John C Frain - Applied Econometrics

• Computers and Econometrics
• preliminaries (download pdf)
• Cochrane, J. H. (2005), Writing Tips for Ph. D. Students, (download pdf)
• Introduction to Stata (Download here)
• Data sets (newf1.dta, newf2.dta, newf4.dta, uslifeexp.dta, cigarett.dta, earn.asc, Journals.csv )
• Start up file (profile.do)
• Time Series Analysis
• Lecture Notes on Univariate Time Series Analysis and Box Jenkins Forecasting (1992)
• Econometrics and Truth
• Time series exercises and data

• MATLAB
• An Introduction to Matlab for Econometrics - Notes on the use of matlab in economics and econometrics. Data files can be downloaded (here) ,
• Matlab Econometrics Toolbox by James P LeSage. This page also contains other links of interest to economists using Matlab.

• Miscellaneous Links of interest to econometricians.

• Bruce E. Hansen's Econometrics textbook
• Michael Creel "Econometrics Lecture Notes"
• John D, Cochrane's "Time Series for Macroeconomics and Finance"
• Chris Sims Page - Essential reading for the macroeconometrician.
• The Econometrics Journal provides annotated listings of books, software, papers, econometricians, jobs, journals and many other items of interest to econometricians.