Bruce Hansen 
Econometrics [PDF ebook] 

The most authoritative and up-to-date core econometrics textbook available
Econometrics is the quantitative language of economic theory, analysis, and empirical work, and it has become a cornerstone of graduate economics programs. Econometrics provides graduate and Ph D students with an essential introduction to this foundational subject in economics and serves as an invaluable reference for researchers and practitioners. This comprehensive textbook teaches fundamental concepts, emphasizes modern, real-world applications, and gives students an intuitive understanding of econometrics.

• Covers the full breadth of econometric theory and methods with mathematical rigor while emphasizing intuitive explanations that are accessible to students of all backgrounds


• Draws on integrated, research-level datasets, provided on an accompanying website


• Discusses linear econometrics, time series, panel data, nonparametric methods, nonlinear econometric models, and modern machine learning


• Features hundreds of exercises that enable students to learn by doing


• Includes in-depth appendices on matrix algebra and useful inequalities and a wealth of real-world examples


• Can serve as a core textbook for a first-year Ph D course in econometrics and as a follow-up to Bruce E. Hansen’s Probability and Statistics for Economists

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