Econometrics is the application of statistical methods to economic data, used to test theories, estimate relationships, and forecast outcomes. It sits at the intersection of economics, statistics, and Causal Inference, and increasingly overlaps with machine learning for questions about policy effects and forecasting.
Learning materials
- QuantEcon for open lectures on quantitative economics in Python and Julia
- Kevin Sheppard’s Python for Econometrics
Topics to research
- Econometric scenario analysis and modelling