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Title: Good book for graduate students
Review: This is a good advanced book in econometrics. I would definitely not recommend it to undergrad students unless they are really comfortable with matrix algebra and statistics. It is not an introductory book, but, if the reader has already taken some econometrics courses and needs a more advanced text, this book is very useful, especially for graduate students. It is particularly good at explaining concepts in a way that slightly easier books do not. I use Greene's book as a reference and I have personally contacted William Greene to ask him some questions and he is very friendly and willing to help. I would only suggest using another book for understanding time series since Greene's coverage on that is not great.
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