Introductory Econometrics by Jeffrey Wooldridge (2005, Hardcover)

I bought this book as a supplement for 1st year Masters Econometrics, and I wish my Prof. would use this book instead of Maddala's (although GS is good in his own right).

Wooldridge has written an incredibly clear, easy-to-understand book on the subject, perfect for any senior undergrad taking the subject, or as an intro in graduate studies. This book focuses mainly on cross-sectional and, later on, time-series data, only "briefly" mentioning more advanced topics such as panel data. (I'm only a few chapters into it).

I recommend this book to anybody wanting a great into to econometrics.