Greene's book is a drudgery to read book since it is theoretically based however does not provide what a theoretical book should provide especially on poorly explained the statistics definition both in math motivation and historical background, also it left out math proof on 40 percent of the theorem. Woolridge's more advanced econometric book is even worse although it list out historical background and reference, since not only it is too wordy, it is impossible to use these words to replace the abundant missing math details. The description on how to applied the econometric theorem is also too technical on that book but that is useless to general user since they won't understand any of theoretic and applied econometrics. Overall, Greene's book is better compare to woolridge even it is bad since it give hint to how to fill out the missing details

That is why my friend sell these book back after he finish his courses

Are there good step by step math intense books substitute for greene's and woolridge more advanced Econometric Analysis books? I already had Hayashi's and Ruud's book and johnston's Econometric Method is also one of my books, however Johnston's book is also lack of detail to be a introductory graduate textbook. What else is a good one that cover general econometric topics and please explain in detail why do you think that they are as good as or even better than Hayashi and Ruud that cover some new topics other than the two that already teach?

contents of Hayashi and Ruud

1) http://press.princeton.edu/TOCs/c6946.html


  • $\begingroup$ Argh, I just bought BOTH these books. They are in the mail. That said, possible duplicate of this question economics.stackexchange.com/questions/4525/… $\endgroup$ – Jamzy May 5 '15 at 3:38
  • $\begingroup$ @Jamzy The another one question you pointing out seems to me too specifics instead of asking books with general topics like mine. $\endgroup$ – Victor May 5 '15 at 3:43
  • $\begingroup$ I thought that might be the case. Thought I'd post it anyway. Might have been useful. $\endgroup$ – Jamzy May 5 '15 at 3:44
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    $\begingroup$ What is a "quantifiable book"? And also what econometrics topics are you interested in, and are not covered by the books you mention and with which it seems that you work well with? $\endgroup$ – Alecos Papadopoulos May 5 '15 at 3:53
  • $\begingroup$ Bierens' Introduction to the Mathematical and Statistical Foundations of Econometrics is pretty rigorous in the mathematical basis of econometrics. $\endgroup$ – Herr K. Dec 26 '15 at 21:15

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