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- Bruce Hansen's Econometrics Text A first-year Ph.D. econometrics textbook available free in PDF format for individual and instructional use.
- Discrete Choice Methods with Simulation By Kenneth Train, published by the Cambridge University Press. Available free in PDF format for use by individuals for research and study.
- Econometric Analysis By William H. Greene. Author's page with a table of contents, errata, solutions, and example code.
- Econometrics By Fumio Hayashi. A textbook for first year Ph.D. students. Includes description, table of contents, preface, and a sample chapter.
- An Introduction to Econometric Theory By A. Ronald Galant. Measure-theoretic probability and statistics with applications to economics. Includes a description, reviews, and a table of contents.
- Structural Analysis of Discrete Data and Econometric Applications By Charles F. Manski and Daniel L. McFadden, freely available for instructional or research purposes in both PDF and PostScript format. Published by the MIT Press.