Welcome to Econometrics Navigator!¶
The Econometrics Navigator (EN) targets easier learning and coding for statistics and econometrics by doing two things:
- guide a learner through open access textbooks and community knowledge (reddit, Stack Overflow, Cross Validated, twitter threads)
- illustrate key topics with minimal code examples in Python, R, gretl or Julia.
v.0.0.4 (May 2019):
Science of teaching: quoting @gvwilson, @nickchk, @AllenDowney, @RochelleTerman at https://tinyurl.com/em-nav-teach
Data: added data from @stlouisfed/@quandl/@DBnomics along with several R data sources by @nickchk at https://tinyurl.com/em-nav-da
- WM Venables. Exegeses on Linear Models
- Walpole, Myers, Myers, Ye. Probability and Statistics for Engineers and Scientists
v.0.0.3 (April 2019) scraps several unfinished articles, including a section on applications (hard to fill it quickly). Three main parts in content established (own articles, textbook annotations and how to teach resources).
v.0.0.2 (November 2018) original version of EN nobody understood what it is good for, had sample articles on max likelihood, bootstrap, ANOVA.
1. Collection of own articles¶
The main body of Econometrics Navigator articles is Concepts and techniques section, organised alphabetically. Finished examples are:
2. Textbooks guide¶
Textbooks review attempts to sort out and annotate textbooks and reference texts by several categories.
For example, I praise Kennedy’s textbook and collect (constructive) criticisms of Mostly Harmless Econometrics there. The categories in econometrics are ‘general’ textbooks, cross-section/panel and time series texts.
3. Instructor resources¶
These documents aim to organise thinking about better teaching of econometrics in terms of sequence of topics, better analogies for the learner and a faster bridge to coding from formulas.
So far twitter has been an enormously valuable source of demos, links and opinion for me. I keep a separate page with twitter posts, some of my favorites are:
- Undergrad Econometrics Cheatsheet by Tyler Ransom
- Casual graphs and XY plane animations by Nick Huntington-Klein
- Investigative time series example by @cubic_logic
- Common statistical tests are linear models (or: how to teach stats) by Jonas Kristoffer Lindeløv
The source of this publication is available at https://github.com/epogrebnyak/econometrics-navigator or https://tinyurl.com/emnavig