TY  - BOOK
AU  - Hansen,Bruce E.
AU  - 
TI  - Econometrics
SN  - 9780691235899
U1  - 330.015 23/eng/20211112
PY  - 2022///
CY  - Princeton, New Jersey
PB  - Princeton University Press, 
KW  - Econometrics
N1  - Includes bibliographical references (pages 1021-1031) and index; 
Chapter 1. Introduction
Part I. Regression. Chapter 2. Conditional expectation and projection
Chapter 3. The algebra of least squares
Chapter 4. Least squares regression
Chapter 5. Normal regression
Part II. Large Sample Methods. Chapter 6. A review of large sample asymptotics
Chapter 7. Asymptotic theory for least squares
Chapter 8. Restricted estimation
Chapter 9. Hypothesis testing
Chapter 10. Resampling methods
Part III. Multiple Equation Models. Chapter 11. Multivariate regression
Chapter 12. Instrumental variables
Chapter 13. Generalized method of moments
Part IV. Dependent and Panel Data. Chapter 14. Time series
Chapter 15. Multivariate time series
Chapter 16. Nonstationary time series
Chapter 17. Panel data
Chapter 18. Difference in differences
Part V. Nonparametric Methods. Chapter 19. Nonparametric regression
Chapter 20. Series regression
Chapter 21. Regression discontinuity
Part VI. Nonlinear Methods. Chapter 22. M-Estimators
Chapter 23. Nonlinear least squares
Chapter 24. Quantile regression
Chapter 25. Binary choice
Chapter 26. Multiple choice
Chapter 27. Censoring and selection
Chapter 28. Model selection, Stein shrinkage, and model averaging
Chapter 29. Machine learning
Appendixes. Appendix A. Matrix algebra
Appendix B. Useful inequalities
N2  - "An introductory PhD-level textbook for one of the first and most foundational courses every economics graduate student must take"--
ER  -