Introductory Econometrics

I might be biased given that professor Goldberger taught at my undergrad school. But this book is quite nice. I can see how for some people it is not clear enough: this book is a rigorous, little, dense brick packed with information and no fancy/cute diagrams. To really get something out of it, i could not just read it, but rather had to sit down with pen and paper and write down along the concepts. If you are willing to do that, then you will really enjoy it, as i certainly did.

This book begins with the simplest of concepts and gradually builds into more complex concepts by the end of the book. In the mean time the reader attains a better understanding of each issue while slowly broadening his scope at a pace that is very comfortable.