Course notes for Ph.D., master, and bachelor students in economics

This page contains links to my the lecture notes that might be useful for the students of the Higher School of Economics (HSE, Moscow), Paris 1 Panthéon Sorbonne (Paris), and the University of Luxembourg. These taken down lectures and teaching sessions may contain oddities and mistakes that are solely due to the poor transcribing skills and the twisted sense of humour of the note-taker, not the professor of the teaching assistant. Since this material is very old, it it provided as is, and I wish I could rewrite 90% of it, but sadly there are not enough hours in a day to make it possible.

Ph.D. courses at the University of Luxembourg, CREA (now DEM) (2017–2021)

  • Non-parametric methods in econometrics-2019 (prof. Gautam Tripathi): lectures PDF TeX, GitHub.
  • Stochastic models of supply chain operations: lectures (PDF).
  • Non-linear models and methods in econometrics: lectures (PDF, TeX).
  • Advanced financial theory (problem solutions): lectures (PDF).
  • Advanced econometrics (prof. Gautam Tripathi): lectures (PDF).
  • Math camp — calculus and dynamic optimisation (prof. Christos Koulovatianos): lectures (PDF).
  • Math camp — statistics (prof. Gautam Tripathi): lectures (PDF).
  • Non-parametric methods in econometrics-2017: lectures (PDF, TeX).

Style file for LaTeX – put it in the same folder as the TeX file and replace \input{../hseen.sty} with \input{hseen.sty} or whatever it correct in your file structure.

Master 2 at Paris 1 Panthéon-Sorbonne – UFR 02, Theoretical and empirical economics (2014–2015)

  • Économetries des données de panel: lectures (PDF, TeX).
  • Simulation et évaluation des politiques macro: lectures (PDF, TeX).
  • Réseaux et interactions sociales: lectures (PDF, TeX).
  • Macroéconomie des migrations: lectures (PDF, TeX).
  • And also those things that were relevant in the first semester:
  • Économie des populations: лекции (PDF, TeX).
  • Microéconométrie avancée: лекции (PDF, TeX).
  • Le cycle économique: лекции (PDF, TeX).
  • Optimisation dynamique: лекции (PDF, TeX).
  • Modèles VAR, nonstationarité et cointégration: лекции (PDF, TeX).
  • Séries temporelles non linéaires: лекции (PDF, TeX).

Style file for LaTeX / Стилевой файл для LaTeX’а

Master 1, Higher School of Economics, Moscow – Mathematical methods of economic analysis (2013)

To compile from source, obtain the following file: master style file (hse.sty), logo (hsesymb.pdf), copyright notice (copyright.sty).

Higher School of Economics, bachelor programme – faculty of economics (2009)