What is econometrics?
Statistical background and matrix algebra
Simple regression
Multiple regression
Heteroskedasticity
Autocorrelation
Multicollinearity
Dummy variables and truncated variables
Simultaneous equations models
Diagnostic checking, model selection, and specification testing
Errors in variables
Introduction to time-series analysis
Models of expectations and distributed lags
Vector autoregressions, unit roots, and cointegration
Panel data analysis
Small-sample inference : resampling methods.
OBNB doesn't sell books, but you may be able to find a copy at one of these websites:
Introduction to econometrics by G. S. Maddala. ISBN 9780470015124. Published by Wiley in 2009. Publication and catalogue information, links to buy online and reader comments.
