Tom's Feb 1 edits of 5 new lectures plus bib file

Author: thomassargent30

lectures/_static/quant-econ.bib

@@ -3,6 +3,101 @@
 Note: Extended Information (like abstracts, doi, url's etc.) can be found in quant-econ-extendedinfo.bib file in _static/
 ###
 
+
+
+
+@article{apostolakis1990,
+  title={The concept of probability in safety assessments of technological systems},
+  author={Apostolakis, George},
+  journal={Science},
+  volume={250},
+  number={4986},
+  pages={1359--1364},
+  year={1990},
+  publisher={American Association for the Advancement of Science}
+}
+
+
+@unpublished{Greenfield_Sargent_1993,
+author = {Moses A Greenfield and Thomas J Sargent},
+title = {A Probabilistic Analysis of a Catastrophic Transuranic Waste Hoise Accident at the WIPP},
+year = {1993},
+month = {June}, 
+note = {Environmental Evaluation Group, Albuquerque, New Mexico},
+url = {http://www.tomsargent.com/research/EEG-53.pdf}
+}
+
+@article{Ardron_2018,
+title = {Lognormal approximations of fault tree uncertainty distributions},
+author = {El-Shanawany, Ashraf Ben and Ardron, Keith H and Walker, Simon P},
+journal = {Risk Analysis},
+volume = {38},
+number = {8},
+pages = {1576--1584},
+year = {2018}
+}
+
+
+
+@article{Groves_73,
+author = {Groves, T.},
+year = {1973},
+title = {Incentives in teams},
+journal = {Econometrica},
+volume = {41},
+pages = {617–631}}
+
+@article{Clarke_71,
+author = {Clarke, E.},
+year = { 1971},
+title = {Multipart pricing of public goods},
+journal = {Public Choice},
+volume = {8},
+pages = {19–33}}
+
+@article{Vickrey_61,
+author = {Vickrey, W.},
+year = {1961},
+title = {Counterspeculation, auctions, and competitive sealed tenders},
+journal = {Journal of Finance},
+volume = {16},
+pages = {8–37}}
+
+
+
+
+@Article{Phelan_Townsend_91,
+  author={Christopher Phelan and Robert M. Townsend},
+  title={{Computing Multi-Period, Information-Constrained Optima}},
+  journal={Review of Economic Studies},
+  year=1991,
+  volume={58},
+  number={5},
+  pages={853-881},
+  month={},
+  keywords={},
+  doi={},
+  abstract={This paper presents a detailed theoretical derivation and justification for methods used to compute solutions to a multi-period (including infinite-period), continuum-agent, unobservedeffort economy. Actual solutions are displayed illustrating cross-sectional variability in consumption and labour effort in the population at a point in time and variability for a typical individual over time. The optimal tradeoff between insurance and incentives is explored and the issue of excess variability is addressed by consideration of the analogue full-information economy and various restricted-contracting regimes.},
+  url={https://ideas.repec.org/a/oup/restud/v58y1991i5p853-881..html}
+}
+
+
+@Article{Spear_Srivastava_87,
+  author={Stephen E. Spear and Sanjay Srivastava},
+  title={{On Repeated Moral Hazard with Discounting}},
+  journal={Review of Economic Studies},
+  year=1987,
+  volume={54},
+  number={4},
+  pages={599-617},
+  month={},
+  keywords={},
+  doi={},
+  abstract={In this paper, we analyze optimal contracts in an infinitely repeated agency model in which both the principal and agent discount the future. We show that there is a stationary representation of the optimal contract when the agent's conditional discounted expected utility is used as a state variable. This representation reduces the multi-period problem to a static variational problem which can be analyzed using standard variational techniques. This reduction is used to obtain several properties of the contract.},
+  url={https://ideas.repec.org/a/oup/restud/v54y1987i4p599-617..html}
+}
+
+
 @article{tu_Rowley,
   title={On dynamic mode decomposition: Theory and applications},
   author={Tu, J. H. and Rowley, C. W. and Luchtenburg, D. M. and Brunton, S. L. and Kutz, J. N.},

lectures/_toc.yml

@@ -11,11 +11,14 @@ parts:
   - file: qr_decomp
   - file: svd_intro
   - file: complex_and_trig
+  - file: eig_circulant
   - file: lln_clt
   - file: prob_meaning
   - file: heavy_tails
   - file: multivariate_normal
+  - file: hoist_failure
   - file: time_series_with_matrices
+  - file: back_prop
 - caption: Linear Programming
   numbered: true
   chapters:
@@ -98,6 +101,11 @@ parts:
   - file: pandas_panel
   - file: ols
   - file: mle
+- caption: Auctions
+  numbered: true 
+  chapters:
+  - file: two_auctions
+  - file: house_auction
 - caption: Other
   numbered: true
   chapters: