An open econometrics textbook
Econometrics from the ground up
Mathematics, statistics and economic modelling — explained clearly, with step-by-step proofs and diagrams.
- Econometrics: A Biography of the Concept
A monograph on the concept of econometrics — from its Greek roots (oíkos, nómos, métron), through Paweł Ciompa's Lwów 'econometry' (1910) and Ragnar Frisch's definition (1926), the institutionalisation (Econometric Society 1930, Econometrica 1933), Haavelmo's probabilistic revolution (1944) and Oskar Lange's Polish school (1958), to contemporary causal machine learning.
- Ordinary Least Squares (OLS) — a step-by-step derivation
Where do the OLS formulas come from? A full derivation of the least-squares estimator in plain words: from intuition through diagrams to a step-by-step proof
- The Method of Least Squares — A Complete Treatise: History, Theory and Proofs
A comprehensive account of the method of least squares: from the eighteenth-century problem of the figure of the Earth and its precursors (Cotes, Mayer, Bošković), through Legendre's first publication (1805), Gauss's original derivation (1809) and Laplace's probabilistic foundation, to the Gauss-Markov theorem (1823) and the birth of regression — with dates, names, original-language texts, full proofs and portraits.