Introduction to Econometrics – James H. Stock, Mark W. Watson – 2nd Edition

Part one: Introduction and review
Chapter 1. Economic questions and data
Chapter 2. Review of probability
Chapter 3. Review of statistics

Part two: Fundamentals of regression analysis
Chapter 4. Linear regression with one regressor
Chapter 5. Regression with a single regressor
Chapter 6. Linear regression with multiple regressors
Chapter 7. Hypothesis test and confidence intervals in multiple regression
Chapter 8. Nonlinear regression function
Chapter 9. Assessing studies based on multiple regression

Part three: Further topics in regression analysis
Chapter 10. Regression with panel data
Chapter 11. Regression with a binary dependent variable
Chapter 12. instrumental variables regression
Chapter 13. Experiments and quasi-experiments

Part four: Regression analysis of economic time series data
Chapter 14. Introduction to time series regression and forecasting
Chapter 15. Estimation of dynamic casual effects
Chapter 16. Additional topics in time series regression

Part five: The econometric theory of regression analysis
Chapter 17. The theory of linear regression with one regressor
Chapter 18. The theory of multiple regression