Notes from courses I've taken at NYU Stern during my PhD in Economics. I also provide some stand-alone notes.
Course notes:
- Applied Microeconometrics with Alfred Galichon
- Industrial Organization with Chris Conlon
- Panel Data Econometrics with Elena Manresa
- Information Theory for Statistics and Learning with Yanjun Han
- Convex and Nonsmooth Optimization with Michael Overton
- Linear Model Econometrics (WIP) with Konrad Menzel
Topic Notes:
- Contamination Bias
- Synthetic Controls
- Always Valid Inference
- Asymptotic Notation
- Differentials and Kronecker Product