Econometrics with Julia

Preface

This is a Quarto book to learn Econometrics by programming.

The core idea is that the methods developed in Econometrics are best understood by writing code to implement them. This book is written in the style of literate programming, which means that the code and the text are interwoven. This is a powerful way to learn, because it allows you to see the code and the explanation of the code side by side.

The book is based on lectures that the authors have given at different universities and is designed to be used as a textbook for a course in Econometrics. The book is also designed to be used as a reference for practitioners who want to learn how to implement the methods of Econometrics in code.