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| * [https://github.com/bdemeshev/metrics_hse_exams/raw/master/metrics_hse_exams.pdf Подборка прошлых кр и экзаменов]
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| * [https://github.com/bdemeshev/metrics_pro/raw/master/metrics_pro.pdf древние задачки семинаров ип]
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| * МНК
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| ** Kurt Schmidheiny, [https://www.schmidheiny.name/teaching/ols.pdf OLS]
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| * SVD и PCA
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| ** Abdi, Williams, [https://personal.utdallas.edu/~herve/abdi-awPCA2010.pdf PCA]
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| ** Barum Park [https://barumpark.com/blog/2017/Rotation/ PCA, rotation]
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| * AIC, BIC
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| ** Cavanaugh, Neath, [https://iowabiostat.github.io/research-highlights/joe/Cavanaugh_Neath_2019.pdf AIC]
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| ** Barum Park [https://barumpark.com/blog/2018/aic-and-bic/ AIC and BIC]
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| * Модели бинарного выбора
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| ** Kurt Schmidheiny, [https://www.schmidheiny.name/teaching/binaryresponse.pdf binary response]
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| * Панельные данные
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| ** Kurt Schmidheiny, [https://www.schmidheiny.name/teaching/panel.pdf panel data]
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| * Бутстрэп
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| ** Tim Hesterberg, [https://arxiv.org/abs/1411.5279 What teachers should know about bootstrap?]
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| ## Онлайн книжки
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| * [https://books.econ.msu.ru/Introduction-to-Econometrics/ Дружелюбная эконометрика]
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| * Никита Артамонов, [http://img1.liveinternet.ru/images/attach/c/2//3833/3833271_econometrics.pdf Введение в эконометрику]
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| * Кирилл Фурманов, [http://www.hse.ru/org/persons/503346#other сборник задач на личной страничке]
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| * Michael Creel, [https://github.com/mcreel/Econometrics Econometrics] и [https://github.com/mcreel/Econometrics/raw/main/econometrics.pdf pdf]
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| * Bruce Hansen, [https://www.ssc.wisc.edu/~bhansen/econometrics/ Econometrics]
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| * Dolf Schluter, [https://www.zoology.ubc.ca/~bio501/R/ Quantitative methods in ecology and evolution] курс по статистике для мбиологов. Хорошая подборка статей по статистике, хорошее введение в R.
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| * Faraway, [http://cran.r-project.org/doc/contrib/Faraway-PRA.pdf Practical regression and ANOVA using R]: гетероскедастичность, мультиколлинеарность, метод главных компонент, Ridge regression, ANOVA.
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| * Ruey Tsay [http://faculty.chicagobooth.edu/ruey.tsay/teaching/ teaching page]: его курсы по временным рядам с R
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| * Kevin Sheppard, [https://www.kevinsheppard.com/teaching/mfe/ Financial Econometrics]: GMM, VaR, многомерная волатильность.
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| * Kurt Schmidheiny, [http://schmidheiny.name/teaching/shortguides.htm Short guides on econometrics]
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| * Rob Hyndman, [https://otexts.com/fpp3/ Forecasting principles and practice]
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| * [https://quantecon.org/ QuantEcon]
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