Introduction to Statistics and Econometrics

Rating:
Summary: Concise and Complete
Review: This is a fairly short book that nevertheless manages to give a complete and rigorous treatment of probability, statistics and econometrics at the first year level for graduate students in economics. It is a much better read than the econometric tomes by Greene, Judge, etc., firstly because it is an order of magnitude shorter, and secondly because it covers statistics very seriously. The book does not use the cookbook approach of merely teaching the techniques, but rather forces one to think more deeply about the fundamentals.