An Incomplete Collection
Reading List
Blogs
Free online books
- Teaching Bayesian Statistics by TALMO
- Telling Stories with Data by Rohan Alexander
- R Packages by Hadley Wickham and Jenny Bryan
- Modern R with the Tidyverse by Bruno Rodrigues
- Building reproducible analytical pipelines with R by Bruno Rodrigues
Other docs
- Math-Stat Course Notes by Joshua Tebbs
- Notes by Adam N Smith
Software Tools
R Programming
- Big Book of R compiled by Oscar Baruffa
- R for Data Science by Hadley Wickham and Garrett Grolemund
- Advanced R by Hadley Wickham
- Advanced R Solutions by Malte Grosser and Henning Bumann
- ggplot2 by Hadley Wickham
- R Packages by Hadley Wickham and Jenny Bryan
Git
- Pro Git by Scott Chacon and Ben Straub
- Happy Git and GitHub for the UserR by Jenny Bryan
- Git in Practice by Mike McQuaid
Vim
- OpenVim by Henrik Huttunen
- Mastering the Vim Language recorded presentation by Chris Toomey
- Vim as Your Editor a 6-part playist by ThePrimeagen
Less Academic
On Life
- This is Water by David Foster Wallace
- A Mathematician’s Lament by Paul Lockhart
- Teaching Smart People How to Learn by Chris Argyris
On Writing
- How to Send and Reply to email by Matt Might
- Publication, Publication by Gary King
On Learning How to Learn
- Andy Matuschak Why Books Don’t Work
- Andy Matuschak Evergreen Notes
On Getting a PhD (in Econ or Marketing)
- Ken Wilbur: Reasons to Get (or Not) a PhD and Choosing a field, Subfield, and PhD Program
- Susan Athey: Professional Advice
- Jesse Shapiro: Notes on Applying for a PhD in Economics
More Academic
Demand Estimation
- Berry (1994) Estimating Discrete Choice Models of Product Differentiation [link]
- Nevo (2000) A Practitioner’s Guide to Estimation of Random-Coefcients Logit Models of Demand [link]
- Chintagunta & Nair (2011) Discrete Choice Models of Consumer Demand in Marketing [link]
- Berry and Haile (2021) Foundations of Demand Estimation [link]
- Gandhi & Nevo (2021) Empirical Models of Demand and Supply in Differentiated Products Industries [link]
- Ursu, Seiler, & Honka (Draft) The Sequential Search Model: A Framework for Empirical Research [link]
Causal Inference
Quotes
Ira Glass: Good Taste & Volume of Work (link)
Nobody tells this to people who are beginners, I wish someone told me.
All of us who do creative work, we get into it because we have good taste. But there is this gap. For the first couple years you make stuff, it’s just not that good. It’s trying to be good, it has potential, but it’s not. But your taste, the thing that got you into the game, is still killer. And your taste is why your work disappoints you.
A lot of people never get past this phase, they quit. Most people I know who do interesting, creative work went through years of this. We know our work doesn’t have this special thing that we want it to have. We all go through this. And if you are just starting out or you are still in this phase, you gotta know its normal and the most important thing you can do is do a lot of work. Put yourself on a deadline so that every week you will finish one story. It is only by going through a volume of work that you will close that gap, and your work will be as good as your ambitions. And I took longer to figure out how to do this than anyone I’ve ever met. It’s gonna take awhile. It’s normal to take awhile. You’ve just gotta fight your way through.
Teddy Roosevelt: The Man in the Arena (link)
It is not the critic who counts; not the man who points out how the strong man stumbles, or where the doer of deeds could have done them better.
The credit belongs to the man who is actually in the arena, whose face is marred by dust and sweat and blood; who strives valiantly; who errs, who comes short again and again, because there is no effort without error and shortcoming; but who does actually strive to do the deeds; who knows the great enthusiasms, the great devotions; who spends himself in a worthy cause; who at the best knows in the end the triumph of high achievement, and who at the worst, if he fails, at least fails while daring greatly, so that his place shall never be with those cold and timid souls who neither know victory nor defeat.