Links


US Data & Resource

Resources for Economists (RFE)
Current Population Survey (CPS)
Current Population Survey Supplements (CPS Supplements)
Current Population Survey Matching (CPS Matching)
Consumer Expenditure Survey (CES)
Survey of Consumer Finances (SCF)
Panel Study of Income Dynamics (PSID)
Panel Study of Entrepreneurial Dynamics (PSED)
Health and Retirement Study (HRS)
Medical Expenditure of Panel Survey (MEPS)
National Longitudinal Survey (NLS)
National Longitudinal Survey of Youth (NLSY)
Survey of Income and Program Participation (SIPP)
Business Dynamics Statistics (BDS)
County Business Patterns (CBP)
Quarterly Census of Employment and Wages (QCEW)
Quarterly Workforce Indicators (QWI)
Longitudinal Business Database (LBD)
Longitudinal Employer and Household Database (LEHD)
Business Employment Dynamics
US Census Survey of Business Owners
SBA Statistics of US Businesses
FRB Survey of Small Business Finances
ICPSR Data Site at University of Michigan
Journal. of Applied Econometrics Data Archive
RFE: Resources for Economists on the Internet
Business Statistics on the Web
UC DAVIS Economics Data Sources
Robert Wood Johnson Foundation Employer Health Insurance Survey
Standard and Poor’s Compustat
Kauffman Index of Entrepreneurial Activity Data Files
Kauffman Firm Survey
Orbis (Article 1, Article 2)
Global Entrepreneurship Monitor Cross-National Program (GEM)
Business Environment and Enterprise Performance Survey (BEEP)
World Bank Enterprise Surveys
General Social Survey (GSS)
CEPR DATA - CPS, SIPP, and ACS
Inter-university Consortium for Political and Social Research (ICPSR)
AMA Physician Masterfile
Kauffman Data Source 

Korean Panel Data
Korean Labor and Income Panel Survey (KLIPS)
Workplace Panel Survey (WPS)
Human Capital Corporate Panel (HCCP)
Korea Health Panel (KHP)
Korean Retirement & Income Study (KReIS)
National Survey of Tax and Benefit (NaSTaB)
Korea Welfare Panel Study (KoWePS)
Korea Longitudinal Survey of Woman & Family (KLoWF)
Panel Study of Korean Children (PSKC)
Panel Survey of Employment for the Disabled (PSED)
Korea Longitudinal Study of Aging (KLoSA)
Graduates Occupational Mobility Survey (GOMS)
Youth Panel (YP)
High School Graduates Employment Survey (HSGES)
Korean Education Longitudinal Survey (KELS)
Korean Children & Youth Panel Survey (KCYPS)
Korean Youth Panel Survey (KYPS)
Micro Data Service System (MDSS)
Health and Welfare Data Portal


Other Data 
Survey of Health, Ageing and Retirement in Europe (SHARE)
LIS data on income and inequality
Swedish Socio-Economic Data
German Socio-Economic Panel (G-SOEP)
EU-Labour Force Survey (Eurostat)
DNB Household Survey (Netherlands)
UK Data Service and Archive
Survey on Household Income and Wealth (Italy)
European Social Survey (ESS)
World Values Survey

Stata
The STATA Blog
STATA Official Website
UCLA ATS Statistical Computing pages - Stata
Princeton University - Stata
Introduction to Stata - Germán Rodríguez
Courses with Stata - Richard Williams
Data Service (Stata) - George Mason University
Econometrics by Simulation 
Matrix programming—Mata
Lecture Notes in Microeconometrics - Kurt Schmidheiny
Applied Econometrics - Roger Koenker

(Book) A Gentle Introduction to Stata

(Book) An Introduction to Modern Econometrics Using Stata
(Book) Microeconometrics: Theory and Practice
(Book) Microeconometrics using Stata
(Book) Principles of Econometrics
(Book) Using Stata for Principles of Econometrics
(Book) Maximum Likelihood Estimation with Stata
(Book) Multilevel and Longitudinal Modeling Using Stata
(Book) A Practitioner's Guide to Stochastic Frontier Analysis Using Stata
(Book) Labor Economics
(Book) An Introduction to Stata Programming
(Book) A Visual Guide to Stata Graphics
(Book) The Workflow of Data Analysis Using Stata
(Book) Data Management Using Stata: A Practical Handbook
(Paper) Applied Survey Data Analysis Using Stata: The Kauffman Firm Survey Data


R

The Comprehensive R Archive Network
R Studio
R Bloggers
Quick R
Data Service (R) - George Mason University
UCLA ATS Statistical Computing pages - R
Introducing R - Germán Rodríguez
R Code School
Analyze Survey Data for Free
Advanced R
Econometrics by Simulation 
Lecture Notes in Microeconometrics - Kurt Schmidheiny
Applied Econometrics - Roger Koenker
Data Import (from R Bloggers)
An Introduction to Statistical Learning
R for Public Health

(Book) Econometrics

(Book) Applied Econometrics with R
(Book) Principles of Econometrics: An Introduction (Using R)
(Book) Hands-On Intermediate Econometrics Using R
(Book) Hands-On Matrix Algebra Using R
(Book) Time Series Analysis and Its Applications: With R Examples
(Book) Applied Nonparametric Econometrics
(Book) Data Analysis Using Regression and Multilevel/Hierarchical Models
(Book) Introduction to Statistical Learning
(Book) Elements of Statistical Learning
(Book) Bayesian Data Analysis
(Book) Doing Bayesian Data Analysis
(Book) Bayesian Analysis for the Social Sciences
(Book) R in Action
(Book) Cookbook for R
(Book) R Graphics Cookbook
(Book) Art of R Programming
People
John S. Earle
Len Nichols
Sita Slavov
John C. Haltiwanger
Chad Syverson
A. Colin Cameron
Parvin K. Trivedi
Joshua Angrist
Jörn-Steffen Pischke
Andrew Gelman
Bruce E. Hansen
William N. Evans
Jonathan Gruber
Bruce E. Hansen
Steve Bond
Dimitri P. Bertsekas
John N. Tsitsiklis
Glen Weyl
Kurt Schmidheiny
Scott Duke Kominers
Hun Myoung Park
Arindrajit Dube
Larry Wasserman
Trevor Hastie
Robert Tibshirani
Ryan Tibshirani

Blogs

Monthly Labor Review
Statistical Modeling, Causal Inference, and Social Science
Stats Blogs
R Bloggers
Simple Statistics
Economist's View
Econometrics by Simulation
Stochastic Trends
Econometrics Beat
The Grumpy Economist
Core Economics
FiveThirtyEight
God Plays Dice
EconAcademics
Social Science Method

Conference

IZA Conference
American Economic Association (AEA)
The Society of Labor Economists (SoLE)
Comparative Analysis of Enterprise Data
Population Association of America (PAA)
Association for Public Policy Analysis and Management (APPAM)
European Conference on Innovation and Entrepreneurship (ECIE)
International Conference on Innovation and Entrepreneurship (ICIE)
American Society of Health Economists (ASHEcon)
International Health Economics Association (IHEA)
Academy Health

Organization

Center for Micro-Economic Policy Research (CMEPR)
Center for Health Policy Research and Ethics (CHPRE)