Below are a handful of lecture notes and paper discussions that I found clarifying to write:
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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:
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Stochastic Processes, Stationarity and Ergodicity, and the Birkhoff LLN: hansen_notes_1
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Additive and Multiplicative Processes, Martingales, and the Billingsley CLT: hansen_notes_2
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The Generalized Method of Moments: hansen_notes_3
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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