Intermediate Econometrics: Lecture Notes (in Russian)
Advanced Econometrics: Lecture Notes (in Russian)
Intermediate and Advanced Econometrics: Problems and Solutions (in English)
See it on my.nes.ru
Applied Time Series Econometrics (module 2, 2000-2008)
Econometrics 4 (module 1, 2000-2008)
Econometrics 3 (module 5, 1998-2009)
Topics in Econometrics (module 3, 2001-2009)
Econometrics III: Panel Data Analysis (2001)
Econometrics II: Time Series Analysis (2001)
Econometrics I: Estimation and Inference in Econometrics (2001)
Econometrics and its Applications to Policy Analysis: Applied Time Series Analysis (EEA–EERC–INTAS Summer School, Kyiv, Ukraine, 2005)
Introduction to Time Series Econometrics (NES and IEF Outreach Summer School, Almaty, Kazakhstan, 2002)
Statistics and Application of Mathematical Methods in Economics (CER and World Bank, Tashkent, Uzbekistan, 2002)
Macroeconomic Modeling and Forecasting (Ministry of Economic Development and Trade, Moscow, 2001)
Economic Statistics and Econometrics (Graduate School of Business Administration, Moscow State University, 2001)
Applied Econometrics (EERC Summer School, Issyk-Kul, Kyrgyz Republic, 2000)
International Trade and Finance, (Moscow International University, 1994–1995)
Causality in Panel Data (Institute for Economies in Transition, Moscow, 2001)
Time Series Econometrics (with Mark Taylor, World Bank and Higher School of Economics, Moscow, 2000)