wo bu shi 大侠, dan 小弟 wanna share my first econometrics text when i studied econometrics in university
This text covers most of the essential topics for begginers, such non-linearity, autoregressive model etc
It may not be enough for an advance user, but good enough for guys who wanna build a concrete knowledge on Econometrics (or deal withCFA Level 2 QM section.)
Hope da followings useful to u.

Part I Single-Equation Regression Models

Chapter 1 The Nature of Regression Analysis
Chapter 2 Two-Variable Regression Analysis: Some Basic Ideas
Chapter 3 Two-Variable Regression Model: The Problem of Estimation
Chapter 4 Classical Normal Linear Regression Model (CNLRM)
Chapter 5 Two-Variable Regression: Estimation and Hypothesis Testing
Chapter 6 Extensions of the Two-Variable Linear Regression Model
Chapter 7 Multiple Regression Analysis: The Problem of Estimation
Chapter 8 Multiple Regression Analysis: The Problem of Inference
Chapter 9 Dummy Variable Regression Models


Part II Relaxing the Assumptions of the Classical Model

Chapter 10 Multicollinearity: What Happens if the Regressors Are Correlated
Chapter 11 Heteroscedasticity: What Happens if the Error Variance Is Nonconstant?
Chapter 12 Autocorrelation: What Happens if the Error Terms Are Correlated
Chapter 13 Econometric Modeling: Model Specification and Diagnostic Testing


Part III Topics in Econometrics

Chapter 14 Nonlinear Regression Models
Chapter 15 Qualitative Response Regression Models
Chapter 16 Panel Data Regression Models
Chapter 17 Dynamic Econometric Models: Autoregressive and Distributed-Lag Models


Part IV Simultaneous-Equation Models

Chapter 18 Simultaneous-Equation Models
Chapter 19 The Identification Problem
Chapter 20 Simultaneous-Equation Methods


Part V Time Series Econometrics

Chapter 21 Time Series Econometrics: Some Basic Concepts
Chapter 22 Time Series Econometrics: Forecasting

http://highered.mcgraw-hill.com/sites/0072335424/

谢谢楼上的    不过你推荐的好象是初级的

我还是想知道中级的

大家都来说一下啊

 

[em01]

谢谢楼上的    不过你推荐的好象是初级的

我还是想知道中级的

大家都来说一下啊

 

[em01]

其实所谓中级，界限到是挺模糊的。自己推荐一本吧，林文夫的计量经济学，国内用翻译版本的，论坛上有中文和英文的电子版的，中文的好像是免费的，可以先搜索下看看，符合你的要求不。另外，我们学的是用的威斯康辛经济系B.E.Hansen的讲义，这个讲义也是写的很不错的，可以在他的主页上下载

http://www.ssc.wisc.edu/~bhansen/

https://bbs.pinggu.org/thread-300734-1-1.html

这里有一些书，自己下载慢慢看吧