Random Quote: The goal of the scientist is to comprehend the phenomena of the universe that he observes around him. To prove that he understands he must be able to predict. To predict quantitatively one must have a mechanism for producing numbers, and this necessarily entails a mathematical model. – Richard Bellman
This is the homepage page for my advanced undergrad / graduate level text Econometric Theory. The focus is on fundamental, unifying concepts and rigorous presentation. Please be aware that it’s still a work in progress. All feedback and suggestions are most welcome. Please send to email@example.com
You can download all 4MB here.
The computer labs contain many solved exercises.