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Hayashi’s Econometrics promises to be the next great synthesis of modern econometrics. It introduces first year Ph.D. students to standard graduate econometrics material from a modern perspective. It covers all the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration.
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dure in econometrics. This chapter covers the finite- or small-sample properties of the OLS estimator, that is, the statistical properties of the OLS estimator that are valid for any given sample size. The materials covered in this chapter are entirely standard. The exposition here differs from that of most other textbooks in its empha-

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