Are there any free econometrics textbooks available online for individual use?
I'm aware of Bruce Hansen's first year PhD Econometrics textbook, but I'd be interested to hear if there are any other such resources.
Note:
This question is similar to an existing CV question, but I'm specifically asking for references that would be useful to econometricians and students of economics.
Best Answer
Hyndman and Athanasopoulos. Forecasting: principles and practice, OTexts
is an introductory textbook on forecasting covering prediction using regression models and forecasting with univariate time series models such as ETS and ARIMA.