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	Bruce Hansen's Econometrics Text - http://www.ssc.wisc.edu/~bhansen/econometrics/ A first-year Ph.D. econometrics textbook available free in PDF format for individual and instructional use.
	Discrete Choice Methods with Simulation - http://elsa.berkeley.edu/books/choice2.html By Kenneth Train, published by the Cambridge University Press. Available free in PDF format for use by individuals for research and study.
	Structural Analysis of Discrete Data and Econometric Applications - http://elsa.berkeley.edu/~mcfadden/discrete.html 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.
	Microeconometrics Using Stata - http://www.stata-press.com/books/mus.html By A. Colin Cameron and Pravin K. Trivedi. Publisher's site includes description, table of contents, data, source code, preface, index, and errata.
	Estimation and Inference in Econometrics - http://www.econ.queensu.ca/pub/dm-book/ By Russell Davidson and James G. MacKinnon. Includes ordering information, supplementary material, and corrections.

	Econometric Theory and Methods - http://www.econ.queensu.ca/ETM/ By Russell Davidson and James G. MacKinnon. Includes data, solutions to exercises, errata, and ordering information.
	Econometric Analysis - http://pages.stern.nyu.edu/~wgreene/Text/econometricanalysis.htm By William H. Greene. Author's page with a table of contents, errata, solutions, and example code.
	Advanced Econometrics - http://www.hup.harvard.edu/catalog/AMEADV.html By Takeshi Amemiya. A graduate level textbook on theoretical econometrics and a reference book for econometricians. Description and table of contents.
	Introduction to Statistics and Econometrics - http://www.hup.harvard.edu/catalog/AMEINT.html By Takeshi Amemiya. Includes a description, reviews, and table of contents.
	Computational Econometrics - http://eclab.econ.pdx.edu/gpe2/ A book on Gauss programming for econometricians and financial analysts by Kuan-Pin Lin. Includes description, source code, data, and ordering information.

	Econometrics - http://press.princeton.edu/titles/6946.html 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 - http://press.princeton.edu/titles/6216.html By A. Ronald Galant. Measure-theoretic probability and statistics with applications to economics. Includes a description, reviews, and a table of contents.

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