Find on this page material that I find useful; perhaps it will be of some use to you, too.

Here are some small notes I wrote, summarizing different topics.

M-Estimation for Time Series -- a note on consistency and asymptotic distribution results for M-estimation (or "Quasi-Maximum-Likelihood") with time series data; some familiarity with measure theory and linear algebra is helpful for understanding the note.

Optimal Monetary Policy -- a note walking through an analysis of Ramsey-optimal monetary policy in the most basic 3-equation NK model with price adjustment costs à la Rotemberg.

Asymptotics for stochastic processes -- a (unfortunately handwritten) note collecting results for asymptotic properties of stochastic processes (e.g. laws of large numbers for dependent data).

ARMA processes -- a (unfortunately handwritten) note collecting results on, and giving an introduction to, autoregressive moving average processes.