What are some further readings in Econometrics you recommend? I've reached the end of my Econometrics courses for the undegraduate level at my university, but I would like to continue learning. I hope I could get some recommendations for further reading. I present a summary (off the top of my head) of what has already been covered in my courses:


OLS, Multiple OLS, heteroskedasticity
Time series, autocorrelation, ARDL
Pooled model, fixed effects, random effects
IVs, Diff-in-diff, Probit, Tobit
Fuzzy and Sharp RD


As well as the relevant tests for each case. I'm also familiar with Econometric theory on matrix form.
I might be wrong but from what you write, it seems you've been given a "classical" introduction to econometrics: You've covered IVs and Diff-in-diff but apparently only in passing, and causal inference does not look like it was the core of the classes you've taken.

If that's correct, then I would recommend reading:


Mastering 'Metrics (https://www.amazon.com/Mastering-Metrics-Path-Cause-Effect/dp/0691152845),
Mostly Harmless Econometrics (https://www.mostlyharmlesseconometrics.com/)


before reading anything else (e.g., Wooldridge or Greene, as referenced in E.Sommer's answer).