Bruce Hansen's Econometrics textbook

Dave Giles over at Econometrics Beat points out that the new version of Bruce Hansen's Ph.D.-level econometrics textbook is now available. It's freely available as a pdf in both standard and iPad formattings, and flipping through it a bit it seems to be quite readable. I particularly like the opening quote from Ragnar Frisch, first editor of Econometrica and, apparently, progenitor of the term "econometrics":

"[T]here are several aspects of the quantitative approach to economics, and no single one of these aspects, taken by itself, should be confounded with econometrics. Thus, econometrics is by no means the same as economic statistics. Nor is it identical with what we call general economic theory, although a considerable portion of this theory has a definitely quantitative character. Nor should econometrics be taken as synonymous with the application of mathematics to economics. Experience has shown that each of these three view-points, that of statistics, economic theory, and mathematics, is a necessary, but not by itself a sufficient, condition for a real understanding of the quantitative relations in modern economic life. It is the unification of all three that is powerful. And it is this unification that constitutes econometrics."

Topics covered are below the fold.

Chapter Headings: 
1. Introduction
2. Conditional Expectation and Projection
3. The Algebra of Least Squares
4. Least Squares Regression
5. A Introduction to Large Sample Asymptotics
6. Asymptotic Theory for Least Squares
7. Restricted Estimation
8. Hypothesis Testing
9. Regression Extensions
10. The Bootstrap
11. Nonparametric Regression
12. Series Estimation
13. Quantile Regression
14. Generalized Method of Moments
15. Empirical Likelihood
16. Endogeneity
17. Univariate Time Series
18. Multivariante Time Series
19. Limited Dependent Variables
20. Panel Data
21. Nonparametric Density Estimation
Appendix A: Matrix Algebra
Appendix B: Probability
Appendix C: Numerical Optimization 

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