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I've recently got accepted into a PhD Program in Economics and I'm looking for textbooks that can help me in my preparation. I need a book (or books) that fit my needs and that take into account my background.

Needs: -Mathematical rigor -Introductory -Suited to an Economics student -I'm especially interested in Econometrics, so I would not want a book which focus heavily on topics studied by Statisticians and not by Econometricians.

Background: -I've taken one course on Real Analysis and some introductory lectures on Measure Theory.

Topics: Probability: multivariate random variables, expectation, conditional expectation, limit theorems. Statistics: Estimation, properties of estimators, hypothesis testing, sample distributions, Asymptotic Theory

Thanks!

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I used Greene's Econometric Analysis, during my studies. Rigorous, but not so easy.

You'll probably also need something on time series, I'd suggest Brockwell & Davis' Time Series: Theory and Methods.

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I highly recommend this combination:

Statistical Inference by Casella & Berger

Econometrics by Fumio Hayashi

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