Pindyck Robert S., Rubinfeld Daniel L. Econometric Models And Economic Forecasts

Third edition. — McGraw-Hill, 1991. — 587 p.First course in Econometrics in Economics Departments at better schools, also Economic/Business Forecasting. Statistics prerequisite but no calculus.Slightly higher level and more comprehensive than Gujarati Basic Econometrics (M-H, 1996).
P-R covers more time series and forecasting.P-R coverage is a notch below Johnston-DiNardo (M-H, 97) and requires no matrix algebra.Single-Equation Regression Models
Elementary Statistics: A Review
The Two-Variable Regression Model
The Multiple Regression Model
Using the Multiple Regression Model
Serial Correlation and Heteroscedasticity
Instrumental Variables and Model Specification
Forecasting with a Single-Equation Regression Model
Single-Equation Estimation: Advanced Topics
Models of Qualitative Choice
Simultaneous-Equation Estimation
Introduction to Simulation Models
Dynamic Behavior of Simulation Models
Smoothing and Extrapolation of Time Series
Properties of Stochastic Time Series
Linear Time-Series Models
Estimating and Checking Time-Series Models
Forecasting with Time-Series Models
Applications of Time-Series Models