I would definitely recommend M. Verbeek's A Guide to Modern Econometrics. Woolwridge is too worldly (and this long-windedness loses the reader's focus too early in the chapters). Greene (i'm referring to the 5th edition) often gets lost in minutiae: i.e. strives to catalog formulae that are orthogonal to the main subject of the chapter (good for references, but again, not ideal for learning).

i've not read the Hayashi (thought i suspect it's a bit outdated now). Hamilton, is really focused on...TSA so it's a bit off the mark for general econometrics.

I would definitely recommend M. Verbeek's A Guide to Modern Econometrics. Woolwridge is too wordy (and this long-windedness loses the reader's focus too early in the chapters). Greene (i'm referring to the 5th edition) often gets lost in minutiae: i.e. strives to catalog formulae that are orthogonal to the main subject of the chapter (good for references, but again, not ideal for learning).

i've not read the Hayashi (thought i suspect it's a bit outdated now). Hamilton, is really focused on...TSA so it's a bit off the mark for general econometrics.