According to some senior researchers, the book "Introduction to the theory and practice of econometrics" (by Judge, Hill, Griffiths, Lutkepohl,and Lee, 1982) will be the best choice for beginners.
Of course, Greene's or Hamilton's books are good, but they are not easy to control.
In addition, if you just focus on some areas of econometrics, like time series, you can find the book (Chris Brooks, 2002, Introductory econometrics for finance).
It can teach you essential concepts of time series and do un-complicated empirical studies.
[此贴子已经被作者于2008-7-15 13:26:26编辑过]