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.
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