Replication Codes for Popular Econometrics Textbooks

Welcome to your go-to resource for econometric replication codes, organized from leading textbooks in the field. Covering everything from foundational concepts to advanced techniques, these Stata, R, and Python codes offer a reliable companion for those looking to learn, replicate, extend, or teach econometric analysis with confidence.

Note: this collection includes code for textbook examples only, not for exercises or problem sets.

A. Colin Cameron (2022).  Analysis of Economics Data: An Introduction to Econometrics. This is an entry point into applied econometrics positioned below Wooldridge’s Introductory Econometrics.

• Using R. ✨

Jeffrey M. Wooldridge (2016). Introductory Econometrics: A Modern Approach, 6th Edition.

• Using Stata (or Using Stata with Jupyter Book [here])
• Using R
• Using Python

You can also download the corresponding code from my Github repositories.

• Download the Stata do files from the GitHub repository.
• Download the R-markdown files from the GitHub repository.
• Download the Python scripts from the GitHub repository.

Jeffrey M. Wooldridge (2010). Econometric Analysis of Cross-section and Panel Data, 2nd Edition.

• Using Stata
• Using R
• Using Python

Badi H Baltagi (2021). Econometric Analysis of Panel Data. 6th Edition.

• Using Stata ✨
• Using Python

Marno Verbeek (2017) A Guide to Modern Econometrics, 5th Edition.

• Using R
• Using Stata

Chris Brooks (2017). Introductory Econometrics for Finance , 3rd Edition.

• Using R ✨

William H. Green (2018). Econometric Analysis, 8th Edition. (Partial replications)

• Using R

Bruce E Hansen (2022). Probability and Statistics for Economists. 

• Using R ✨

Misc

• Synthetic Control Method (Abadie et al. 2010) – Using Stata
• Spatial Mapping of Education Data – Using Stata (spmap)
• Et bilde er verdt tusen ord: Lønnsforskjeller etter yrkesgrupper over tid – Stata

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