Below are a handful of lecture notes and paper discussions that I found clarifying to write:

  • Notes on Time-Series Econometrics: Hansen’s lectures were notation-heavy and, at times, overwhelming. Tightly organizing (a subset of) the subject matter helped me better follow proofs and better understand the broader course themes:

    1. Stochastic Processes, Stationarity and Ergodicity, and the Birkhoff LLN: hansen_notes_1

    2. Additive and Multiplicative Processes, Martingales, and the Billingsley CLT: hansen_notes_2

    3. The Generalized Method of Moments: hansen_notes_3

  • Formalization & Discussion of “Algorithmic Accountability” (Bartlett et al., 2019): I found the authors’ project of interpreting the law in an econometric fashion to be compelling. I formalize this effort to both elaborate and complicate their work. bartlett_et_al_2019_discussion