Her time series course notes are [relatively] more accessible: http://ocw.mit.edu/courses/economics/14-384-time-series-anal... A less technical but less up to date time series reference is Cochrane's free book: http://faculty.chicagobooth.edu/john.cochrane/research/paper...

"Econometrics" is just "statistics for economic applications." Time-series plays a big role (because macroeconomics and finance) but self-selection is really the dominant thread. People tend to make choices that they expect to benefit from, and it is often important to account for that in estimation. If that sounds cool to you, definitely check out econometrics. Somewhat shameless plug, but there's a list of the free resources I'm aware of at http://www.econometricslibrary.org/