Economics

Core Microeconomics

Use MWG . If MWG is too complicated, use Varian and then once you understand Varian, use MWG.

Game Theory

I got a lot from Osborne and Rubinstein . I’ve heard there are mixed opinions, but I read it cover to cover.

Mechanism Design

Börgers is extremely good.

Econometrics

I’m using a combination of Hansen and Casella and Berger . For background, I’m using the Blitzstein notes (see below). I’ve previously taken Stefan Wager’s course, and those notes are invaluable.

Macroeconomics

I’m mostly using Stokey, Lucas, and Prescott , along with Ljungqvist and Sargent . For coding, there’s no better resource than QuantEcon .

Mathematics

Analysis

Johnsonbaugh and Pfaffenberger is, in my opinion, brilliant. By pacing, it assumes some prior knowledge, but otherwise is entirely self-contained.

Linear Algebra

Strang . Also watch his lectures .

Probability

Joe Blitzstein’s undergraduate and graduate notes are fabulous, and saved my life many times.

Convex Optimization

Boyd and Vandenberghe . Also, if you’re at Stanford, take the course with Boyd. Take it as soon as possible. It’s so good.