Probability and Statistics for Economists

Bruce E. Hansen
University of Wisconsin

Princeton University Press

Copyright 2022

This textbook is the first in a two-part series covering the core material typically taught in a one-year Ph.D. course in econometrics. The sequence is

1. Probability and Statistics for Economists (this volume)
2. Econometrics (the next volume)

To obtain a copy of Probability:

Princeton University Press   (Hardcover, $65)
Amazon   (Hardcover $60, Kindle $49)
Barnes & Noble   (Hardcover $65, Nook $49)
Google Play   (ebook $52)

Among the electronic versions, I recommend the Kindle, as it has good resolution. Kindle books can be read using the free "Kindle for PC" ap, and can be converted to pdf files (for personal use) using a conversion ap such as Epubor.

Solutions for the exercises are NOT available.

Code Archive
This zip folder contains all data and code which are used to create all figures and empirical calculations reported in the book.