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Random Quote: Having despaired of ever resolving the continuum hypothesis, Luzin used to tell his closest students that he didn't know why the cardinality of the continuum must be aleph one. "Who knows"---he quipped sadly---"maybe it'll turn out to be aleph seventeen." --N. Ya. Vilenkin, "In Search of Infinity"

Foundations of Econometric Theory

This is the download page for my graduate level text on econometric theory. The book should be suitable for advanced undergraduate students too. The focus is on fundamental, unifying concepts and rigorous presentation. Please be aware that it's still a work in progress.

You can download all 5MB here: A First Course on Econometric Theory

You can find lecture slides and computer exercises here.

All manner of feedback is most welcome!