This is the perfect (and essential) supplement for all econometrics classes--from a rigorous first undergraduate course, to a first master's, to a PhD course.

• Explains what is going on in textbooks full of proofs and formulas
  
• Offers intuition, skepticism, insights, humor, and practical advice (dos and don'ts)
  
• Contains new chapters that cover instrumental variables and computational considerations
  
• Includes additional information on GMM, nonparametrics, and an introduction to wavelets