Rating: 
Summary: the best backup there is
Review: I have tried three econometrics textbooks so far (Johnston and DiNardo, Hayashi and Greene) but this is the only one that I can read without having a headache. This is because aside from its technical contents, it also contains lots of anecdotes that make it a pleasure to read. From this book, I could presume that Prof. Kennedy is not only a great researcher but an excellent teacher too. Even the answers to selected problems are explained thoroughly and clearly. Besides, the price is so affordable. Nevertheless, I would prefer to see the geometry of least squares than the Ballantine-Venn diagram utilized in the book. I also agree that GMM should be included in the subsequent editions.
Rating:
Summary: Non-Optional Reading for ANYONE involved in econometrics.
Review: If you are taking a course in econometrics, graduate or undergraduate, there is no good excuse for failing to purchase this book. Kennedy has a tremendous gift for giving readers a vision for the "Forest" of econometrics, which is very handy for those readers trapped in the "trees" of Pindyck & Rubinfeld and William Greene's texts (both of which are excellent, but relatively technical). Kennedy covers an amazingly broad selection of topics in his books. While those having difficulty understanding the field will definitely get a great deal out of the book, don't think for a second that the book is overly simplistic -- an econometrics primer. No, this is not a mere review of OLS for the Gauss-Markov impaired. Kennedy's text covers Bayesian Analysis, Vector Error-Correction Models, and even touches, albeit lightly for my tastes, on such subjects as Kalman filtering and recursive least squares. Kennedy's notes are also very insightful and bring up many issues that dominant textbooks skirt around.
Rating:
Summary: Non-Optional Reading for ANYONE involved in econometrics.
Review: If you are taking a course in econometrics, graduate or undergraduate, there is no good excuse for failing to purchase this book. Kennedy has a tremendous gift for giving readers a vision for the "Forest" of econometrics, which is very handy for those readers trapped in the "trees" of Pindyck & Rubinfeld and William Greene's texts (both of which are excellent, but relatively technical). Kennedy covers an amazingly broad selection of topics in his books. While those having difficulty understanding the field will definitely get a great deal out of the book, don't think for a second that the book is overly simplistic -- an econometrics primer. No, this is not a mere review of OLS for the Gauss-Markov impaired. Kennedy's text covers Bayesian Analysis, Vector Error-Correction Models, and even touches, albeit lightly for my tastes, on such subjects as Kalman filtering and recursive least squares. Kennedy's notes are also very insightful and bring up many issues that dominant textbooks skirt around.
Rating:
Summary: Intuitive and non-mathematical
Review: If you have studied econometrics using books as Maddala, Green, Hamilton etc then this book is definetly for you. It gives a good intuitive exposition of well known methods using a non-technical language. It has lots of references to more techincally advanced books. Kennedys book will not provide you with any formulas for solving problems, this is left for the other econometric and statistic book in the market. Believe it or not, this book is actually difficult to put down ones you started reading it!
Rating:
Summary: Excellent book - A must read
Review: Its abolutely an excellent book. It gives the intuition of different methods and concepts without any mathematical notation. It gives a very good introduction of fundamentals- a very good way to start on any topic. A must read before starting on any traditional text book like Greene, Kmenta etc.
Rating:
Summary: Excellent book - A must read
Review: Its abolutely an excellent book. It gives the intuition of different methods and concepts without any mathematical notation. It gives a very good introduction of fundamentals- a very good way to start on any topic. A must read before starting on any traditional text book like Greene, Kmenta etc.
Rating: 
Summary: Mandatory Reading for Economists
Review: Kennedy's Guide to Econometrics explains econometrics more clearly than any other book I have read. This book will not make you into an econometrician. But, this is definitely the place to start your education on empirical methods in economics. For a book of this size, he covers a lot of territory. He covers the CLR model and hypothesis testing well, and discusses a few other things too. This guide is hardly encyclopedic. However, it covers the things economists need to know most. Kennedy does more than just explain econometrics. He spells out the limits of econometric analysis. Texts often pay little attention to the 'con in econometrics'. Not Kennedy. He discusses the limitations and defects in standard techniques, as well as their advantages. The only thing wrong with this book is that it does not carry the reader along far enough. After reading this book, most reader's will likely move on to a standard (i.e. badly written) econometrics textbook. In contrast, this book is written so well that it almost makes learning econometrics fun!
Rating:
Summary: Great Intuition Builder!
Review: The best intuition builder in both statitics and econometrics. I have been reading the various editions throught my career. Please, keep updating it, Peter Kennedy!
Rating:
Summary: Beautifully written work
Review: The text is doubtless beautiful. If you get stuck with the convoluted and ambiguous terms/concepts while reading other econometrics text, such as Greene, Johston-DiNardo, Amemiya, or even Gujarati,.. this Guide will guide you through the forest of terms and definitions and theorems. I firmly believe only by understanding what the story is all about can one really love the matters. Especially true for the challenging field of econometrics. Strongly recommend this to any students, however "advanced" you are (Prof. Kennedy must be more "advanced" anyway). Right when you get the book you will be grateful for his work.
Rating:
Summary: Excelent
Review: This is the best econometric text for students and teachers
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