A Trio of Texts refers to three, free, econometrics e-texts made available by Francis Diebold, at U. Penn. Francis blogs at No Hesitations.
The three books on question are
- Econometrics (undergraduate level)
- Forecasting (upper-level undergraduate/graduate level)
- Time Series Econometrics (graduate level)
Accompanying slides, data, and code are also available, and the material is updated regularly.
The material is of an extremely high quality, and I strongly recommend all three books.