Graeme, I think Hansen is the best reference in that category; it is clearly and rigorously written.

Imbens and Wooldridge produced a nice NBER summer course, see here (with video). It assumes some knowledge of basic econometrics, which you probably have already. They more or less repeated it at the UK Centre for Microdata Methods and Practice. The latter lectures are available at

 for(k=1;k<=18;k++) { http://www.cemmap.ac.uk/resources/imbens_wooldridge/lecture_k.pdf } 

They both are good teachers, this is a good set of materials to go through.

I have a book on econometric analysis using Stata in RePEc in open access, but it is in Russian :).