Probability Theory for Econometricians

Author

Sven Otto

Published

March 27, 2025

Welcome

This tutorial provides a concise introduction to the fundamental concepts of probability theory for econometricians and data scientists.

The tutorial keeps the measure-theoretic details of probability theory to a minimum, focusing instead on the practical aspects of probability theory that are most relevant for econometricians.

Comments

Feedback is welcome. If you notice any typos or issues, please report them on GitHub or email me at sven.otto@uni-koeln.de.