New developments in econometrics, by Wooldridge and Imbens

Jeffrey Wooldridge (a hero of mine) and Guido Imbens delivered this excellent 3-day cemmap masterclass a few months ago, with yours truly in attendance.

The lecture notes and presentation slides are now available online. If you were looking for a book offering an overview of developments in econometrics in the past decade or two, you've just found it - and it's absolutely free, so get downloading.

You can also find more cemmap goodies here (make sure you go through the different years, and navigate a bit around the site). Their seminars and masterclasses are consistently excellent, so if you are interested in econometrics this is a little treasure chest waiting to be discovered.