# … 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, below is a summary table (some of it does not escape criticism).

## 2. Econometric software manuals¶

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

Additionally one can look into [R package system for econometrics] (https://cran.r-project.org/web/views/Econometrics.html), MATLAB manual and course.

Manulas of some less popular packages:

## 3. Handbook of Econometrics¶

Elsevier Handbook of Econometrics 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).