This is a working draft. The final version is published by MIT Press (2016).
This is a quick course on modern econometric and statistical theory, along with the underlying ideas from probability and linear algebra that budding econometricians should know. The focus is on foundations and general principles. Although it was written to teach from, there are many solved exercises, making the text well suited to self-study. Exercises, worked examples and sample code are used to reinforce ideas.
A PDF of the working draft can be downloaded from the menu at the top of each page.