Principles of Econometrics is an introductory book for undergraduate students in economics and finance, and can be used for MBA and first-year graduate students in many fields. The 4th Edition provides students with an understanding of why econometrics is necessary and a working knowledge of basic econometric tools. This text emphasizes motivation, understanding and implementation by introducing very simple economic models and asking economic questions that students can answer.
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.