See also:

• Science: Math: Applications: Mathematical Economics and Financial Mathematics  (82)
• Science: Math: Operations Research  (233)
• Science: Math: Probability  (98)
• Science: Math: Statistics  (781)

• 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.