Stock James H., Watson Mark W. Introduction to Econometrics

2d edition. — Addison Wesley, 2006. — 825 p.Economic Questions and Data
Review of Probability
Review of Statistics
Linear Regression with One Regressor
Linear Regression with Multiple Regressors
Nonlinear Regression Functions
Assessing Studies Based on Multiple Regression
Regression with Panel Data
Regression with a Binary Dependent Variable
Instrumental Variables Regression
Experiments and Quasi-Experiments
Introduction to Time Series Regression and Forecasting
Estimation of Dynamic Causal Effects
Additional Topics in Time Series Regression
The Theory of Linear Regression with One Regressor
The Theory of Multiple Regression