# Notes

On research, scientific computing, and technology

## Econometrics and Statistics

- Probability Distributions
- Uniform, Normal, Exponential, and Weibull distributions
- The Accept-Reject Method
- A simple sampling method which allows one to sample from a target density using draws from an instrumental density with a specific rejection rule.
- Stochastic Processes
- Definitions; Brownian Motion and the Ornstein-Uhlenbeck Process
- Maximum Simulated Likelihood
- Properties of the maximum simulated likelihood (MSL) estimator.
- The Kalman Filter
- Notes on the Kalman Filter based on Meinhold and Singpurwalla (1983).
- Introduction to Sequential Monte Carlo Methods
- Notes based on Doucet, de Freitas, and Gordon (2001).
- Auxiliary Particle Filter
- Notes on the Auxiliary Particle Filter based on Pitt and Shephard (1999, 2001).
- Kotlarski's Theorem
- A useful theorem for identification of econometric models.
- Probit Model
- A brief overview of the probit model, with references.
- Duration Models
- A brief summary of duration models with references.
- Quantile Regression
- Basic overview of quantile regression, with references.

## Scientific Computing and Numerical Methods

- Numerical Quadrature Rules for Common Distributions
- Notes on Gauss-Laguerre and Gauss-Hermite quadrature.
- Some Useful Bijections
- A few transformations that are useful in constrained optimization.
- Open Source Software Licenses
- Notes on various open source software licenses.

## Notes on Specific Books and Articles

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

## Datasets

- Airline Industry Datasets
- A survey of publicly available datasets on the airline industry.

## The Economics Profession

- Economics Journal Rankings
- Top journals in economics according to Kalaitzidakis, Mamuneas, and Stengos (2001).
- Books and Lecture Notes
- Links to free books and lecture notes on the internet.
- Reproducibility in Economics
- Notes on replication policy and practice in empirical economics.
- Refereeing
- Notes on peer review in economics and in general.
- Writing, Publishing, and Presenting in Economics
- Notes on communicating in the economics profession.

## Miscellaneous

- itex
- A list of itex commands and corresponding rendered results.
- Bookmarks
- Assorted links in reverse chronological order.
- German Resources
- Resources for learning German: books, short poems, and links.