Notes

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Econometrics and Statistics

• Introduction to Sequential Monte Carlo Methods
• Maximum Simulated Likelihood
• The Metropolis-Hastings Algorithm
• The Kalman Filter
• Auxiliary Particle Filter

Scientific Computing and Numerical Methods

• Calculating the Log Sum of Exponentials

Books and Articles

• Crisan (2001): “Particle Filters—A Theoretical Perspective”

• Heckman and Honoré (1989): “The Identifiability of the Competing Risks Model,” Biometrika 76, 325–330.

Miscellaneous

• Economics Journal Rankings
• Books and Lecture Notes
• Reproducibility in Economics
• Refereeing

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