Principles of Econometrics, Fifth Edition , is an introductory book for undergraduate students in economics and finance, as well as first-year graduate students in a variety of fields that include economics, finance, accounting, marketing, public policy, sociology, law, and political science. Students will gain a working knowledge of basic econometrics so they can apply modeling, estimation, inference, and forecasting techniques when working with real-world economic problems. Readers will also gain an understanding of econometrics that allows them to critically evaluate the results of others' economic research and modeling, and that will serve as a foundation for further study of the field. This new edition of the highly-regarded econometrics text includes major revisions that both reorganize the content and present students with plentiful opportunities to practice what they have read in the form of chapter-end exercises.
What a book! The author leaves no stone unturned here, even the most obscure forms of regression analysis get their own page. This book has a level of breadth and depth I've never witnessed from any Math book. As an introductory text this is no good but as a reference this is incredible. This one is a keeper.