ECONOMETRIC THEORY, by James Davidson, Blackwell Publishers, 2000
这是一本研究生级别的计量经济学教材，适合作为博士课程第二或第三学期的教材，也适合希望深入理解计量经济学的研究者阅读。
Professor Davidson's Econometric Theory offers a clear, well written, graduate level econometrics textbook, which would be highly appropriate as the principal text for the second and/or third semester of a general Ph.D. econometrics sequence or for a specialized course on time series. It provides good reading material for anyone interested in deepening his or her understanding of econometrics and also a valuable reference source for econometricians. Although the book reviews the basics of multivariate regression, it is written at a level that requires either some degree of mathematical sophistication or prior familiarity with econometrics. As a result, it may be too advanced for a first semester Ph.D. course, except where students have strong preparation.