A look at the global bestsellers (sold through Amazon) returns the usual suspects for Econometrics. If you are interested in learning about the top 10 best selling books in econometrics in the US, Canada, England, Germany, and France, click HERE. The top-3 bestsellers in July 2010 in the US, Canada, and UK are presented in the image below.
There is an interesting similarity in the choices made by consumers located thousands of miles apart. Consider that Mostly Harmless Econometrics: An Empiricist's Companion by Joshua D. Angrist et al. is listed in the top-3 texts sold in the three large English speaking markets. Also listed twice is Jeffery Wooldridge's Econometric Analysis of Cross Section and Panel Data, which suggests that longitudinal analysis may be in vogue.
Chris Baum’s An Introduction to Modern Econometrics Using Stata is a bestseller in the UK. This book is a must have for applied econometricians who may not be interested in inverting matrices or computing gradients and Hessians!