Explores the Eigenstate Thermalization Hypothesis in quantum systems, emphasizing the random matrix theory and the behavior of observables in thermal equilibrium.
Explores heteroskedasticity in econometrics, discussing its impact on standard errors, alternative estimators, testing methods, and implications for hypothesis testing.
Covers the basics of linear regression, including OLS, heteroskedasticity, autocorrelation, instrumental variables, Maximum Likelihood Estimation, time series analysis, and practical advice.