论坛的几个帖子都卖的太贵了，动不动就要20.30的，我觉得违背了论坛的宗旨了。
兄弟买下来批发给大家了，2块一本。你要连两块钱都没有就别来论坛了，我也帮不了你，自己发帖去吧。

另：
英文版是原版，我的意思是说，是正宗的pdf版本，可选择文本可进行编辑之类的。
中文版是扫描版，而且不是很完整，有缺页（他们说的，我还没细看），跟大家打个招呼。

Contents
List of Figures xvii
Preface xix
1 Finite-Sample Properties of OLS
1.1 The Classical Linear Regression Model
The Linearity Assumption
Matrix Notation
The Strict Exogeneity Assumption
Implications of Strict Exogeneity
Strict Exogeneity in Time-Series Models
Other Assumptions of the Model
The Classical Regression Model for Random Samples
"Fixed" Regressors
1.2 The Algebra of Least Squares
OLS Minimizes the Sum of Squared Residuals
Normal Equations
Two Expressions for the OLS Estimator
More Concepts and Algebra
Influential Analysis (optional)
A Note on the Computation of OLS Estimates
1.3 Finite-Sample Properties of OLS
Finite-Sample Distribution of b
Finite-Sample Properties of s2
Estimate of Var(b 1 X)
1.4 Hypothesis Testing under Normality
Normally Distributed Error Terms
Testing Hypotheses about Individual Regression Coefficients
Decision Rule for the t-Test
Confidence Interval
vi Contents
p-Value 3 8
Linear Hypotheses 39
The F-Test 40
A More Convenient Expression for F 42
t versus F 43
An Example of a Test Statistic Whose Distribution Depends on X 45
1.5 Relation to Maximum Likelihood 47
The Maximum Likelihood Principle 47
Conditional versus Unconditional Likelihood 47
The Log Likelihood for the Regression Model 48
ML via Concentrated Likelihood 48
Cramer-Rao Bound for the Classical Regression Model 49
The F-Test as a Likelihood Ratio Test 52
Quasi-Maximum Likelihood 53
1.6 Generalized Least Squares (GLS) 54
Consequence of Relaxing Assumption 1.4 55
Efficient Estimation with Known V 55
A Special Case: Weighted Least Squares (WLS) 58
Limiting Nature of GLS 58
1.7 Application: Returns to Scale in Electricity Supply 60
The Electricity Supply Industry 60
The Data 60
Why Do We Need Econometrics? 61
The Cobb-Douglas Technology 62
How Do We Know Things Are Cobh-Douglas? 63
Are the OLS Assumptions Satisfied? 64
Restricted Least Squares 65
Testing the Homogeneity of the Cost Function 65
Detour: A Cautionary Note on R~ 67
Testing Constant Returns to Scale 67
Importance of Plotting Residuals 68
Subsequent Developments 68
Problem Set 7 1
Answers to Selected Questions 84
Large-Sample Theory 88
2.1 Review of Limit Theorems for Sequences of Random Variables 88
Various Modes of Convergence 89
Three Useful Results 92
Contents vii
Viewing Estimators as Sequences of Random Variables
Laws of Large Numbers and Central Limit Theorems
2.2 Fundamental Concepts in Time-Series Analysis
Need for Ergodic Stationarity
Various Classes of Stochastic Processes
Different Formulation of Lack of Serial Dependence
The CLT for Ergodic Stationary Martingale Differences Sequences
2.3 Large-Sample Distribution of the OLS Estimator
The Model
Asymptotic Distribution of the OLS Estimator
s2 IS Consistent
2.4 Hypothesis Testing
Testing Linear Hypotheses
The Test Is Consistent
Asymptotic Power
Testing Nonlinear Hypotheses
2.5 Estimating E(E?x~x;C) onsistently
Using Residuals for the Errors
Data Matrix Representation of S
Finite-Sample Considerations
2.6 Implications of Conditional Homoskedasticity
Conditional versus Unconditional Homoskedasticity
Reduction to Finite-Sample Formulas
Large-Sample Distribution of t and F Statistics
Variations of Asymptotic Tests under Conditional
Homoskedasticity
2.7 Testing Conditional Homoskedasticity
2.8 Estimation with Parameterized Conditional Heteroskedasticity
(optional)
The Functional Form
WLS with Known a
Regression of e? on zi Provides a Consistent Estimate of a
WLS with Estimated a
OLS versus WLS
2.9 Least Squares Projection
Optimally Predicting the Value of the Dependent Variable
Best Linear Predictor
OLS Consistently Estimates the Projection Coefficients
（不列了，太长，感兴趣的同学自己上网googlebaidu一下，很好找的，我就偷个懒了）

目录：
第一章普通最小二乘法的有限样本性质
第二章大样本理论
第三章单方程广义矩法
第四章多方程广义矩法
第五章面板数据
第六章序列相关
第七章极值估计量
第八章极大似然范例
第九章单位根计量经济学
第十章协整
附录A：分块矩阵与Kronecker内积
术语表

后注：以前的上传失败了，只有前三章。现已补齐，并致歉。