gauss 的Blog是非常好的入门学习计量的资料。

比如时间序列的介绍
https://www.aptech.com/blog/introduction-to-the-fundamentals-of-time-series-data-and-analysis/

VAR:
https://www.aptech.com/blog/introduction-to-the-fundamentals-of-vector-autoregressive-models/

STATE Space：
https://www.aptech.com/blog/understanding-state-space-models-an-inflation-example/

SVAR的实例：
https://www.aptech.com/blog/the-structural-var-model-at-work-analyzing-monetary-policy/


诸如其他很多，可查询