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by darawk 1823 days ago
Attempting to self study statistics and econometrics in a serious way. I just finished Casella and Berger's "Statistical Inference". I'm about halfway through Shumway and Stoffer's "Time Series Analysis", but then next on the list, in the order I tend to read them:

  - Theory of Point Estimation Casella/Lehmann

  - Bayesian Data Analysis 3rd ed.

  - Convex Optimization - Boyd

  - Econometrics - Hayashi

  - New Introduction to Multiple Time Series Analysis

  - Elements of Statistical Learning

  - Machine Learning: A probabilistic perspective
There's a fair amount of overlap between these books, so it's not quite as much as it seems. But i'm hoping to make it through at least a chapter a week this year, which should get me most of the way through them. We'll see how it goes.