I'm not sure if a question like this has been asked yet on this website.
I recently graduated as an undergraduate statistics major with a bit of a dense math background (I know some probability theory and stochastic calculus and took two semesters of real analysis and abstract algebra). I'm a bit disappointed, since despite all of the theory I have learned, I don't have too much background in terms of applying what I've learned.
The only experience I have with applications is an introductory-level econometrics course, which strangely enough was not required for the statistics major (I took it back when I was still an actuarial major). I found that class to be a bore with the lack of mathematical rigor in it, and I asked the professor for a proof of the Gauss-Markov Theorem while I took the course.
For someone with my mathematical background, what would you recommend as mathematically-oriented textbooks for learning about econometrics and issues that come with creating models (multicollinearity, heteroskedasticity, serial correlation, etc.)?
(If my question is vaguely worded, let me know, and I can edit it to be more specific.)