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Title: Trash
Review: The book is comprehensive certainly, but its explanations are so confusing that I just could not understand the differences between GMM, GLS, 2SLS, and IV estimation. Moreover, its index is just about the worst I have ever seen -- it'll introduce GLS, for example, earlier in the text, but if you look up GLS in the index, it'll point you to an obscure reference several chapters down! I would recommend getting Hayashi instead for a gorgeous GMM treatment or Davidson & McKinnon for a thorough intuition of linear projections; Greene may be good as a reference but I don't see it being too helpful. Plus, it's over-priced.
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