Well-known econometrician, Bruce Hansen (U. Wisconsin) has a free first-year Ph.D. econometrics textbook, titled simply Econometrics, that has been going through various drafts since around 2000.
Here are the chapter titles for the latest draft (January 2013):
1. Introduction
2. Conditional Expectation and Projection
3. The Algebra of Least Squares
4. Least Squares Regression
5. A Introduction to Large Sample Asymptotics
6. Asymptotic Theory for Least Squares
7. Restricted Estimation
8. Hypothesis Testing
9. Regression Extensions
10. The Bootstrap
11. Nonparametric Regression
12. Series Estimation
13. Quantile Regression
14. Generalized Method of Moments
15. Empirical Likelihood
16. Endogeneity
17. Univariate Time Series
18. Multivariante Time Series
19. Limited Dependent Variables
20. Panel Data
21. Nonparametric Density Estimation
Why not download Bruce's textbook and take a good look at it? I think you'll like what you see.
© 2013, David E. Giles
