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
  
  
• 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.

Contact

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