Introduction to Econometrics
Bruce E. Hansen
University of Wisconsin

Chapter Headings:
1. Basic Probability Theory
2. Random Variables
3. Parametric Distributions
4. Multivariate Distributions
5. Normal and Related Distributions
6. Sampling
7. Law of Large Numbers
8. Central Limit Theory
9. Advanced Asymptotic Theory
10. Maximum Likelihood Estimation
11. Method of Moments
12. Numerical Optimization
13. Hypothesis Testing
14. Confidence Intervals
15. Shrinkage Estimation
16. Bayesian Methods
17. Nonparametric Density Estimation
18. Empirical Process Theory
Appendix: Mathematics Reference
References