In May 2024, the book Study Guide to Advanced Econometrics by Yongmiao Hong and Exercise Solutions was published by Xiamen University Press. This book is funded by the 2024 Undergraduate Textbook Project of Xiamen University Academic Affairs Office. Under the authorization and guidance of Professor Yongmiao Hong, it was jointly authored by four editors from Xiamen University (XMU) and the University of Chinese Academy of Sciences (UCAS): Shiqi Ye, a PhD candidate at XMU Paula and Gregory Chow Institute for Studies in Economics (Chow Institute); Meiting Zhu, a PhD candidate at XMU School of Economics; Jianhao Xu, a PhD candidate at UCAS School of Economics and Management; and Professorial Senior Engineer Zengguang Zhong, associate director of the Key Laboratory of Econometrics (Xiamen University), Ministry of Education. The book serves the purpose of providing after-class study assistance for readers who use the textbook Advanced Econometrics written by Professor Yongmiao Hong.