The syllabus with the reference to the textbooks can be found here.

Syllabus_2017_LM19F-17_SJH_28770 SJH Econometric Theory_Paolo_Santucci

The textbooks are:

Hansen, Bruce. Econometrics. (Freely downloadable from author website).

Greene, W., Econometric Analysis.

Hamilton, J.D., Time Series Analysis, 1994.