All materials are freely available for your use, but be warned: they are highly preliminary, significantly incomplete, and rapidly evolving.
All are licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.
(Briefly: I retain copyright, but you can use, copy and distribute non-commercially,
so long as you give me attribution and do not modify.
To view a copy of the license, visit http://creativecommons.org/licenses/by-nc-nd/4.0/.)
In return I ask that you please cite the books whenever appropriate, as:
"Diebold, F.X. (year here), Book Title Here, Department of Economics, University of Pennsylvania, http://www.ssc.upenn.edu/~fdiebold/Textbooks.html."
Econometrics: book - slides - data and code - course site - Facebook group
Time Series Econometrics: book - slides - data and code - course site - Facebook group
I have retired Elements of Forecasting following the fourth edition, but you can use it if you want.
The new and evolving Forecasting (above) will eventually be far superior (or so I forecast).
Elements of Forecasting: book photocopy - book manuscript - slides - data and code - "solutions" to problems