<h1>Econometrics</h1><h2>Bruce E. Hansen <br/>University of Wisconsin </h2><p>Revised: January 17, 2008 <br/>Copyright 2000, 2008 <br/><br/>This is a draft of an incomplete first-year Ph.D. econometrics textbook. <br/>This manuscript may be printed and reproduced for individual or instructional use, but may not be printed for commercial purposes.<br/>Comments are welcome. <br/><br/>Chapter Headings: <br/>1. Introduction <br/>2. Regression and Projection <br/>3. Least Squares Estimation <br/>4. Inference <br/>5. Additional Regression Topics <br/>6. The Bootstrap <br/>7. Generalized Method of Moments <br/>8. Empirical Likelihood <br/>9. Endogeneity <br/>10. Univariate Time Series <br/>11. Multivariante Time Series <br/>12. Limited Dependent Variables <br/>13. Panel Data <br/>14. Nonparametrics <br/>Appendix A: Matrix Algebra <br/>Appendix B: Probability Theory <br/>Appendix C: Asymptotic Theory <br/>Appendix D: Maximum Likelihood <br/>Appendix E: Numerical Optimization <br/>Bibliography <br/></p><br/>