《计量经济模型与经济预测》， Econometrics Models  and Economic Forecasts, 第4版，机械工业出版社，1998年10月，Pindy，Robert S. and Rubinfeld, Daniel L.
详细目录如下：
目录
EXAMPLES
PREFACE
INTRODUCTION
PART THE BASICS REGRESSION ANALYSIS
1、INTRODUCTION TO RETRESSION MODEL
2、ESEMENTARY STATISTICS：A REVIEW
3、THE TWO-VARIABLE REGRESSION MODEL
4、THE MULTIPLE REGRESSION MODEL

PART 2 SINGLE-EQUATION REGRESSION MODELS
5、USING THE MULTIPLE REGRESSION MODEL
6、SERIAL CORRILATION AND HETEROSCEDASTICITY
7、INSTRUMENTAL VARIABLES AND MODEL SPECIFICATION
8、FORECASTING WITH A SINGLE-EQUATION REGRESSION MODEL
9、SINGLE-EQUATION ESTIMATION：ADVANCED TOPICS
10、NONLINEAR AND MAXIMRM-LIKELIHOOD ESTIMATION
11、MODELS OF QUALITATIVE CHOLCE

PATR 3 MRLTI-EQUATION MODELS
12、SIMUTANEOUS-EQUATION ESTIMATION
13、INTRODUCTION TO SIMULATION UNRELATED REGRESSION ESTIMATION IN MATRIX FORM
14、DYNAMIC BEHAVIOR OF SIMULATION MODLES

PART 4 TIME-SERIES MODELS
15、SMOOTHING AND EXTRAPOLATION OF TIME SERIES
16、PROPERTIES OF STOCHASTIC TIME SERIES
17、LINEAR TIME-SERIES MODELS
18、ESTIMATING AND FORECASTING WITH TIME-SERIES MODELS
19、APPLICATIONS OF TIME-SERIES MODELS
STATISTICAL TABLES
SOLUTIONS TO SELECTED PROBLEMS
INDEXES
AUTHOR INDEX
QUBJECT INDEX
该书是很经典的计量经济学课本，关于经济预测写得较好，特别是课本当中的例子，均具有很好的代表性。经济预测中，该书侧重于时间序列的分析，若要自学时间序列方面的计量知识，该书是首选。