Skip to content
Merged
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
31 changes: 31 additions & 0 deletions lectures/_config.yml
Original file line number Diff line number Diff line change
Expand Up @@ -91,9 +91,40 @@ sphinx:
launch_buttons:
colab_url : https://colab.research.google.com
intersphinx_mapping:
intersphinx_mapping:
intermediate:
- https://python.quantecon.org/
- null
pyprog:
- https://python-programming.quantecon.org/
- null
intro:
- "https://quantecon.github.io/lecture-intro.zh-cn/"
- null
dle:
- https://quantecon.github.io/lecture-dle/
- null
dps:
- https://quantecon.github.io/lecture-dps/
- null
eqm:
- https://quantecon.github.io/lecture-eqm/
- null
stats:
- https://quantecon.github.io/lecture-stats/
- null
tools:
- https://quantecon.github.io/lecture-tools-techniques/
- null
dynam:
- https://quantecon.github.io/lecture-dynamics/
- null
advanced:
- "https://python-advanced.quantecon.org"
- null
jax:
- "https://jax.quantecon.org/"
- null
mathjax3_config:
tex:
macros:
Expand Down
90 changes: 88 additions & 2 deletions lectures/_static/quant-econ.bib
Original file line number Diff line number Diff line change
Expand Up @@ -3,6 +3,85 @@
Note: Extended Information (like abstracts, doi, url's etc.) can be found in quant-econ-extendedinfo.bib file in _static/
###

@article{blume2018case,
title={A case for incomplete markets},
author={Blume, Lawrence E and Cogley, Timothy and Easley, David A and Sargent, Thomas J and Tsyrennikov, Viktor},
journal={Journal of Economic Theory},
volume={178},
pages={191--221},
year={2018},
publisher={Elsevier}
}

@article{shannon1948mathematical,
title={A mathematical theory of communication},
author={Shannon, Claude E},
journal={The Bell system technical journal},
volume={27},
number={3},
pages={379--423},
year={1948},
publisher={Nokia Bell Labs}
}

@article{kullback1951information,
title={On Information and Sufficiency},
author={Kullback, Solomon and Leibler, Richard A},
journal={The Annals of Mathematical Statistics},
volume={22},
number={1},
pages={79--86},
year={1951},
publisher={JSTOR}
}

@book{kullback1997information,
title={Information theory and statistics},
author={Kullback, Solomon},
year={1997},
publisher={Courier Corporation}
}

@book{friedman1953essays,
title={Essays in positive economics},
author={Friedman, Milton},
year={1953},
publisher={University of Chicago press}
}

@article{alchian1950uncertainty,
title={Uncertainty, evolution, and economic theory},
author={Alchian, Armen A},
journal={Journal of political economy},
volume={58},
number={3},
pages={211--221},
year={1950},
publisher={The University of Chicago Press}
}


@article{blume2006if,
title={If you're so smart, why aren't you rich? Belief selection in complete and incomplete markets},
author={Blume, Lawrence and Easley, David},
journal={Econometrica},
volume={74},
number={4},
pages={929--966},
year={2006},
publisher={Wiley Online Library}
}

@article{mendoza1998international,
title={The international ramifications of tax reforms: supply-side economics in a global economy},
author={Mendoza, Enrique G and Tesar, Linda L},
journal={American Economic Review},
pages={226--245},
year={1998},
publisher={JSTOR}
}


@book{intriligator2002mathematical,
title={Mathematical optimization and economic theory},
author={Intriligator, Michael D},
Expand Down Expand Up @@ -1112,7 +1191,7 @@ @book{Kreps88
address = {Boulder, Colorado}
}

@book{Bertekas75,
@book{Bertsekas75,
author = {Dmitri Bertsekas},
title = {Dynamic Programming and Stochastic Control},
year = {1975},
Expand Down Expand Up @@ -2558,4 +2637,11 @@ @article{hall1971dynamic
pages={229--244},
year={1971},
publisher={Wiley-Blackwell}
}
}

@article{fischer2024improving,
title={Improving the (approximate) sequential probability ratio test by avoiding overshoot},
author={Fischer, Lasse and Ramdas, Aaditya},
journal={arXiv preprint arXiv:2410.16076},
year={2024}
}
43 changes: 25 additions & 18 deletions lectures/_toc.yml
Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
format: jb-book
root: intro
parts:
- caption: 工具与技术
- caption: 基础工具
numbered: true
chapters:
- file: sir_model
Expand All @@ -15,6 +15,7 @@ parts:
numbered: true
chapters:
- file: prob_matrix
- file: stats_examples
- file: lln_clt
- file: prob_meaning
- file: multi_hyper
Expand All @@ -23,6 +24,26 @@ parts:
- file: back_prop
- file: rand_resp
- file: util_rand_resp
- caption: 贝叶斯定律
numbered: true
chapters:
- file: bayes_nonconj
- file: ar1_bayes
- file: ar1_turningpts
- caption: 统计与信息论
numbered: true
chapters:
- file: divergence_measures
- file: likelihood_ratio_process
- file: likelihood_ratio_process_2
- file: likelihood_var
- file: imp_sample
- file: wald_friedman
- file: wald_friedman_2
- file: exchangeable
- file: likelihood_bayes
- file: mix_model
- file: navy_captain
- caption: 线性规划
numbered: true
chapters:
Expand All @@ -49,12 +70,14 @@ parts:
- file: career
- file: jv
- file: mccall_q
- file: odu
- caption: 消费、储蓄与资本
numbered: true
chapters:
- file: cass_koopmans_1
- file: cass_koopmans_2
- file: cass_fiscal
- file: cass_fiscal_2
- file: ak2
- file: cake_eating_problem
- file: cake_eating_numerical
Expand All @@ -64,23 +87,6 @@ parts:
- file: egm_policy_iter
- file: ifp
- file: ifp_advanced
- caption: 贝叶斯定律
numbered: true
chapters:
- file: bayes_nonconj
- file: ar1_bayes
- file: ar1_turningpts
- caption: 信息论
numbered: true
chapters:
- file: odu
- file: likelihood_ratio_process
- file: imp_sample
- file: wald_friedman
- file: exchangeable
- file: likelihood_bayes
- file: mix_model
- file: navy_captain
- caption: LQ控制
numbered: true
chapters:
Expand All @@ -99,6 +105,7 @@ parts:
- file: markov_perf
- file: uncertainty_traps
- file: aiyagari
- file: ak_aiyagari
- caption: 资产定价与金融
numbered: true
chapters:
Expand Down
Loading
Loading