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This is the perfect (and essential) supplement for all econometrics classes--from a rigorous first undergraduate course, to a first master's, to a PhD course. * Explains what is going on in textbooks full of proofs and formulas * Offers intuition, skepticism, insights, humor, and practical advice (dos and don'ts) * Contains new chapters that cover instrumental variables and computational considerations * Includes additional information on GMM, nonparametrics, and an introduction to wavelets