计量经济学大师 Bruce E. Hansen 的计量经济学讲义，2015 年最新版.
Contents:
1.  Introduction
2.  Conditional Expectation and Projection
3.  The Algebra of Least Squares
4.  Least Squares Regression
5.  A Introduction to Large Sample Asymptotics
6.  Asymptotic Theory for Least Squares
7.  Restricted Estimation
8.  Hypothesis Testing
9.  Regression Extensions
10. The Bootstrap
11. Nonparametric Regression
12. Series Estimation
13. Generalized Method of Moments
14. Empirical Likelihood
15. Endogeneity
16. Univariate Time Series
17. Multivariante Time Series
18. Limited Dependent Variables
19. Panel Data
20. Nonparametric Density Estimation
Appendix A: Matrix Algebra
Appendix B: Probability
Appendix C: Numerical Optimization
Bibliography