FEMISE is pleased to announce the publication of the book “Advanced Mathematical Methods for Economic Analysis” (in french) (Copyright © 2017 by OCP Policy Center), produced by Lahcen Oulhaj (Faculty of Legal, Economic and Social Sciences, Mohamed V University) a FEMISE member.
This book presents a set of mathematical tools and concepts commonly used in applied economics. It begins by recalling the notions of matrix algebra, and links with the study of linear systems of equations and matrix transformations, to deal with the decomposition of matrices, which has become a tool commonly used in econometrics of time series and panel data analysis.
Differential and integral calculus, increasingly used in economics and financial econometrics, particularly by the economists of the London School of Economics who developed the ARFIMA model, is the subject of a whole chapter.
To learn more and download the book, please click here.