Book to bridge Wooldridge intro and the matrix-notation stuff for a first MSc econometrics course?
Starting an MSc in economics in September and trying to get a head start. My BSc was economics and business with no econometrics in it at all, only statistics, so I'm fine with the basics and not much past that.
My lecture notes are actually good and I've been working through them alongside Wooldridge's Introductory Econometrics. The problem is the module has changed hands, so I don't have the new professor's notes. All I know is that they'll still be working off Wooldridge, the graduate one (Cross Section and Panel Data), and that book is quite long.
So I'm after something shorter that still uses graduate notation, matrix form, and ideally with exercises to work through.
The topics for the first module are OLS and GLS in matrix form, heteroskedasticity, clustering, Wald/LR/LM, IV, 2SLS, GMM, panel (FE, RE, Hausman, lagged dependent variables), and probit/logit and ordered choice with ML.
I've found Bruce Hansen's Econometrics but haven't actually started on it yet. Is that the one to go with, or is there something else you would recommend?