A Primer in Econometric Theory (Mit Press)

Item was of the most moderate quality. Passable delivery. Reasonable packaging. Seller is average.

This is an excellent text covering a wide range of topics. There are plenty of examples and many exercises (with solutions!) which test key concepts without requiring a ton of "cleverness," making the textbook useful for expedient self-study. Indeed, it's one of the few mathematical works that I've managed to read cover-to-cover.

¿What skills should you master to do modern econometrics and beyond? That is answered by Stachurski's. A text that points to the basis of all the topics included, without distractions; but with more than enough exercises to practice. I am still working on it.

I would recommend the book to students who like econometrics.

Here is the deal: I have a PhD in Economics was never good with data tools. Every Econometrics class I took started with linear regression and proceeded from there. I think this is a terrible way of teaching it. This book is different. It blends Probability theory well with statistics then adds Econometric tools as part of a bigger picture. It provides a lot of intuition. It also provides a better framework to add more skills in fields like machine learning as well. You can read this book on top of your undergraduate education then specialize on whatever you are going to do.Besides you should check his quant-econ website.

Concise and modern treatment of theoretical econometrics. Good balance between rigour and intuition. The most important prerequisites are undergraduate-level real analysis and linear algebra. Previous exposure to probability theory is helpful but not absolutely necessary.