还是斑竹细心，我都忘了更新，其他内容已加上了，新手上路，还忘谅解。

附目录：

Course Syllabus

Lecture Notes

I. Elements of Matrix Algebra

II. Introduction to Econometric Theory

Contents

1. Linear and Matrix Algebra

2. Statistical Concepts

3. Classical Least Squares Theory

4. Generalized Least Squares Theory

5. Elements of Probability Theory

6. Asymptotic Least Squares Theory

7. Asymptotic Least Squares Theory : Part II New!!

8. Nonlinear Least Squares Theory New!!

9. The Quasi-Maximum Likelihood Method: Theory New!! (2004/12/27)

III. Supplemental Reading

A Note on Robust Hypothesis Testing New!!

Basic Time Series Analysis New!! (2005/1/2)

[此贴子已经被作者于2005-9-19 9:59:35编辑过]

http://gate.sinica.edu.tw/~metrics/吐血推荐

台湾中央研究院钟经樊教授的网站

有很多经典的计量经济学东东