Collections
I have been collecting studying resources widely (from the internet), mostly about mathematics, econometrics, machine learning and associated applications in economics. The files range from basic to advanced levels. I hope to share the files and save some my local space[\doge].
Probability Theory
- Probability
- Probability and Measure
- Probability: Theory and Examples
- Advanced Probability
- A Modern Introduction to Probability and Statistics
Econometrics Basics
- EconBasic Notes
- Mostly Harmless Econometrics: An Empiricistís Companion
- Basic Financial Econometrics
- Lecture Notes in Econometrics for Finance
- Linear Algebra
- Basic Econometrics
- Fundations of Econometrics, Part 1
- Fundations of Econometrics, Part 2
- Financial Econometrics Notes
Econometrics Advanced
- Generalized method of moments
- Econometrics(Fumio Hayashi)
- Lecture Notes on ADVANCED ECONOMETRICS
- Advanced statistical inference
Operational Research
- Numerical Optimization
- Operational Research by Winston Wayne
- Linear Programming
- Introduction to Linear Optimization and Extension with MATLAB
- Data Envelopment Analysis for Economics and Operational Research
Applications
- Stata Cheat Sheets
- Microeconometrics Using Stata
- Lecture Notes on ADVANCED ECONOMETRICS
- Microeconometrics - Methods and Applications
Machine Learning
- Econometrics & Machine Learning
- Exercises in Machine Learning
- Financial Machine Learning
- Mathematics for Machine Learning
Other Topics
- Lagged Variables as Instruments
- Decision Theory
- Algorithms for Decision Making
- gmm
- Dynamic Factor Models
- Causal Inference: Measuring the Effect of X on y
- Causal inference with observational data
- Instrumental variables and GMM
- Essentials of Stochastic Processes
- Restricted Least Squares, Hypothesis Testing, and Prediction in the Classical Linear Regression Model
Links
- ECONOMICS 620 Professor N. M. Kiefer
- Causal Inference: The Mixtape by Scott Cunningham
- 最优化：建模、算法与理论/最优化计算方法
- Metrix Notes by Peter Hull
- Interactive Linear Algebra