Bruce E. Hansen
Revised: January 18, 2013
University of Wisconsin
Copyright 2000, 2013
This is a draft of a first-year Ph.D. econometrics textbook.
This manuscript may be printed and reproduced for individual or instructional use, but may not be printed for commercial purposes.
Comments are welcome.
Solutions for the exercises are NOT available.
2. Conditional Expectation and Projection
3. The Algebra of Least Squares
4. Least Squares Regression
5. A Introduction to Large Sample Asymptotics
6. Asymptotic Theory for Least Squares
7. Restricted Estimation
8. Hypothesis Testing
9. Regression Extensions
10. The Bootstrap
11. Nonparametric Regression
12. Series Estimation
13. Quantile Regression
14. Generalized Method of Moments
15. Empirical Likelihood
17. Univariate Time Series
18. Multivariante Time Series
19. Limited Dependent Variables
20. Panel Data
21. Nonparametric Density Estimation
Appendix A: Matrix Algebra
Appendix B: Probability
Appendix C: Numerical Optimization
Current Manuscript (2013)
Formatted for printing.
Screen Version (2013)
Formatted for screen reading on a Tablet.
Use two-page view on horizontal screens.
Manuscripts from Previous Years