ISBN0321278879

This is a classic econometrics book. I think it's easy to understand without being too basic.

I found the book to be adequate in terms of how well-written it is, but lacking in many areas that keep it from getting anything higher than 3 stars.

My biggest gripe is that there are few examples. I really took this for granted, and didn't notice how important it was until they were taken out. In classes like math, you can easily get lost in all the notation in each formula. Examples are important because they show you how to use that formula in a real application. The book lacks examples, and this really makes it harder to understand what Stock and Watson are talkin about.

Another thing I'd like are answers to their problems. This is just useful so that you can check whether you are doing the problems at the end of the chapter right. Otherwise, you're completely clueless on how well you are doing.

It is clearly written and has a good level of detail. The very experienced authors were able to get the level right for beginners, while keeping precision and adding examples and current topics of interest even to more experienced users. Definitely a great buy!

The Gujarati book is MUCH better. I re-read the chapters and still have no idea whats going on. DONT buy this book.

This will be used for an entry graduate level, non-econ majors course in econometrics. The exposition is clear, logical and does not contain any math that is not absolutely required. Also contains examples without bogging down on them. It does not contain much mention of the software, but that may be on the associated website that I have not checked out.