This book is an attempt by the author to teach econometrics through the logic of theorem-proof.

This method imposes clarity on the framework of assumptions under which estimation methods can be applied, and therefore contributes to the comparative examination of estimators in applications with empirical data.

It was a conscious choice - partly guided by the author's research interests - to focus the topics under consideration on the econometric analysis of time series.

The goal was for the material to have flow and coherence based on fundamental concepts of econometrics, such as the method of least squares, the likelihood function, and the convergence of sequences of random variables.

[Excerpt from the text on the back cover of the edition]