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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

Probability and Statistics

Real and Functional Analysis

Stochastic Optimal Control

Microeconomic Theory

Empirical Processes

Scientific Computing

General Programming

Combinatorics