Notes (study notes/lecture notes prepared for myself)
- Harmless Domain Knowledge for Econometrics: a Quick Review
- Endogeneity: a Review
- Introductory Stochastic Analysis
- Note on Fourier Analysis
- Basic Tools for High-dimensional Probability and Statistics
- Essentials of Empirical Processes
- Note on (measure-theoretic) Probability Theory
- Note on Real Analysis and Functional Analysis
- Solution manuals for Principles of Mathematical Analysis (baby Rudin)
Others (short notes, or summary reports)
- Note on Self-avoiding Walks and Percolation
- Note on Branching Processes
- Note on Levy Processes
- 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