Probability Theory for Econometricians

Author

Sven Otto

Published

March 25, 2024

Welcome

This tutorial gives a short introduction to the most important basic concepts of probability theory and statistics for econometricians.

This tutorial is still under construction. The two sections presented here are the first two sections of my course Statistics for Data Analytics from Winter Term 2023, which contains a review of probability theory.

For a quick review of the basics, I recommend sections 2 and 3 of Stock and Watson (2019): LINK