For all econometrics classes, from a demanding first undergraduate course to a first master's course to a PhD course, this is the ideal (and necessary) supplement. This book Explains what is going on in textbooks full of proofs and formulas, provides skepticism, humor, insights, intuition, and useful guidance (dos and don'ts), includes updated chapters covering computational considerations, instrumental variables, and more. It also includes a refresher on GMM, nonparametrics, and wavelets.