Chambers, Dustin
Instructor, Department of Economics, University of California, Riverside. Site includes contact information, CV, and working papers.
Econometrics Hall of Fame
A photo gallery inviting nominations of people who fit the two requirements: dead, and an important contributor to the field.
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).
Hirano, Keisuke
Econometrician at the University of Miami provides research papers and course notes.
MacKinnon, James
Professor at Queen's provides list of publications with full-text links.
Pagan, Adrian
Professor at the Australian National University provides vita and current research papers.