1.3 Why did I write this?

I have a strong opinion about the best order to teach the material in ECON 4750. And, although, there are a number of advanced undergraduate textbooks in Econometrics that I like and reference as I teach the course, none of them go in the same order that I would like to teach. Therefore, I think one way that I can both go in the order that I want to during the semester without confusing you (the student) too much is to provide a detailed set of references to material that we are covering throughout the semester.

The book that I strongly suggest for the course is Stock and Watson. By the end of the semester, we will have covered in much detail the first 14 chapters of the textbook (and some topics we will have covered in substantially more detail than in the textbook). If I had more time, the next topic that I would cover in this course would be Time Series Econometrics. I used to cover this material in the current course, but I have found that I am happier with the tradeoff of understanding slightly fewer topics better relative to covering more topics but at a faster pace. Time series is especially important for students who are interested in macroeconomics or finance. Fortunately, we offer a time series econometrics course, and, if you take it, you should be well prepared for it coming out of this course.