Best Book on Econometrics

Hi!

I want to get deeper into econometrics (I have some solid foundation in
statistics already) and would be glad if somebody could point me to the
"best" econometrics book which also has some more advanced stuff in it
and is fairly comprehensive.

Thanks a lot,
Bob

.

Relevant Pages

  • Re: future of statistics and econometrics
    ... statistics and econometrics (especially in methodogical areas and ... I've only brushed against econometrics, ... Maybe, once the computers were big enough to 'fit' them, ... Pagan, Three econometric methodologies: ...
    (sci.stat.math)
  • Re: future of statistics and econometrics
    ... statistics and econometrics (especially in methodogical areas and ... I've only brushed against econometrics, ... Econometricians certainly use MCMC methods and the bootstrap. ... didn't expect MCMC to apply so much is that time series data are ...
    (sci.stat.math)
  • Re: future of statistics and econometrics
    ... statistics and econometrics (especially in methodogical areas and ... I've only brushed against econometrics, ... Maybe, once the computers were big enough to 'fit' them, ... Pagan, Three econometric methodologies: ...
    (sci.stat.math)
  • Re: future of statistics and econometrics
    ... Let me disagree a touch with Rich with regard to the econometrics part ... statistics and econometrics (especially in methodogical areas and ... be engaged in building enormous models, ... Econometricians certainly use MCMC methods and the bootstrap. ...
    (sci.stat.math)
  • Re: Econometrics in Panel data?
    ... econometrics stuff? ... languages, along with Python. ... There are many statistics packages and programming languages used in ... Enough programmers still use Fortran that major hardware vendors such ...
    (comp.lang.python)