2011 至 2018 年間，本魯在臺大經濟系講授博士班計量經濟理論，前後編寫了 408 頁的課程講義。此後，就不再開授過經研所博士班程度的計量經濟理論的課，於是這些講義便寂寞地躺在電腦資料夾的深處。
與其讓它們就這麼塵封著，不如讓它們以比較體面的姿態，繼續寂寞地躺在資料夾深處——於是這陣子本魯動手做了大幅的修訂與擴充。
當然，若想跟著一流計量經濟學家學一流的計量經濟理論，絕對該讀 Bruce Hansen 那本堪稱聖經的磚頭巨著；當代的經濟學博士生們也大多是啃著那本聖經級的磚頭計量巨著。但萬一真有人？想學？一位邊陲國家的三流計量經濟學家，如何以三流的方式學計量經濟理論，那麼下面這兩本，就絕對是 must read：
- 《Econometric Theory》教科書 ——551 頁
- 《Solutions Manual》習題詳解 ——524 頁（各章章末習題皆附逐步完整解答，便於自修）
兩份 PDF 檔皆可下載。（沒有要出版，單純教學用途、純粹分享給運氣不好的人讀到）
教科書《Econometric Theory》完整目次（27 章 + 3 附錄，共 551 頁）
Part I — Foundations and the Linear Model
1. Introduction: Identification, Estimands, and the Aims of Econometrics.
2. The Conditional Expectation Function, Linear Projection, and Conditional Quantiles
3. The Algebra and Geometry of Least Squares
4. Finite-Sample Theory of Least Squares
5. Hypothesis Testing in the Normal Regression Model
6. Large-Sample Theory for Least Squares and Quantile Regression
7. Time-Series Building Blocks and Dependent-Data Asymptotics
8. Heteroskedasticity, Clustering, and Robust Inference
9. The Bootstrap, Subsampling, and Resampling Inference
10. Nonparametric Regression
Part II — Instrumental Variables, GMM, and Efficient Estimation
11. Endogeneity, Instrumental Variables, and Two-Stage Least Squares
12. Generalized Method of Moments
13. Maximum Likelihood, Quasi-Maximum Likelihood, and M-Estimation
14. Semiparametric Efficiency
Part III — Models for Special Data
15. Discrete Response Models
16. Panel Data Models
17. Limited Dependent Variables and Sample Selection
Part IV — Causal Inference and Treatment Effects
18. Potential Outcomes and the Evaluation Problem
19. Selection on Observables: Regression, Propensity Scores, and Doubly-Robust Estimation
20. Instrumental Variables and the LATE Framework
21. Marginal Treatment Effects and the Generalized Roy Model.
22. Difference-in-Differences and Event Studies
23. Regression Discontinuity Designs.
Part V — Distributional Methods
24. Quantile Regression
25. Distribution Regression and Counterfactual Analysis
26. Distributional and Quantile Treatment Effects
Part VI — Modern Topics
27. High-Dimensional Controls and Double/Debiased Machine Learning
Appendices
A. Matrix Algebra
B. Probability and Distribution Theory
C. Empirical Processes
Jauer 