10/03/2025
Several websites offer training courses in econometrics accompanied by comprehensive lecture notes:
MIT OpenCourseWare: Provides a graduate-level course titled "14.382 Econometrics," which includes lecture notes, assignments, and exams. Topics covered range from linear regression models to advanced econometric methods.
MIT OPENCOURSEWARE
Econometrics Academy: Offers free online courses on various econometric topics, complete with lecture notes and video tutorials. The Master's Econometrics course, for example, covers multiple regression models, heteroscedasticity, instrumental variables, and panel data.
GOOGLE SITES
NYU Stern School of Business: Features "Econometrics I: Class Notes," an intermediate-level Ph.D. course in applied econometrics. The course materials include detailed lecture notes on topics such as specification, estimation, and inference beyond the standard linear regression framework.
PAGES.STERN.NYU.EDU
Economics Network: Provides a collection of lecture notes and courses on econometrics from various universities. These resources cover a range of topics suitable for undergraduate and graduate students, including applied econometrics and econometric analysis.
ECONOMICSNETWORK.AC.UK
Coursera: In collaboration with Erasmus University Rotterdam, offers the course "Econometrics: Methods and Applications." This course teaches students how to analyze and solve business and economic questions using data analysis tools. The curriculum includes simple and multiple regression, model specification, endogeneity, and more.
COURSERA.ORG
These resources provide valuable materials for learning econometrics, including lecture notes, assignments, and video tutorials, catering to various learning preferences and levels.
