Reddit reviews Applied Multiple Regression/Correlation Analysis for the Behavioral Sciences, 3rd Edition

Congrats! Economy and Society? [Foundations of Social Theory] (http://www.amazon.com/Foundations-Social-Theory-James-Coleman/dp/0674312260/)? Applied Multiple Regression/Correlation Analysis for the Behavioral Sciences? I'd go for the latter, definitely helped me the most (and I still use it regularly).

Also check out this list or this one.

EDIT: A question is also whether you want to have a book to put on your shelf or whether you actually want to read/use it.

Both time series and regression are not strictly econometric methods per se, and there are a range of wonderful statistics textbooks that detail them. If you're looking for methods more closely aligned with econometrics (e.g. difference in difference, instrumental variables) then the recommendation for Angrist 'Mostly Harmless Econometrics' is a good one. Another oft-prescribed econometric text that goes beyond Angrist is Wooldridge 'Introductory Econometrics: A Modern Approach'.

For a very well considered and basic approach to statistics up to regression including an excellent treatment of probability theory and the basic assumptions of statistical methodology, Andy Field (and co's) books 'Discovering Statistics Using...' (SPSS/SAS/R) are excellent.

Two excellent all-rounders are Cohen and Cohen 'Applied Multiple Regression/Correlation Analysis for the Behavioral Sciences' and Gelman and Hill 'Data Analysis Using Regression and Multilevel/Hierarchical Modelling' although I would suggest both are more advanced than I am guessing you need right now.

For time series I can recommend Rob Hyndman's book/s on forecasting (online copy freely available)

For longitudinal data analysis I really like Judith Singer's book 'Applied Longitudinal Data Analysis'.

It sounds however as if you're looking for a bit of a book to explain why you would want to use one method over another. In my experience I wanted to know this when I was just starting. It really comes down to your own research questions and the available data. For example I had to learn Longitudinal/fixed/random effects modelling because I had to do a project with a longitudinal survey. Only after I put it into practice (and completed my stats training) did I come to understand why the modelling I used was appropriate.

Applied Multiple Regression/Correlation Analysis for the Behavioral Sciences by Cohen, Cohen, West, and Aiken and Using Multivariate Statistics by Tabachnik and Fidell are both good for your situation, I think. They are easy to read, touch on a wide variety of popular methods, and have lots of examples with code and data from popular software (including SPSS).