"Econometrics" is just "statistics for economic applications." Time-series plays a big role (because macroeconomics and finance) but self-selection is really the dominant thread. People tend to make choices that they expect to benefit from, and it is often important to account for that in estimation. If that sounds cool to you, definitely check out econometrics. Somewhat shameless plug, but there's a list of the free resources I'm aware of at http://www.econometricslibrary.org/
Another great book that I read every year for refresher is Nearly Harmless Econometrics. I wish there were something like that more in tune for time series tho
edit: clicked on the link... turns out I have the same book (3rd ed)! So who are you? Hill, Griffiths or Lim?