If you want to have a book for quick reference and review on basic statistics, this is the one.It is very well written, but it does not give extensive explanations on the topics it covers, because it assumes thereader has already studied the subject.
I think this is the perfect bookfor a Summer course, usually given to entrants PhD students inEconomics.
All the important results that a PhD student in Economics isgoing to use are there, either derived in the body of the text, or as anexercise. By the way, the exercises are very well posed, they present veryinteresting results, and the difficulty level is pretty appropriate.
Thehigh points are Part I - Probability theory, and Part II - StatisticalInference. In the former, generating functions and all relevantdistributions in Statistics are discussed, as well as the mathematicalrelationship between the distributions. In the latter, the instructorshould complete the asymptotic distribution theory with another reference.Part III - Econometrics - should be covered in a real Econometrics course,although it talks about heteroscedaticity, surprisingly including GARCHmodels.
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