Elements of Econometrics

Very good book. I have been using this reference in my course and it has been very welcome by the students. I would suggest this book for all people interested in Econometric theory.

I have been using this book since grad school and continue to use it at work. I enjoy his clear explanation of concepts and would recommend it to the bookshelf of any applied statistician/econometrician.

I have to say that this book is getting a fair amount of negative review unfairly. If what you want is a cook book of quick formulas for application, this is not the book. If however you want a deep understanding of econometrics including proofs of basic concepts, this book is very worthwhile.It is not for those who are not prepared for mathematical rigor, nor is it appropriate for someone who has a casual interest in the subject; but, it is invaluable for anyone who wants a sound theoretical understanding of econometrics.

Jan Kmenta's "Elements of Econometrics" is a must read for all students of economics. It is a valuable reference guide which serves as an introduction to statistical regression methods that are used in economic modeling. It should be quite comprehensible to those who have had introductory courses in economics principles and statistics. I used this text quite extensively in my graduate research when I was attempting to build a quantitative model. I highly recommend it as an indispensible text which builds the foundation for a thorough understanding of the many statistical tools which have become necessary in conducting economic experimentation.