Econometrics Resources

Jeffrey M. Wooldridge - The gold standard undergraduate textbook with clear explanations and practical examples. Covers OLS, IV, panel data, and limited dependent variables.

Joshua Angrist & Jörn-Steffen Pischke - Accessible introduction to causal inference with real-world examples. Perfect for understanding the 'why' behind econometric methods.

Joshua Angrist & Jörn-Steffen Pischke - Advanced treatment of causal inference methods. Essential for understanding modern applied econometrics research.

William H. Greene - Comprehensive graduate-level treatment covering both theory and applications. Excellent reference for advanced techniques.

Scott Cunningham - Modern approach to causal inference with code examples in Stata, R, and Python. Free online version available.

Industry standard for econometrics with excellent documentation and built-in commands for most econometric methods. Student licenses available.

Free, open-source statistical software with powerful econometric packages (fixest, plm, AER). Steep learning curve but very flexible.

General-purpose programming language with growing econometrics capabilities. Great for data manipulation and machine learning integration.

Free, user-friendly econometrics software with GUI interface. Good alternative to Stata for basic econometric analysis.

Clean, well-documented datasets on global development, health, education, and economics. Perfect for student projects and replication exercises.

Repository of research datasets from published papers. Excellent for replication studies and learning from real research.

Harmonized census and survey data from around the world. Essential for demographic and labor economics research.

US macroeconomic time series data from the St. Louis Fed. Easy-to-use interface with direct download options.

Development indicators, poverty data, and country statistics. Great for cross-country comparisons and development economics.

Economic indicators and policy data from developed countries. High-quality data with good documentation.

Top-tier economics journal with high-quality empirical papers showcasing best practices in econometric analysis.

Prestigious journal publishing influential economics research with sophisticated econometric methods.

Leading journal for econometric theory and applications. Essential for understanding methodological developments.

Applied econometrics with replication requirements. Great for learning practical implementation of methods.

Bridge between statistics and economics with practical applications and methodological innovations.

Free video course covering modern causal inference methods with mathematical rigor and practical examples.

Complete course materials including lectures, problem sets, and datasets from MIT's graduate econometrics course.

Comprehensive guide to implementing econometric methods in different software packages with code examples.

High-quality video tutorials covering econometric theory and Stata implementation. Great for visual learners.

Course materials teaching programming skills essential for modern econometric research using Python and R.

Statistical modeling, causal inference, and research design insights from a leading statistician. Practical advice for applied researchers.

Nick Huntington-Klein's comprehensive guide to research design and causal inference with practical examples and code.

Critical analysis of research methods and statistical practices. Great for learning what not to do in empirical research.

Tyler Cowen and Alex Tabarrok's economics blog featuring discussions of recent research and policy applications.

Professional LaTeX templates for economics papers, including AER and QJE formats. Essential for academic writing.

Stata package for efficiently estimating models with multiple fixed effects. Essential for panel data analysis.

Stata/R packages for regression discontinuity analysis with optimal bandwidth selection and robust inference.

Collection of recent DiD papers, code, and methodological developments. Includes staggered treatment designs.

Platform for sharing research materials, data, and code. Promotes transparency and reproducibility in research.