Bruce Hansen's Econometrics Text - A first-year Ph.D. econometrics textbook available free in PDF format for individual and instructional use. Discrete Choice Methods with Simulation - By Kenneth Train, published by the Cambridge University Press. Available free in PDF format for use by individuals for research and study. Econometric Analysis - By William H. Greene. Author's page with a table of contents, errata, solutions, and example code. Econometrics - 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 - By A. Ronald Galant. Measure-theoretic probability and statistics with applications to economics. Includes a description, reviews, and a table of contents. Structural Analysis of Discrete Data and Econometric Applications - 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.