Materials from a course taught in Spring 2001, including a syllabus, video lectures (in quite a low resolution) and an electronic version of the 2009 textbook Discrete Choice Methods with Simulation. Topics include Advantages and Limitations of Logit, Numerical Maximization, and Hierarchical Bayes
Video and Audio Lectures in Econometrics
From a Summer Institute mini-course run by the National Bureau of Economic Research in 2007, this is a set of resources from each of 15 lectures, including video (usually 1hr long and hosted on Google Video) as well as handouts and slides. This link goes to Economics Network's index of these materials.
This collection of videos covers financial markets, econometrics, markets and macroeconomics. It includes videos from Yale, European events and other economists. Videos typically last 30 minutes to an hour and often take the form of lectures or conference discussions.