Notes (study notes/lecture notes, prepared for myself)
- Harmless Domain Knowledge for Econometrics: a Quick Review (2022)
- Endogeneity and Causality: a Review (2020)
- Note on Fourier Analysis (2019)
- Basic Tools for High-dimensional Probability and Statistics (2021)
- Introductory Stochastic Analysis (2020)
- Essentials of Empirical Processes (2021)
- Note on (measure-theoretic) Probability Theory (2019)
- Note on Real Analysis and Functional Analysis (2019)
- Solution manuals for Principles of Mathematical Analysis (baby Rudin) (2018)
Others (short notes)
- Note on Self-avoiding Walks and Percolation
- Note on Branching Processes
- Note on Levy Processes
- Note on Local Projection and Impose Responses
- Note on Long-range Dependence and Self-similar Processes
- Note on Asymptotic Expansions
- Note on Large Deviations
- Note on Self-normalization and Fixed-smoothing Asymptotics
- Note on Copulas
- Note on Empirical Bayes Methods
- Note on Treatment Effects Models
- Note on Nonparametric and Semiparametric Regressions
- Note on Model Selection and Model Averaging
- Note on Generalized Principal Component Analysis