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. You may also download these codes from my Github repositories.
Jeffrey M. Wooldridge (2010). Econometric Analysis of Cross-section and Panel Data, 2nd Edition.
Marno Verbeek (2017) A Guide to Modern Econometrics, 5th Edition.
Chris Brooks (2017). Introductory Econometrics for Finance , 3rd Edition.
- Using R ✨
William H. Green (2018). Econometric Analysis, 8th Edition. (Partial replications)
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