Applied Time Series Econometrics (Themes in Modern Econometrics Series) Book

Have you encountered one of those books where the authors convey one idea so clearly at the beginning that the rest of book is an overkill? This is one of those books. The idea is simple: significance tests are dangerous and useless, essentially because they do not actually measure anything; they only tell you if the result you obtained is random or not. In science, measurement is very important to make decisions; thus, they advocate the use of effect sizes and confidence intervals, instead of significant tests.