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.

Professor of Economics at Duke University. Contains research, software, and contact information.

An annotated collection of links to econometric software resources, by John Kane.

Brief coverage of hundreds of packages relevant to econometricians. Links to other related software lists.

Functions for estimating, simulating, and testing economic models, particularly volatility models.

A first-year Ph.D. econometrics textbook available free in PDF format for individual and instructional use.

By Kenneth Train, published by the Cambridge University Press. Available free in PDF format for use by individuals for research and study.

By Charles F. Manski and Daniel L. McFadden, freely available for instructional or research purposes in both PDF and PostScript format. Published by the MIT Press.