I'm looking for a textbook about econometrics, but I'd like to find one with the following features :

  1. Short (350 pag. max)
  2. Introductory
  3. Clear on the math and stats used
  4. With exercises

Do you know a book like this? Thanks!

My purpose is to be able to read it in not too much time and understand the subject without covering all aspects but just the essential.


2 Answers 2


An Introduction to Econometric Theory by James Davidson might be worth a look. It satisfies all your condition at a slim 256 pages.

  • $\begingroup$ It seems really good thanks a lot! $\endgroup$
    – Tortar
    Commented Jan 26, 2021 at 1:08

These are very strict criteria, I dont know good econometrics intro book that would satisfy all of them but one that comes close is Verbeek (2008) A Guide to Modern Econometrics.

  • it is introductory text
  • has exercises at the end of each chapter
  • not sure what exactly is meant by clear on math and stats used but I find that the math there is clear yet rigorous and the book has appendix on math concepts required for the book at the end.

Only criterion that it does not satisfy is page limit. Excluding appendices and preface it has $\approx 400$ pages. With appendices but excluding index and references $\approx 450$ pages. However, I decided to list it anyway because I don't think there is any shorter proper introduction to econometrics out there (for comparison typical introductory modern econometrics textbook runs in between 700-1200 pages).

There are econometrics textbooks that are under 350 but they are field specific. For example, Mostly Harmless Econometrics by Angrist and Pischke is only 325 pages (excluding references, index etc.), but it only focuses on treatment/policy evaluation and has no exercises.

  • $\begingroup$ thanks a lot! I will take a look at it, I can always weaken the conditions :D $\endgroup$
    – Tortar
    Commented Jan 26, 2021 at 1:07

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