... In italiano (l'ordine è casuale) ...


ROARS
Return On Academic Research ... grazie mille ragazzi per tenerci aggiornati!

Phastidio
Blog su economia e non solo diretto da Mario Seminerio ...


... In english (RaNdOmLy OrDeReD) ...


Robert's Stochastic thoughts
Robert Walmann blog... simply awesome...

econometriclinks.com
A comprehensive collection of links about, software, code, data, textbooks, people, institutions, conferences; summer schools and journals. It is regularly updated by Marius Ooms since 1995

Christophe Dutang collection
Extremely useful collection of resources for probability distributions in R

Alan Genz software
Extremely useful (at least for me :-D) collection of MATLAB/FORTRAN scripts

DiffusePrior
A blog dedicated to R for econometric research run by Alan Fernihough

Discrete-time stationary stochastic processes
Lecture notes by Marco Lippi. A well-structured course with exercises and examples using MATLAB.

Bayesian and Numerical Methods
Lecture slides and notes by James Hamilton.

Graduate Econometrics
Lecture slides and notes by James Hamilton.

What's new in Time Series Econometrics
Lecture slides and videos by James H. Stock and Mark W. Watson.

Financial Econometrics
Lecture slides and videos by Sydney Ludvigson, Yacine Ait-Sahalia, Michael Brandt and Andrew Lo.

Computational Tools & Macroeconomic Applications
Lecture slides and videos by Lawrence Christiano and Jesus Fernandez-Villaverde.

Econometric Methods for Demand Estimation
Lecture slides and videos by Aviv Nevo and Ariel Pakes.

Econometric Methods for High-Dimensional Data
Lecture slides and videos by Victor Chernozhukov, Matthew Gentzkow, Christian Hansen, Jesse Shapiro, Matthew Taddy.

Theory and Application of Network Models
Lecture slides and videos by Daron Acemoglu and Matthew O. Jackson.

Machine Learnings
Lecture slides and videos by Susan Athey and Guido Imbens.

Discrete Choice Methods with Simulation
Many thanks to Kenneth Train for making his awesome book open source.

Victor Chernozhukov webpage
An extraordinary collection of paper and software on big data, high dimensional models, endogeneity and quantile regression.

EDIRC
Economics institutions on the web. Thanks to Christian Zimmermann (Department of Economics, University of Connecticut) for indexing ...

ROARS
Return On Academic Research ... thanks guys for keeping us updated

PIAAC
Website of the OECD Survey on Adults Skills

IEO-IMF
Website of the Independent Evaluation Office of the International Monetary Fund

SHARE
Website of the Survey of Health, Ageing and Retirement in Europe

HRS
Website of the Health and Retirement Survey (US)