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Economagic: Economic Time Series Page - http://www.economagic.com
A large collection of government time series datasets, primarily from the United States, available in plain text and Excel format. Includes plotting and regression tools. |
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Econometric Links of the Econometrics Journal - http://www.feweb.vu.nl/econometriclinks/
A comprehensive database of resources for econometricians including software, data, publications, conferences, people, institutions, and jobs. |
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Econometric Institutes and Research Centers in the World - http://edirc.repec.org/ectrix.html
A directory of links, arranged by country and state. |
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SoFiE: The Society for Financial Econometrics - http://www.nyu.edu/sofie/
An international group dedicated to financial econometrics which organizes an annual conference and sponsors related programs. Associated with the Journal of Financial Econometrics. Includes information on membership and conferences. |
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Econometrics in R - http://cran.r-project.org/doc/contrib/Farnsworth-EconometricsInR.pdf
A guide to using R for working with data, regression analysis, and plotting by Grant V. Farnsworth. |