I am going to be taking econometrics in the upcoming semester and i want to get a better idea of what to expect from the course. So i was wondering if anyone could suggest a good introductory econometrics book for this purpose.
Intro: Davidson and MacKinnon -- Econometric Theory and Methods (very good on intuition & geometric interpretation behind the early topics, like the regression, etc.); http://econ.queensu.ca/ETM/etm-info.html
Depth: Hayashi -- Econometrics (solid both on theory and empirical applications); http://press.princeton.edu/titles/6946.html
thanks for the great suggestions i started off with the gujurati text and i skimmed through the wooldridge and i have to say i kind of like the wooldridge text better and i think ill leave the more in depth books for the summer since next fall il be taking applied econometrics 1 and 2.
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