Online Textbooks in Advanced Econometrics and Quantitative Techniques

Work-in-progress as of early 2026, using a succession of models to show "how I think about going from an economic model to an econometric model, how to estimate these econometric models, and how to communicate their results." in a Bayesian framework

This 116-page textbook was adapted from a series of handouts used in a graduate-level course in mathematics for economists. Downloadable as a PDF file, it has four chapters (Linear algebra, Calculus, Constrained Optimization and Dynamics) plus 14 pages of exercises. Economics applications are given throughout the text. The book is dated 1999.