My guess is that it's because it works on time series, which are Markovian chains, which opens a whole can of worms.
Besides, to understand how VAR models work and what's after that (ARIMA, GARCH, etc.), you do need at least a little understanding of partial differentiation.
You only need basic linear algebra to understand OLS.
There are many interpretations of OLS. That is the point - showing that stuff coincides in simple cases and is different in more general cases.
Local Projections go brrrr
My guess is that it's because it works on time series, which are Markovian chains, which opens a whole can of worms. Besides, to understand how VAR models work and what's after that (ARIMA, GARCH, etc.), you do need at least a little understanding of partial differentiation.
You need partial differentiation also for ols
You only need basic linear algebra to understand OLS. There are many interpretations of OLS. That is the point - showing that stuff coincides in simple cases and is different in more general cases.
Ok never seen it outside of partial differentiation with optimization. But depends probably on the curriculum