Stata
AEA Stata Tutorial (archived GOOG docs as AEAStata)
Visual Stata
Stata Resources
UNC's Data Management
UCLA's Stata Portal
Latex
Andy Robert's Latex
Natbib
R Progamming Language (R with Latex)
Rob Hyndman's site
Goldstein's R custom search
Goodman's rseek (search)
UPENN R site search
Programming R (portal)
John Maindonald's site
R Graph Gallery 1Mix 2Lattice 3Mix
r4stats (Hilbe, Muenchen book)
Empirical IO
MIT IO 1
MIT IO 2
Adv IO
Rasmusen IO
Berkeley Empirical IO
Nevo Supplements
BLP supplements
BLP code (Nevo original)
BLP code 2 (revised by Hall, Berkeley)
BLP code 3 (revised by Rasmusen)
Econometrics, Machine Learning, MCMC, Programming
NBER Econometrics
MIT Topics in Applied Econometrics 2008
MIT Topics 2007
MIT New Methods (Newey)
MIT Non-linear (Newey)
Stanford Econometrics (Rust model)
Cantab Mach Learn Summer School
Probability.ca (MCMC Theory)
14.170 Programming for Economists (Stata, Perl, Matlab, C, ArcGIS) (archived CMU laptop)
Kenneth Train's Discrete Choice Methods
Course page