Notes

On research, scientific computing, and technology

Econometrics and Statistics

Introduction to Sequential Monte Carlo Methods • May 9, 2007: Notes based on Doucet, de Freitas, and Gordon (2001).
Maximum Simulated Likelihood • August 29, 2007: Properties of the maximum simulated likelihood (MSL) estimator.
The Metropolis-Hastings Algorithm • February 28, 2007: Notes on the Metropolis-Hastings algorithm based on Chib and Greenberg (1995).
The Kalman Filter • February 27, 2007: Notes on the Kalman Filter based on Meinhold and Singpurwalla (1983).
Auxiliary Particle Filter • August 8, 2007: Notes on the Auxiliary Particle Filter based on Pitt and Shephard (1999, 2001).

Numerical Quadrature Rules for Common Distributions • August 16, 2011: Notes on Gauss-Laguerre and Gauss-Hermite quadrature.
SQLite • April 1, 2009: Notes on using SQLite, a lightweight relational database.
Some Useful Bijections • January 18, 2008: A few transformations that are useful in constrained optimization.
Emacs F90 Mode Quick Reference • January 21, 2011: Commands and abbrevs for Fortran programming in Emacs.
LaTeX Tips • July 28, 2008: A collection of LaTeX tips and tricks.
The Greek Alphabet in LaTeX • February 5, 2009: A page containing the Greek alphabet in LaTeX for reference.
Advanced Emacs • November 14, 2008: Advanced and lesser known editing functions of GNU Emacs
Open Source Software Licenses • April 4, 2010: Notes on various open source software licenses.

Rothenberg (1971) • August 19, 2011: Identification in Parametric Models. Econometrica 39, 577-591.
Pesendorfer and Schmidt-Dengler (2008) • June 9, 2008: Asymptotic Least Squares Estimators for Dynamic Games. Review of Economic Studies 75, 901-928.
Aradillas-López and Tamer (2008) • December 4, 2007: The Identification Power of Equilibrium in Simple Games. Journal of Business and Economic Statistics 26, 261-283.
Crisan (2001) • August 30, 2007: Particle Filters—A Theoretical Perspective. In Sequential Monte Carlo Methods in Practice. Doucet, de Freitas, and Gordon (Eds.).
Graham, Imbens, and Ridder (2006) • March 1, 2007: Complementarity and Aggregate Implications of Assortative Matching.
Heckman and Honoré (1989) • March 5, 2008: The Identifiability of the Competing Risks Model, Biometrika 76, 325-330.
Melnikov (2001) • May 23, 2007: Demand for Differentiated Durable Products: The Case of the U.S. Computer Printer Market.
Pakes (1986) • February 21, 2007: Patents as Options: Some Estimates of the Value of Holding European Patent Stocks. Econometrica 54, 755-784.

Airline Industry Datasets • April 5, 2010: A survey of publicly available datasets on the airline industry.

Economics Journal Rankings • February 2, 2009: Top journals in economics according to Kalaitzidakis, Mamuneas, and Stengos (2001).
Books and Lecture Notes • April 20, 2009: Links to free books and lecture notes on the internet.
Reproducibility in Economics • December 27, 2009: Notes on replication policy and practice in empirical economics.
Refereeing • December 27, 2009: Notes on peer review in economics and in general.

Bookmarks • Continuously updated: Assorted links in reverse chronological order.
German Resources • June 5, 2004: Resources for learning German: books, short poems, and links.