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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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Econometric Resources on the Net - http://www.oswego.edu/~kane/econometrics/
Designed to assist econometrics students and practicing econometricians, by John Kane. |
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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. |
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Lecture notes in Econometrics - http://econ.la.psu.edu/~hbierens/LECNOTES.HTM
A collection of notes on econometric theory by Herman J. Bierens, both at the undergraduate and graduate levels. |
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UC Berkeley Econometrics Laboratory - http://emlab.berkeley.edu/eml/
A Unix-based facility dedicated to computationally intensive econometrics and statistics. Provides software tutorials and a directory of data sources. |
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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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Econometrics Notes - http://pareto.uab.es/mcreel/Econometrics/
Graduate level course notes by Michael Creel, written in LyX and licensed under the GNU GPL. Source code, example programs, and a PDF version are available. |
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http://xbeta.org/ - http://xbeta.org/
A MathML-enabled wiki about econometrics, statistics, mathematics, and scientific computing. |
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Class Notes for Econometrics - http://www.econ.utah.edu/~ehrbar/ecmet.htm
Notes for a graduate course sequence by Hans G. Ehrbar. Includes PDF versions for several viewing and printing options, exams, and LaTeX source code. |