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Introduction to Econometrics (Addison-Wesley Series in Economics)
In this new textbook by distinguished econometricians James H. Stock and Mark W. Watson, real-world questions and data from actual empirical studies open a window through which the vitality and relevance of econometrics come into clear focus. The breadth of topics - including an introduction to program evaluation, panel data methods, instrumental variables regression, and ...more
Hardcover, Second Edition, 796 pages
Published July 31st 2006 by Addison Wesley
(first published August 1st 2002)
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Dec 11, 2016 Keith Brown rated it it was ok · review of another edition
Although I've nothing to compare it against, the book lacks usability. Too much of the rendering of equations is written in block text rather than using any diagrams. There are other points where equations are re-render/substituted/expanded/simplified without explanation. One is left to figure out these leaps on his own. That's not instruction or elucidation. Typical academic fair whereby the author is too far removed from his audience (an introductory one) so that much is lost.
This is a decent undergraduate econometrics textbook, but I think that "Introductory Econometrics: A Modern Approach" by Jeffrey Wooldridge is a much better choice for learning econometrics. For this book, the Introduction to Econometrics website provides some useful links and resources.
Stock's Introduction to Econometrics is probably the best undergrad text I've found on regression, explaining even some fairly advanced topics in an accessible way. I've used it extensively to try to understand some of the hairier concepts I've been dealing with in my first-year grad sequence.