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Rating: 
Summary: Like the curate's egg: good in parts
Review: An uneven book. Some of the explanations are clear and the long applications can be quite interesting and useful. However, several times the authors do not give an explanation that would be intuitively easier to understand. It would also have been helpful to provide some simpler, even if artificial, examples in addition to the longer applications.These can no doubt be fixed in a second edition. At present, the revised edition of Wooldridge or even the older Jack Johnston is more intuitively appealing, while Greene is more complete.
Rating:
Summary: Good intro book, bad in time series
Review: I used Stock&Watson for my first undergraduate econometrics course. I liked it at the time but as I advance in time series I find that one could be much better prepared in this area from an intro course. Time series is a very interesting and big area and using Stock&Watson for the first course in econometrics gives one the impression that it is only a side topic.
Rating:
Summary: Good intro book, bad in time series
Review: I used Stock&Watson for my first undergraduate econometrics course. I liked it at the time but as I advance in time series I find that one could be much better prepared in this area from an intro course. Time series is a very interesting and big area and using Stock&Watson for the first course in econometrics gives one the impression that it is only a side topic.
Rating: 
Summary: A very helpful and well written textbook
Review: I've only used one other econometrics textbook and this the superior of the two. I felt that the text was excellently written, and gave the instructor and the student the option of treating the subjects as technical or less technical and more conceptual. The appendix in the end of the chapters are very helpful and clearly written. The examples and the outline of the material are clear and concise. This textbook seems very flexible. I recommend it.
Rating:
Summary: A very helpful and well written textbook
Review: the authors are all around when they write this book. hard to understand explanations and few examples. i would recoment my professor another book but we started with this one. :(
Rating: 
Summary: hard to understand
Review: the authors are all around when they write this book. hard to understand explanations and few examples. i would recoment my professor another book but we started with this one. :(
Rating:
Summary: THE BEST
Review: This is a great textbook for undergraduate econometrics (some graduate students would also benefit from some chapters, like the one on Instrumental Variables, or Program Evaluation, or the chapters on Time Series & Forecasting). No wonder Mark Watson is one of the authors, since he is one of the best teachers I ever had. The book is clear, and it skips a lot of useless, obsolete stuff that most undergraduates have typically to go over just because everyone else has gone over it before. No time wasted with homoskedasticity, "fixed" regressors, Durbin-Watson. Everything is based on large-sample theory, the regressors are never assumed to be "nonstochastic", and homoskedasticity is treated as an exception (which is what happens in practice), not as a rule. There are nice, long empirical applications in each chapter, and some examples are dealt with in more chapters, so that you can see how new concepts are applied to the same problem, and how our understanding of the problem changes and improves with more refined tools. For more advanced students, mathematical appendixes (and a few chapters at the end) also provide reasonably accessible but relatively complex proofs. A great book.
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