A Guide to Econometrics

This is the perfect (and essential) supplement for all econometrics classes – from a rigorous first undergraduate course, to a first master´s, to a PhD course.

Explains what is going on in textbooks full of proofs and formulas

Offers intuition, skepticism, insights, humor, and practical advice (dos and don´ts)

Contains new chapters that cover instrumental variables and computational considerations

Includes additional information on GMM, nonparametrics, and an introduction to wavelets