Struggling with Econometrics?
- Resources and materials compiled by Annie
Struggling with your econometrics curriculum?!?!?
Econometrics is the intersection of economics, statistics, applied math, and business analytics. Undergraduate econometrics heavily focuses on various forms of regression analysis, which are statistical models used to determine relationships between variables. I’ve heard from students across the US that they struggle with their university’s undergraduate econometric curriculum, so I’ve compiled a couple of my favorite resources and study tips that helped me get through my University’s QAMO program:
Ben Lambert: a Youtuber who covers econometric proofs, tips for coding models, and explains the actual mathematical intuition behind each commonly used statistical model (not just machine learning!!). His channel is very comprehensive, and Lambert studied Bayesian methods at Oxford. I highly recommend it!
Econometricsacademy: A complete econometrics curriculum online in video format. The videos are taught by Ana Katchova, an econometrics instructor at the University of Illinois. You might have to speed these videos up sometimes, but the content is great, her explanations are clear, and I love that there are lecture slides in the background of each video.
MIT OpenCourseWare: Surprise! Did you know that many of the top universities in the US post their (FREE) lectures on Youtube? Well, now you do. So no more excuses not to understand the mathematical intuition behind regression models!! MIT OpenCourseWare genuinely saved my life in college, both in my university’s QAMO courses and math classes. Browse their channel for any math or stats-related questions you might have.
PatrickJMT: PatrickJMT is a Youtuber and math tutor. These videos are geared more towards applied math or statistics courses rather than econometrics, but the two go hand in hand — you’re not gonna pass econometrics if you can’t pass calc. PatrickJMT covers pretty much everything from simple algebra until Bayesian probability and differential equations, so I’ve literally been watching his videos since high school.