ECONOMETRICS - Bruce E. Hansen
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This book is intended to serve as the textbook for a
rst-year graduate course in econometrics.
It can be used as a stand-alone text, or be used as a supplement to another text.
Students are assumed to have an understanding of multivariate calculus, probability theory,
linear algebra, and mathematical statistics. A prior course in undergraduate econometrics would
be helpful, but not required.
For reference, some of the basic tools of matrix algebra, probability, and statistics are reviewed
in the Appendix....
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ECONOMETRICS - Bruce E. Hansen
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ECONOMETRICS - Bruce E. Hansen
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