My favorite econometrics textbook

The website http://www.econometricsbooks.com discusses popular econometrics textbooks. I find the information very useful.

My favorite textbook is Introductory Econometrics: A Modern Approach. I would call it an intermediate level textbook which discusses almost every topic we will use in accounting research. I also like Basic Econometrics. It is an introductory level textbook, but it gives me much intuition behind theories, which I find is very helpful.

Of course Econometrics Analysis is classic, but I would like to categorize it as “intimidating” level. My professor told me he read it through many times and I just said “Wow”.

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