Econometrics 1 - undergraduate course (The University of Melbourne, 2019-20)
Econometrics 1 - graduate course (Tilburg University, 2011-15)
Stata:
Introductory do-file including data generation (First-time users, thoroughly commented)
Nice introduction into programming in Stata (other sections could be of interest too)
Exercise illustrating the effects of measurement error in covariates (do-file)
Exercise illustrating the difference between correlations and Betas in MLR (do-file)
Exercise illustrating that robust s.e.’s can be higher as well as lower than non-robust s.e.’s (do-file)
Matlab:
Introductory m-file including data generation and MC (First-time users, thoroughly commented)
Small exercise assessing efficiency of differently declared Matlab operations (inverse, variance)