I'm currently working on increasingly complicated problems as a PhD student in economics, most of which pertains to econometrics, and I find that my ability to formalize arguments is still wanting. I re-worked nearly all the theorems in an obscure paper weeks ago and it was very instructive, so it appears I can "hack" my way through it to some extent.
However, I would like to acquire a little more ease. To give you an example, consider the proofs in the Appendix of this paper or that paper... I can tediously follow some of it, but I can't say I would come up with that kind of thing from scratch.
So, what I'd need are some ideas on where I could find material to improve my understanding of the sort of math you see in those papers. Of course, I'm not talking about linear algebra. It's more the issue of obtaining limiting distributions when it takes more than a bit of algebra as it would for, say, ordinary least squares.