Quote would suggest also William H Greene "Econometric Analysis" which covers maybe a bit more than Kennedy's book. I respectfully disagree. yoyogi asked for a recommendation for introductory econometrics book, and Greene, while vast in it's scope cannot fit this bill. As a student of Greene's 5th Edition, I can say that the "bible" of econometrics is for reference purposes only.I would recommend, as a few other have in the past:1. Revising your elementary stats.2. Gujarati's "Basic Econometrics" now available in a spanking new edition3. Econometric Methods by Johnston and Dinardo4. Once you have attained some mastery over basic econometrics and feel like pursuing large sample theory, proceed to Greene.
Last edited by adas
on June 17th, 2004, 10:00 pm, edited 1 time in total.