A Course in Econometrics

Rating:
Summary: Nice starter
Review: It is a useful book to understand some of the basics in econometrics.

Rating:
Summary: Good for graduate students with high level in econometrics
Review: It is an essential book if you study econometrics at a PhD level, otherwise maybe it is too complete and not easy to understand without previous knowledge.

Rating:
Summary: Very readable by your own self.
Review: Maybe this is one of the most famous books in classical econometrics now at graduate level. Different from other overwhelming econometrics text books (e.g., Greene), this textbook is very readable and still practical. I liked it.

Rating:
Summary: outdated
Review: One of my professors (Josh Angrist) said once that a lot of peple can run regression, but very few understand what regression is. This book can help you to understand what you actually estimate by applying regression. The problem with this book that it's outdated. Discussion of asymptotic theory is unsufficient, there is nothing on IV or GMM estimation. I would recommend to buy Davidson and MacKinnon "Estimation and Inference In Econometrics" instead of this one.

Rating:
Summary: Excellent as an introduction and as a reference.
Review: This is one of those rare textbooks that manages to be both a good introduction to the subject and a useful reference. Readable on the first try and well organized. Highly recommended.

Rating:
Summary: Terse but very good
Review: This textbook for advanced undergraduates or first-year graduate students leads the reader through the basic concepts and statistical procedures of econometrics. The extensive use of matrix notation allows the reader to easily apply Goldberger's formulae to actual data (especially with computer packages such as Gauss and Matlab). Although the author gives brief treatments which sometimes require several readings to be fully understood, he is by no means unclear or confusing. Quite the contrary, as the book is very concise. Sections which I found especially useful and interesting were: 22.5 Statistical versus Economic Significance, 23 Multicollinearity (actually humorous!), and 24 Regression Strategies.