BOOKS
Writing textbooks is not mandatory for academics. I chose to do so because I want to share my hard-won knowledge with students. All the books have associated Matlab codes available for download - the first two books also with R codes. Associated materials can be downloaded below.
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Fundamental Probability and Fundamental Statistical Inference are designed for advanced undergraduate or beginning master's students in Data Science, Economics and Statistics. The first book contains a large chapter on the relevant aspects of calculus and real analysis, with proofs and examples, enabling the book to be self-contained.
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Intermediate Probability and Linear Models and Time-Series Analysis are suited for advanced master's and doctoral students. In addition to detailed descriptions and derivations of the major subject results, they contain material derived from my research.
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