- Class Notes for Econometrics - Notes for a graduate course sequence by Hans G. Ehrbar. Includes PDF versions for several viewing and printing options, exams, and LaTeX source code.
- Economagic: Economic Time Series Page - 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.
- Econometric Institutes and Research Centers in the World - A directory of links, arranged by country and state.
- Econometric Links of the Econometrics Journal - A comprehensive database of resources for econometricians including software, data, publications, conferences, people, institutions, and jobs.
- Econometric Resources on the Net - Designed to assist econometrics students and practicing econometricians, by John Kane.
- Econometrics in R - A guide to using R for working with data, regression analysis, and plotting by Grant V. Farnsworth. [PDF]
- Econometrics Notes - 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.
- Inverse Problems in Econometrics: An Annotated Bibliography - Notes and references for integral equations of the first and second kind and their applications in econometrics, by Marine Carrasco.
- Lecture notes in Econometrics - A collection of notes on econometric theory by Herman J. Bierens, both at the undergraduate and graduate levels.
- New Economics Papers: Econometrics - An announcement service featuring edited reports of new research in econometrics. Offers email and RSS subscriptions and archives.
- SoFiE: The Society for Financial Econometrics - 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.
- UC Berkeley Econometrics Laboratory - A Unix-based facility dedicated to computationally intensive econometrics and statistics. Provides software tutorials and a directory of data sources.
- Xbeta - A MathML-enabled wiki about econometrics, statistics, mathematics, and scientific computing.
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