Resources for Students

• Considering a PhD and/or a career in academia?
  I recommend reading Katabasis by R.F. Kuang

• Want to get a taste of first year PhD level econometrics?
  Try the first 10 chapters in Bruce Hansen's Econometrics and Large Sample Estimation and Hypothesis Testing (Handbook Chapter) by Whitney Newey and Daniel McFadden

• Want some more?
  Here are some lecture videos, notes, and textbooks that I found rather helpful for my line of work. 

  • Lecture videos on Probability Theory and Stochastic Processes by Todd Kemp

  • Lecture videos on PhD level Econometrics by Ivan Canay

  • Advanced Probability for Statisticians and Empirical Process Theory by Kengo Kato

  • High-Dimensional Probability by Roman Vershynin

  • U-Statistics: Theory and Practice by A. J. Lee

  • Quantile Regression by Roger Koenker