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

3rd edition. — Addison-Wesley, 2010. — 827 с. — ISBN10: 0138009007, ISBN13: 978-0138009007.An approach to modern econometrics theory and practice through engaging applications.
Grasp the relevance of econometrics with Introduction to Econometrics–the text that connects modern theory and practice with engaging applications.
The third edition builds on the philosophy that applications should drive the theory, not the other way around, while maintaining a focus on currency.
Answers to all odd numbered problems (except for the empirical problems) are available as a free download on the textbook's offcial websiteEconomic Questions and Data
Review of Probability
Review of Statistics
Linear Regression with One Regressor
Regression with a Single Regressor: Hypothesis Tests and Confidence Intervals
Linear Regression with Multiple Regressors
Hypothesis Tests and Confidence Intervals in Multiple Regression
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