My favorite econometrics textbook

The website discusses popular econometrics textbooks. I find the information very useful.

My favorite textbook is Introductory Econometrics: A Modern Approach. I would call it an intermediate level textbook. It discusses almost every topic that we will use in accounting research. I also like Basic Econometrics. Although it is an introductory level textbook, it explains intuition behind theories very well, which I find very helpful.

Of course, Econometrics Analysis is classic. But I would like to categorize it as “intimidating” level. My professor told me that he read through it many times and I just said “Wow”.

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