 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. |
 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. |
 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. |
 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. |
 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. |
 New Economics Papers: Econometrics - http://econpapers.repec.org/scripts/nep.pl?list=nepecm An announcement service featuring edited reports of new research in econometrics. Offers email and RSS subscriptions and archives. |
 Econometric Institutes and Research Centers in the World - http://edirc.repec.org/ectrix.html A directory of links, arranged by country and state. |
 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. |
 Econometric Resources on the Net - http://www.oswego.edu/~kane/econometrics/ Designed to assist econometrics students and practicing econometricians, by John Kane. |
 Inverse Problems in Econometrics: An Annotated Bibliography - https://www.webdepot.umontreal.ca/Usagers/carrascm/MonDepotPublic/carrascm/inverse/ Notes and references for integral equations of the first and second kind and their applications in econometrics, by Marine Carrasco. |
 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. |
 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. |
 Xbeta - http://xbeta.org/ A MathML-enabled wiki about econometrics, statistics, mathematics, and scientific computing. |