The following is a selection of notes that I have put together on various topics in economics, mathematics, and statistics. These notes do not constitute original contributions rather they serve as a reference and to provide an avenue for me to explore new topics. All errors are my own.
Many of these documents are works in progress. The latest LaTeX/LyX code and PDF versions may be found in this Github repository. Please do not hesitate to contact me if you find an error. If you would like to submit a correction or addition you may also find it useful to open a pull request.
Econometric Theory and Statistics
- Linear Regression (partly based on Empirical Analysis I lectures by Azeem Shaikh at UChicago)
- Sieve Extremum Estimation (partly based on a course by Xiaohong Chen at Yale)
- Likelihood Ratio Tests
- Minimax Estimation (based on notes by Larry Wasserman)
- Multivariate Analysis/Matrix Computations (based on course by Lek-Heng Lim at UChicago)
- Panel (written for teaching ECON 21410 at UChicago)