econometrics
description: Econometric methods — regression, panel data, IV. Cover OLS, panel (FE/RE), instrumental variables, VAR.'
npx skills add majiayu000/claude-skill-registry --skill econometrics --agent claude-code
Same command for any agent — swap --agent for codex, cursor, copilot.
Weekly change comes from our own snapshots, not the repository page — it measures attention, not adoption.
# Econometrics name: econometrics description: Econometric methods — regression, panel data, IV. Cover OLS, panel (FE/RE), instrumental variables, VAR. ## When to Activate - Specifying and estimating regression models for economic and financial data - Choosing between OLS, panel data (fixed/random effects), and IV approaches - Diagnosing and correcting econometric issues (heteroskedasticity, autocorrelation, endogeneity) - Estimating vector autoregression (VAR) models for time series forecasting - Interpreting regression results and assessing statistical significance - Causal inference using instrumental variables, difference-in-differences, or RDD - Forecasting financial or macroeconomic variables using econometric models - Evaluating published empirical research for methodological soundness ## Core Concepts ### Ordinary Least Squares (OLS) **Model:** ``` Y = beta_0 + beta_1 * X_1 + beta_2 * X_2 + ... + beta_k * X_k + epsilon OLS minimizes: Sum of squared residuals = Sum(Y_i - Y_hat_i)^2 ``` **Gauss-Markov assumptions (for OLS to be BLUE — Best Linear Unbiased Estimator):** 1. **Linearity:** Y is a linear function of the parameters (not necessarily of X — log, polynomial OK) 2. **
- When to Activate
- Core Concepts
- Ordinary Least Squares (OLS)
- Panel Data Methods
- Instrumental Variables (IV)
- Vector Autoregression (VAR)
- Difference-in-Differences (DiD)
- Methodology
- Templates
- Regression Results Table
- Diagnostic Checklist
- Quality Gate
What does the econometrics skill do?
description: Econometric methods — regression, panel data, IV. Cover OLS, panel (FE/RE), instrumental variables, VAR.'
How do I install it?
Run `npx skills add majiayu000/claude-skill-registry --skill econometrics --agent claude-code` — it drops the skill into your project so the agent can pick it up. Swap the --agent value for codex, cursor or copilot if you use one of those.
Where does this skill come from?
From majiayu000/claude-skill-registry, a repository with 534 stars. We read it straight from the repository tree rather than a submitted listing, so what you see here is what is actually published.
Is a popular skill a good skill?
Not necessarily. Stars measure attention, not adoption — a repository can trend for a week and be abandoned. That is why we show the weekly change from our own snapshots next to the total, instead of a single flattering number.