ECONOMETRICKS: Short guides to econometrics by Davud Rostam-Afschar

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

- The Maximum Likelihood Estimator

- The Generalized Method of Moments

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

- Monte carlo simulation for law of large numbers & central limit theorem (OLS)
- Monte carlo simulation for law of large numbers & central limit theorem (Bernoulli trial)
- Monte carlo simulation for likelihood and log-likelihood for Bernoulli trials
- Monte carlo simulation for efficient GMM estimation

All **LaTeX files** and **codes** available on the econometricks github page.

Davud Rostam-Afschar

Universität Mannheim

rostam-afschar@uni-mannheim.de