Econometricks: Short guides to econometrics

Short guides with tricks and tips to understand and apply econometrics.

• Review of Probability Theory
  
  
• Specific Distributions
  
  
• Review of Distribution Theory
  
  The Least Squares Estimator
  
  
• Simplifying Linear Regressions using Frisch-Waugh-Lowell
  
  
• Maximum Likelihood Estimation
  
  
• Generalized Method of Moments
  

Short Stata programs with tricks and tipps to understand and apply econometrics.

• Monte carlo simulation for law of large numbers
  
  
• Monte carlo simulation for efficient GMM estimation
  

Contact

Davud Rostam-Afschar
Universität Mannheim
rostam-afschar@uni-mannheim.de