Resources for Time-Series Econometrics

This page is created to keep resources information for research on time-series econometrics.

Data

http://lib.stat.cmu.edu/
http://www.economagic.com/
http://www-personal.buseco.monash.edu.au/~hyndman/TSDL/
http://www.epic.noaa.gov/tao/select/timeselect.html
http://www.stls.frb.org/fred/
http://ublib.buffalo.edu/libraries/units/lml/ Government_Doc/gov_publications/econhist.html