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.

• Cover
• Copyright
• How to read this book
• Introduction
• Chapter 1: Econometric Questions and Causal Thinking
• Chapter 2: Probability Foundations for Econometrics
• Chapter 3: Statistical Inference and Large-Sample Logic
• Chapter 4: The Simple Regression Model
• Chapter 5: Multiple Regression and Ceteris Paribus Interpretation
• Chapter 6: The Matrix Algebra of OLS
• Chapter 7: Inference in Linear Regression
• Chapter 8: Heteroskedasticity and Robust Inference
• Chapter 9: Endogeneity and Identification
• Chapter 10: Instrumental Variables and Two-Stage Least Squares
• Chapter 11: Generalized Method of Moments
• Chapter 12: Maximum Likelihood and Quasi-Maximum Likelihood
• Chapter 13: Binary Response Models
• Chapter 14: Models for Discrete, Censored, and Limited Outcomes
• Chapter 15: Panel Data: Fixed Effects, Random Effects, and First Differences
• Chapter 16: Advanced Panel Data and Dynamic Models
• Chapter 17: Difference-in-Differences and Event Studies
• Chapter 18: Regression Discontinuity Designs
• Chapter 19: Matching, Weighting, and Treatment Effects
• Chapter 20: Time Series Econometrics
• Chapter 21: Model Selection, Prediction, and Machine Learning Interfaces
• Chapter 22: Empirical Research Workflow
• Conclusion