John C Frain - Applied Econometrics
Computers and Econometrics
Cochrane, J. H. (2005),
Writing Tips for Ph. D. Students,
Introduction to Stata (
Data sets (
Start up file (
Time Series Analysis
on Univariate Time Series Analysis and Box Jenkins Forecasting (1992)
Econometrics and Truth
An Introduction to Matlab for Econometrics
- Notes on the use of matlab in economics and econometrics. Data files can be downloaded (
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.