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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
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