Below are some links I find useful for studying Econometrics:
- Bruce Hansen's Ph.D. Econometrics ebook
- Yongmiao Hong's (洪永淼) Advanced Econometrics class videos, in Chinese
- Joshua Chan's Ph.D. Bayesian Macro-Econometrics ebook
- Êstimate Workshop hosted by Michigan State University
- Matthew Masten's series of short videos on casual inference
- Society for Financial Econometrics Seminars (Youtube Channel)
- Gary Chamberlain Online Seminar in Econometrics
Below are some links that I am interested in learning/doing some research:
