Nice Articles, URLs, and Books

Econometrics of Search and Matching Models:

New Methods for Analyzing Structural Models of Labor Force Dynamics, Flinn and Heckman 1982

Identification and Asymptotic Distribution:

Large Sample Estimatino and Hypothesis Testing, McFadden and Newey 1994

Excellent lecture notes on (PhD level) econometric theory from Xiaoxia Shi (U. of Wisconsin) :

• https://www.ssc.wisc.edu/~xshi/econ715.html

Self contained probability theory (U. of Taiwan):

• http://homepage.ntu.edu.tw/~ckuan/pdf/2014fall/et_ch5_Fall2014.pdf