OK, I think you know the answer I want youall to give to the above question . . . anyway, I got the following email from someone who will be an assistant professor teaching econometrics to masters students:
I have not yet decided on a textbook. I’ve been reviewing books like Stock and Watson, though, and Greene’s econometrics textbook, but I’m undecided. I purchased your book with Jennifer Hill the other day, and absolutely love it. I love how readable it is, and how practical it is in its orientation, but at the same time, how rigorous it is. Ordinarily, I am selecting among textbooks that are practical and readable but not technical, or (as is usually the case) technical but not aimed towards the practitioner and hardly readable. That said, I was wondering that since I’m not finished with the book, whether you could advise me about the appropriateness of your book for a masters level econometrics course in an economics department?
My quick answer is, Yeah, I think it would be excellent for an econometrics class if the students have applied interests. Probably I’d just go through chapter 10 (regression, logistic regression, glm, causal inference), with the later parts being optional.
But what do others think? My book does have a blurb from an economist, but is there essential info for an econometrics class that’s not in our book?
P.S. to readers: I’m usually pretty good at trimming the gratuitous compliments from these emails–I kept them in here only because they are, as they say in the movies, essential to the plot.