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Facure's FWL Theorem Material

November 18, 2025  ·  Econometrics

I have owned a copy of - [Causal Inference in Python](https://amzn.to/3M81ZTw) a couple of years ago, but never opened it. I finally decided to crack it open to go over Double Machine Learning, but something caught my eye in the Frisch-Waug…

Centering To Correct For Multicollinearity Due To Polynomials, Interactions

November 14, 2025  ·  Econometrics

I was going through my notes from when I was teaching econometrics five years ago (feels like yesterday) and I noticed I had an early draft of a book about Econometrics. I must have forgotten about it, which is not a surprise for somebody w…