这是一本比较经典的计量经济学著作，论坛上有人传过，但我看了好像都是空贴，所以重新再传一次。这次传的是最新的版本，希望对大家有用！

简介：ISBN: 0195123727
Title: Econometric Theory and Methods
Author: Russell Davidson, James G. MacKinnon
Publisher: Oxford University Press
Publication Date: 2003
Number Of Pages: 768
4.7 Mb pdf

The comprehensive, well-organized and carefully written introductory text includes all of the major subjects of modern econometrics. The book relies on concepts rather than alegbra, and the authors have a real gift for selection of the right level of computation in nonlinear models, of generalized method of moments, and of random number generation. One unique feature of this book will be discussion of the bootstrap in a number of chapters. The bootstrap provides a way to make inferences in a wide variety of econometric models. A good introduction of bootstrap inference will aid students in understanding inference based on exact and asymptotic distributions as well.

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