Econometrics lecture notes, slides and books
Here you can find links to resource about Econometrics and related fields, including statistics, probability and machine learning!
(Last update: June 2023)
Time Series Econometrics
Peter Phillips' Lectures on Unit roots, Cointegration and Nonstationarity
Hand-written notes on theoretical time series econometrics, covering the classics (FCLTs, stoch. calculus, unit roots, etc.) PDF
Probability, Statistics and Machine Learning
Software for Econometrics