Estimation and Inference in Econometrics.
这是一本面向研究生的计量经济学教材，涵盖基础与高级主题，用几何证明清晰阐述，强调现代理论的实际应用。
Davidson and MacKinnon have written an outstanding textbook for graduates in econometrics, covering both basic and advanced topics and using geometrical proofs throughout for clarity of exposition. The book offers a unified theoretical perspective, and emphasizes the practical applications of modern theory.