The Econometrics Free Library Project aims to distribute free and open access econometrics texts suitable for graduate education.

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Resources for the PhD core classes

Textbooks

MIT OpenCourseWare


Microeconometrics electives

Textbooks:

Lecture notes:

Recorded lectures:


Macroeconometrics and financial econometrics

Textbooks:

MIT OpenCourseWare:

Recorded lectures:

Software:


Machine Learning topics

Textbooks:

Recorded lectures:


Undergraduate

Textbooks:


Computing

R:

Python:

Matlab/Octave:

Julia:

Scientific computing, general resources