Bruce E. Hansen
University of Wisconsin
Princeton University Press
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 obtain a copy of Econometrics:
Princeton University Press (Hardcover, $100)
Amazon (Hardcover $95, Kindle $75)
Barnes & Noble (Hardcover $100, Nook $75)
Google Play (ebook $80)
Among the electronic versions, I recommend the Kindle, as it has good resolution. Kindle books can be read
using the free "Kindle for PC" ap, and can be converted to pdf files (for personal use) using a conversion ap such as
Solutions for the exercises are NOT available.
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.
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.