本书融计量经济学理论、方法与应用为一体；以中级水平内容为主，适当吸收初级和高级水平的内容；以经典线性模型为主，适当介绍一些适用的非经典模型。全书形成了一个独具特色的内容体系。
全书详细论述了经典的单方程计量经济学模型的理论方法，适当介绍了联立方程计量经济学模型和时间序列计量经济学模型的理论方法，并引入了几类扩展的单方程计量经济学模型。在计量经济学应用模型中，本书着重讨论了模型类型选择、模型变量选择、模型函数关系设定和模型变量性质设定的原则和方法。在详细介绍线性回归模型的数学过程的基础上，各章的重点不是理论方法的数学推导与证明，而是对实际应用中出现的实际问题的处理，并尽可能与中国的模型实例相结合。
本书既包含了由教育部经济学学科教学指导委员会制定的高等学校经济学科本科计量经济学课程教学基本要求的全部内容，又为学有余力者提供了进一步学习的指南。该书适合于作为各类高等院校经济、管理学科本科生的教材或教学参考书，也可供具有一定数学、经济学和经济统计学基础的经济管理人员和研究人员阅读和参考。
This book combines theories, methodologies with applications of econometrics. Based on middle level, some contents belong to preliminary and advanced textbooks of econometrics are included in it. It mainly introduces classical econometric models, besides, some extensive models are also introduced. So, this book has a special contents system.
In the theories and methodologies chapters of the book, the theories and methodologies about classical single-equation econometric models are discussed more detailed. The theories and methodologies about simultaneous-equations econometric models and time series econometric models are also discussed properly. Some kinds of extensive single-equation models are only introduced very briefly. In the applications chapter of the book, the principle and methods about models type specification, population regression models specification, models relationship specification and variables property specification are discussed. The mathematical process about linear regression as the basis of econometric methodologies is described very clearly. But for the mathematical process of other estimation methodologies, more attentions are paid to how to think them, how to solve the practice problems in their applications and how to combine with China&rsquo
