Has anyone ever read the book «Time Series and Panel Data Econometrics» by M. Hashem Pesaran? I'm trying to find a hardcopy near me, but I can't find it anywhere, even in libraries near where I live. Hence this question.
How would you compare the treatment of the subject by him, and Hayashi or Wooldridge? For me the main good points in Hayashi was the mathematical clearness, and rigour. Every demonstration was very rigorous. However, the intuition for the use of certain objects like Instrument Variables, Panel Data, etc. was a bit lacking, also his treatment of time series was almost inexistent.
With respect to Wooldridge, I really like the intuition he gives, but contrary to Hayashi, the proofs are not very rigorous, sometimes lacking in important(at least for me...) details. Also, he defines certain concepts in a very specific context, instead of giving a general definition and working with it right from the start. It's almost too ad-hoc. Also, there's almost no clear separation in the cycle: Motivation->Theorem->Proof->Examples/Properties->More Examples.( Repeat as needed)
Well this was the opinion I made after reading most of Hayashi, and a few hundred pages from Wooldridge.
Can someone help me to by telling me how the book by Pesaran would fit in the scale for someone who has this opinion on Hayashi and Wooldridge?