Econometrics

• 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