The BCEC Statistical Software Component Archive
(Stata, RATS, MATLAB, Mathematica, GAUSS)
LaTeX FAQ
Excellent online Linux documentation
A beginner's introduction to typesetting with LATEX
Not so short Introduction to LaTeX 2e (PDF format)
Excellent shareware/freeware Windows implementation of LaTeX: WinEdt, MikTeX
TeXShop: an excellent, free PDF previewer for Mac OS X
beamer : slideshows made simple with LaTeX
CTAN: Comprehensive TeX Archive Network
BiBTeX (bibliography manager) for Finance and Economics journals
Assistance with creating PDFs from Scientific Word
Introduction to Stata (Aug 2011) slideshow
Slideshows on Instrumental Variables  Maximum Likelihood and Nonlinear Least Squares Estimation
Slideshows on Monte Carlo Simulation  Mata programming language  Stata programming
The BCEC Statistical Software Component Archive: latest additions and updates
Event studies in Stata
Documentation on the ox programming language
Steve Bond paper on Dynamic Panel Data Modeling
OomsDoornik paper on ARFIMA Modelling
Jim LeSage's MATLAB Econometrics Function Library and documentation (PDF, 1.5 Mb)
Kelly Pace's Spatial Statistics Toolbox 1.1
Subscription Service for many Statistics discussion lists
