# ... body of knowledge


What exactly is a body of knowledge of econometrics? Surely it is a set of 
teaching curricula at universities and accompaigning textbooks and reading lists, 
but what if you needed construct a review of the field rather quickly? 
The following approaches might be useful.

## 1. Textbook structure


The undergraduate textbook structure often repeats itself: OLS, estimator
properties, some of OLS deviations/extensions, logit/probit + maximum likelihood, 
time series and maybe a bit of panels and simultaneous equations. 

More textbook analysis may be found in 2017 Angrist and Pischke article [Undergraduate Econometrics Instruction: Through Our Classes, Darkly](https://pubs.aeaweb.org/doi/pdf/10.1257/jep.31.2.125), below is a summary table (some of it does not escape [criticism](https://fxdiebold.blogspot.com/2017/02/econometrics-angrist-and-pischke-are-at.html)).

![](../../_static/darkly.jpg)


## 2. Econometric software manuals 

Gretl and EViews have quite comprehensive manuals covering 
principal applications of the software. They both qualify as 
textbooks in econometrics:

- [gretl](http://gretl.sourceforge.net/gretl-help/gretl-guide.pdf) and [a course based on gretl](https://www.le.ac.uk/users/dsgp1/COURSES/THIRDMET/MANUALS/ebook.pdf)
- [JASP](https://jasp-stats.org/wp-content/uploads/2019/11/The_JASP_Data_Library__version_2-1.pdf), as described [here](https://twitter.com/JASPStats/status/1197844560115712000)
- [Eviews I](http://www.eviews.com/EViews8/EViews8/EViews%208%20Users%20Guide%20I.pdf)
- [Eviews II](http://www.eviews.com/EViews8/EViews8/EViews%208%20Users%20Guide%20II.pdf)

Additionally one can look into [R package system for econometrics]	(https://cran.r-project.org/web/views/Econometrics.html), MATLAB [manual](https://www.mathworks.com/help/econ/) and [course](http://fmwww.bc.edu/ec-p/software/matlab/mbook.pdf.old).

Manulas of some less popular packages:

- [RATS](https://www.estima.com/enders/RATS_Programming_Manual.pdf)
- [PcGive](https://www.doornik.com/pcgive/index.html)	
- [Shazam](http://store.econometrics.com/shazam/shazam_reference_manual_11_interior.pdf)
- [econtools (STATA flavour)](https://www.danielmsullivan.com/econtools/metrics.html)		


## 3. Handbook of Econometrics

Elsevier [Handbook of Econometrics](https://www.sciencedirect.com/handbook/handbook-of-econometrics/vol/1/suppl/C) 
is a  publication series running since 1983. It now features 77 chapters in 6 volumes. Many earlier articles are foundational, but quite a few recent ones are about some really narrow 
subjects areas. I think the volume TOC is great, but publications are overpriced 
(it's Elsevier).