Title: The most careful ecmtx textbook I know
Product review: As you may guess from the title, I loved Hamilton's book. I must definitely disagree with all those who find it too technical. Rather on the contrary, I would say. Admittedly, entire pages with greek letters look intimidating at first glance. But what Hamilton actually does is making a huge effort (unlike most of his competitors) to actually explain the details of the derivations, thereby helping the reader a lot. You'll learn to appreciate this a lot by the time you start developing sth. on your own rather than simply applying existing techniques.By now, I've been through most of the chapters and I'm yet to find a typo, let alone a major mistake. Whenever I wanted to learn sth. about Time Series Analysis, Hamilton provided a good starting point, if not more.I am waiting for the second edition!
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