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Lecture notes in Econometrics - http://econ.la.psu.edu/~hbierens/LECNOTES.HTM
A collection of notes on econometric theory by Herman J. Bierens, both at the undergraduate and graduate levels. |
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Econometrics Notes - http://pareto.uab.es/mcreel/Econometrics/
Graduate level course notes by Michael Creel, written in LyX and licensed under the GNU GPL. Source code, example programs, and a PDF version are available. |
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Class Notes for Econometrics - http://www.econ.utah.edu/~ehrbar/ecmet.htm
Notes for a graduate course sequence by Hans G. Ehrbar. Includes PDF versions for several viewing and printing options, exams, and LaTeX source code. |
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Discussion Papers in Statistics and Econometrics - University of Cologne - http://www.uni-koeln.de/wiso-fak/wisostatsem/Englisch/Forschung_en/DiscussionPaper_en.htm
Research by members of the Department of Economic and Social Statistics. Those available online are in PDF or PostScript format. |