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Table of contents
Econometrics from First Principles
A graduate path from Wooldridge-style foundations to credible empirical research
Read each section in order. Every title can be opened as a TheoryTrace document.
- Cover1
- Copyright2
- How to read this book3
- Introduction4
- Chapter 1: Econometric Questions and Causal Thinking5
- Chapter 2: Probability Foundations for Econometrics6
- Chapter 3: Statistical Inference and Large-Sample Logic7
- Chapter 4: The Simple Regression Model8
- Chapter 5: Multiple Regression and Ceteris Paribus Interpretation9
- Chapter 6: The Matrix Algebra of OLS10
- Chapter 7: Inference in Linear Regression11
- Chapter 8: Heteroskedasticity and Robust Inference12
- Chapter 9: Endogeneity and Identification13
- Chapter 10: Instrumental Variables and Two-Stage Least Squares14
- Chapter 11: Generalized Method of Moments15
- Chapter 12: Maximum Likelihood and Quasi-Maximum Likelihood16
- Chapter 13: Binary Response Models17
- Chapter 14: Models for Discrete, Censored, and Limited Outcomes18
- Chapter 15: Panel Data: Fixed Effects, Random Effects, and First Differences19
- Chapter 16: Advanced Panel Data and Dynamic Models20
- Chapter 17: Difference-in-Differences and Event Studies21
- Chapter 18: Regression Discontinuity Designs22
- Chapter 19: Matching, Weighting, and Treatment Effects23
- Chapter 20: Time Series Econometrics24
- Chapter 21: Model Selection, Prediction, and Machine Learning Interfaces25
- Chapter 22: Empirical Research Workflow26
- Conclusion27