Econometrics
Bruce E. Hansen
University of Wisconsin
Princeton University Press, forthcoming
Copyright 2022
This textbook is the second in a two-part series covering the core material typically taught in a one-year Ph.D. course in econometrics.
The sequence is
1. Probability and Statistics for Economists (first volume)
2. Econometrics (this volume)
To order or download Econometrics:
Princeton University Press
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Draft Manuscript
The draft manuscript may be printed and reproduced for individual or instructional use, but may not be printed for commercial purposes.
Solutions for the exercises are NOT available.
Data Sets:
Econometrics Data
This zip folder contains all data sets used in the textbook for applications and end-of-chapter exercises. Download and unzip this file to access the data sets.
Other:
Econometrics Programs
This zip folder contains all code used to create all figures and empirical calculations reported in the book.
Econometrics Source Data
This zip folder contains the original source data and code used to process into the data files used in the book. These files are not needed for the textbook empirical exercises, but rather for researchers interested in how the data was constructed.