Christopher Cornwell
Useful Links for ECONOMETRICS
[Updated Spring 2009]

General Econometrics

The Econometrics Journal site provides a links page covering a wide range econometrics resources on the internet, from people to programming.


Econometrics Software

The Terry College supports Gauss, Limdep, RATS, SAS, Stata and TSP on its research server.  Students enrolled in econometrics courses may request an account.

You will find many resources for learning Stata at the company's website.  Some of the best are available through UCLA's Academic Technology Services, which provides public access to detailed guides to using Stata, including seminars with video demonstrations.  The Carolina Population Center at UNC offers a Stata tutorialOnline Stata training can also be found at LSE's Research Laboratory. 

At the Econometrics Software Laboratory Archive you can find downloadable code and versions of the most recent TSP manuals, among other things. 

The SAS Institute provides a number of applications of its ETS module. Good general SAS help can be found through this Indiana University page. 

You will find a large Gauss programming archive at American University. 


TeX and LaTeX

From the TeX FAQ:

`TeX is a typesetting system written by Donald Knuth, who says in the Preface to his book on TeX (see books about TeX) that it is "intended for the creation of beautiful books - and especially for books that contain a lot of mathematics".'

LaTeX is a popular TeX macro package.  For an up-to-date implementation of TeX, LaTeX and related programs for Windows (all current variants) try MikTeX. Many useful TeX resources can be found TeX Users' Group (TUG) site.  Another good place to find help is through Hildebrand's TeX Resources page. 

Beamer is a LaTeX class that allows you to produce slide presentations (like PowerPoint) in a LaTeX environment.  It is included with the MikTeX distribution.


Unix Help

The Terry College research server runs a version of the unix operating system.  For help understanding unix, consult UNIXhelp for Users or the Unix Tutorial for Beginners.