- Statistical Computing Resources at UCLA - Help for various computing packages (R, Stata, StatTransfer etc.), code re-doing the examples of many popular textbooks, plenty of examples etc.
- Nathaniel Beck's homepage (NYU) - Quantitative Methods II has some good class notes, particularly on longitudinal data and maximum likelihood estimation
- Gary King's homepage (Harvard) - Plenty of useful stuff, including some STATA and R add ons; particularly interesting for missing data, causal inference, and anchoring vignettes
Jan Box-Steffensmeier (OSU) - The person not to miss on duration analysis. Also has a great book (with Bradford Jones) on the subject. The web site for their book, including some lecture notes, data sets, and STATA code can be found
- Charles Franklin (Marquette) - Maximum Likelihood Estimation; good set of lecture notes [but sadly currently cannot find the website after his move to Marquette]
- Jeff Gill (Wash U) - Some good stuff on Bayesian statistics
- Simon Jackman (Stanford) -Various lecture notes, nice section on Bayesian statistics
- Chris Zorn (Emory) - amazing lecture notes, can't locate his web site right now (after his move from Emory)
- Matt Golder (Penn State) - great MLE course modeled after Beck's (see above); provides links to various other lectures notes; quick overview for those looking for an overview of models beyond simple OLS
- William Greene (NYU) - Lecture notes from his grad course on panel data
- Paul Johnson (Kansas) - write-ups for methods lecture notes, all available in pdf and lyx (with Sweave)
- Kieran Healy - Great resources for how to set up your workflow, which software to use etc. Wish I knew these things at the beginning of grad school.
- John Fox - Great resources for R (and Stata). Checkout the CAR package. Also, graphing interactions in R with the effects package.
- Development Economics - This is a great web site to gain an overview of the field of development economics; run by has short summaries of many papers; site maintained by LSE student Masayuki Kudamatsu
- Economics Lecture Notes - Great link page to lecture notes on Micro, Macro, Econometrics, Math for Econ, and some common software. May save you the occasional textbook.
- New Institutional Economics - Intro to an interesting field with a links to useful data sets, a reading list for newbies, as well as other resources