Econometrics Streamlined, Applied and e-Aware

Most good texts arise from the desire to leave one's stamp on a discipline

by training future generations of students, driven by the recognition that

existing texts are de cient in various respects. My motivation is no di erent,

but it is more intense: In recent years I have come to see most existing texts

as highly de cient, in four ways.

First, many existing texts attempt exhaustive coverage, resulting in large

tomes impossible to cover in a single course (or even two, or three). Economet-

rics, in contrast, does not attempt exhaustive coverage. Indeed the coverage

is intentionally selective and streamlined, focusing on the core methods with

the widest applicability. Put di erently, Econometrics is not designed to im-

press people with the breadth of my knowledge; rather, it's designed to teach

real students, and it can be realistically covered in a one-semester course.

Core material appears in the main text, and additional material appears in

the end-of-chapter \Exercises, Problems and Complements."