From the reviews of the third edition:

„Teaching econometrics is not an easy task. There is always this elusive balance between mathematical rigour and economic intuition … . This textbook … keeps this balance perfectly well, and does a good job at persuasion too. … It teaches mostly by example, appeals a lot to intuition, and provides numerous real world data sets to practice … . It is therefore also well suited for self study and can be recommended … . a most useful text for an econometrics course anywhere.“ (Walter Krämer, Statistical Papers, Vol. 44 (1), 2003)

„The book is intended for a first year graduate course on econometrics, and the book strikes a balance between a rigorous approach that proves theorems and a completely empirical approach. The exercises contain theoretical problems that should supplement the understanding material in each chapter. … The book covers a wide range of econometric fields and presents many applications with real data sets which enable the reader to understand and to interpret the empirical results of the theoretical approaches.“ (Herbert S. Buscher, Zentralblatt MATH, Vol. 1007, 2003)