GECO

6110

Advanced Math Methods & Modeling

New School for Social Research: Economics

Liberal Arts

Graduate Course

Degree Students (with Restrictions)

Adv Math Methods & Modeling

Spring 2022

Taught By: Duncan Foley and Andreas Lichtenberger

Section: A

CRN: 10993

Credits: 3

This course will survey mathematical and statistical modeling methods widely used in economic research, organized around the “info-metric” meta-theory developed by Amos Golan and his associates, based on the principle of constrained entropy maximization. The topics will include: review of conventional econometric data-modeling techniques, such as linear regression; Bayesian infer- ence based on the principle of inverse probability; constrained maximization in convex and non- convex problems; information theory; entropy and constrained entropy maximization in underde- termined systems; data compression through modeling; linear dynamic models; non-linear dynamic models; Markov models including agent-based models; equilibrium concepts from general equilib- rium theory and game theory; Bowles’ program of explanation in social science; maximum entropy statistical equilibrium models. In each case the relevant mathematical and statistical formalisms will be explained and illustrated by examples from current political economy, together with a critical review of recent published and working paper research.

College: New School for Social Research (GF)

Department: Economics (GECO)

Campus: New York City (GV)

Course Format: Seminar (R)

Max Enrollment: 12

Add/Drop Deadline: February 6, 2022 (Sunday)

Online Withdrawal Deadline: April 17, 2022 (Sunday)

Seats Available: Yes

Status: Open*

* Status information is updated every five minutes. The status of this course may have changed since the last update. Open seats may have restrictions that will prevent some students from registering. Updated: 12:38am 1/21/2022 EST

Meeting Info:

Days: Thursday

Times: 4:00pm - 5:50pm

Building: 6 East 16th Street

Room: 909

Date Range: 1/27/2022 - 5/12/2022

Days: Wednesday

Times: 6:00pm - 7:50pm

Building: 6 East 16th Street

Room: 909

Date Range: 2/2/2022 - 5/11/2022