what did thoreau mean when he imagined himself buying land
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For Thoreau, property ownership leads to a certain type of limitation while he prizes transcendental freedom. He confesses he'd been interested in buying land in the past, had considered it, etc ... but had not gone the full distance and indeed stayed unshackled by the demands of being a land-owner. So as it is, he lives in nature without having to worry about justifying an investment, which would limit his appreciation of that nature.