External links for Econometrics
The Economics Network's database of external links includes teaching materials for Econometrics.
MIT OpenCourseWare materials
These are released under a Creative Commons licence.
Joshua Angrist. Reading list and assignments (without answers) from Econometrics undergraduate course, taught Spring 2007.
Victor Chernozhukov, Whitney Newey. Lecture notes and assignments from Nonlinear Econometric Analysis (graduate-level course), taught Fall 2007.
Whitney Newey. Assignments and reading list from New Econometric Methods (graduate-level course), taught Spring 2007.
Victor Chernozhukov, Jerry Hausman. Reading list and sample exam from Econometrics I (graduate-level course), taught Spring 2005.