Greene, William
MacKinnon, James
Professor at Queen's provides list of publications with full-text links.
Gonzalo, Jesus
Personal page at Universidad Carlos III de Madrid includes papers on econometrics and time series topics, cointegration, decomposition, and threshold models. Provides teaching materials for courses in econometrics (in spanish).
Econometricians
Links to personal web sites of mostly university econometricians.
Econometrics Hall of Fame
A photo gallery inviting nominations of people who fit the two requirements: dead, and an important contributor to the field.
Hirano, Keisuke
Econometrician at the University of Miami provides research papers and course notes.
Chambers, Dustin
Instructor, Department of Economics, University of California, Riverside. Site includes contact information, CV, and working papers.
Pagan, Adrian
Professor at the Australian National University provides vita and current research papers.