This page contains information about Michael Creel's graduate level econometrics notes. There are a couple of unusual thing about these notes:

• they are available in editable form, so that you can modify them to suit your needs. They are however copyrighted, so you should learn about the GPL before modifying and distributing them.
  
• they contain links that point to example programs using the Octave matrix programming language. There are examples for stuff like OLS, ML, etc., but there is also working (GPL'd) code for nonparametric methods, simulation-based estimation methods, and parallel programming applications in econometrics. The examples make use of some other code for GNU Octave that I have written - minimizers and other stuff, available here.
  
• the example programs together with data and all needed software are on PelicanHPC.
  

You may be wondering why the notes are available in this form. It's simply because I use a lot of free software, and this is a means of contributing back to the community. Also, I'm hoping to receive error corrections and contributions from users of the notes.

Downloads:

• the notes, in pdf form.
• PelicanHPC  contains the notes and all the examples, ready to run. You don't need to install anything to use it.
  
• all of the sources for the notes and examples are here. To run the examples, you need to have Octave installed. To edit the notes, you need to install LyX. I can provide help for installing the code on Linux, just ask.
  

A bit more detail: The notes are written using the LyX word processor, which allows export to LaTeX. The document is about 500 pages. Coverage is  2 semesters of econometric theory, emphasizing models for stationary data. Pure time series methods are very sparsely treated, and models for nonstationary are completely absent. I would love to receive a couple of contributed chapters in these areas.