers phd level materials but not presenting them at that level. It is called "theory and method" but is not doing well on both aspects. I guess when one is studying at phd level, one should have already get used to (or getting used to) definition-theorem-proof style. In particular, by definition of econmetrics, it should be the most math-heavy compared to other classes like micro and macro. The first challenge you have to face in graduate level econometrics is interpreting probability in measure-theoretical sense, and asymptotics. This book does not introduce probability deeper than your average intermediate/introduction undergraduate statistics classes. It introduces LLN and CLT, but never differentiate between the different modes of convergence and the various LLNs and CLTs. It does not even formally state anyone of the LLNs/CLTs and under what conditions they hold. As a result, when talking about convergence there are A LOT of handwavings. These things are crucial in graduate econometrics classes in my opinion. Worse still, most theorems and definitions in this book are not separately stated, they are buried in the text. This makes it very inconvenient to use as a reference. But the book is by no mean a "very easy" book. As I said above, they are just not using the right language or style to present the materials. I read the first half of the book in my final undergraduate year, the result is that I was very unsatisfied with it. Very often I turned to their older book "estimation and inference in econometrics", which was much better written. In the preface of this book "econometric theory and methods", they said that they wrote this new book thinking the older one was in some sense too advanced for first year graduate econometrics. I strongly disagree with that. The new one is not rigorous for first year phd program. I must admit that their chapter on geometry of OLS is quite good. Understanding the geometry there saves you a lot of algebra. But this is covered in their older book too. Besides, you don't see OLS that much in graduate courses these days.

Initially I quite enjoy reading Glaeser's work ... but now, after watching the video. Hm... oh, Antichron I thought you were going to Stanford? How come you picked MIT in the end?

Since LSE is offering me full funding, I am staying at LSE. Unless somehow someone is willing to pay for my first year at NWU or UPenn is going to make me a fully funded offer.

Called Northwestern, Prof Wolinsky said all their offers have been accepted and they cannot offer me first year funding.

I was not able to bump the earlier back to the top, so I am starting a new one instead. Any news? It's April 14 now. I have heard nothing from NWU and UPenn.

sorry double post

no news here as well (waiting for northwestern and upenn) update: still waiting...

How is Northwestern econometrics actually?

Another vote for Blanchard for macro. As for micro, Varian's intermediate micro is good, intuitive, brief and concise.

can somebody please comment on Northwestern and UPenn campuses? and the nearby environment? Thanks

How did you manage to get the insider info?

I am waiting here as well. Emailed the department today, asked me to check back early next week... Northwestern told me to check back on around April 12th... waiting.......

Because they have only 1 final exam in the summer