Imbens Wooldridge lecture notes (link to lecture notes and slides and NBER mini courses)

You may also find the NBER Summer Institute mini-courses useful.  The lecture slides and videos are online for free and available on DVD for $100.00


2008 Stock & Watson, with special focus on time-series http://www.nber.org/minicourse_2008.html

2007 Imbens & Wooldridge
http://www.nber.org/minicourse3.html