It is a very good and comprehensive book for econometric theory, but generally speaking it is not a very good book for beginer or people who just want to learn basic regression analysis. But we need to think to be able to do academic resarch, it is important to understand the theory and has the ability to use more advanced software rather than standardised softwares. Thinking about the econometric theory carefully in mind rather than treat it as a black box will help you understand better the short comings of the empirical works and figure out a better model to describe the relationship that the resarcher intends to model.

If you want to learn deep and wide, study it carefully but selectively,sice it is a big book and cover lots of areas. A good approach is to focus a specific area first to learn all the tools and techniques than start to extend to other areas.

我觉得不学习理论，永远也不知道计量经济学的真谛。

学习理论推荐[econometric theory and method] by Davidson and Mackinnon