This is a free, online textbook that is available as a pdf. "This book is intended to serve as the textbook for a rst-year graduate course in econometrics. It can be used as a stand-alone text, or be used as a supplement to another text. Students are assumed to have an understanding of multivariate calculus, probability theory, linear algebra, and mathematical statistics. A prior course in undergraduate econometrics would be helpful, but not required."