Books and Lecture Notes
The following links are to (mostly) free books and lecture notes available on the web. If you would like to purchase any of the books, the ISBN for each book is a link to the corresponding Amazon.com page.
Econometrics
- Manski, C. F. and D. L. McFadden (1981). Structural Analysis of Discrete Data and Econometric Applications. Cambridge: MIT Press (ISBN: 0262131595).
- Manski, C.F. (1988). Analog Estimation Methods in Econometrics. New York: Chapman and Hall (ISBN: 0412011417).
- Train, K. (2003). Discrete Choice Methods with Simulation . Cambridge University Press (ISBN: 0521017157).
Probability and Statistics
- Basic Probability Theory by Robert B. Ash.
- Lectures on Statistics by Robert B. Ash.
Real and Functional Analysis
- Applied Analysis by John Hunter and Bruno Nachtergaele (ISBN: 9810241917)
- Real Variables with Basic Metric Space Topology by Robert B. Ash (ISBN: 078030408X)
Microeconomic Theory
- Notes on Microeconomic Theory by Nolan H. Miller (Harvard)
Empirical Processes
- Convergence of Stochastic Processes by David Pollard (1984)
- Introduction to Empirical Processes and Semiparametric Inference by Michael Kosorok (ISBN: 0387749772)
- Empirical Processes: Theory and Applications by David Pollard (1990)
- Empirical Process Theory and Applications by Sara van de Geer
- Lecture Notes on Empirical Processes by Panle Jia
Scientific Computing
- Writing Scientific Software: A Guide to Good Style by Suely Oliveira and David E. Stewart (ISBN: 0521858968)
- Modeling with Data by Ben Klemens (ISBN: 069113314X)
- High Performance Computing by Charles Severance.
General Programming
- Successful Lisp: How to Understand and Use Common Lisp by David B. Lamkins (ISBN: 3937526005)
- Real World Haskell by Bryan O'Sullivan, John Goerzen, and Don Stewart (ISBN: 0596514980)
Combinatorics
- Nijenhuis, Albert and Herbert S. Wilf (1978). Combinatorial Algorithms. New York: Academic Press (ISBN: 0125192606).