Check out the website accompanying the book titled Econometric Analysis by William H. Greene. In this website, you can check out the latest list of errata and data tables in the book of both edition 4 and 5. It also contains the detailed programming codes for all the examples in this book of edition 4 using the computer language LIMDEP. Check out the designated webpage for more information about LIMDEP, which is especially useful for discrete choice, panel data, or multinomial choice. If LIMDEP is not your cup of tea, and you prefer RATS as your favorite programming language, check out the webapge for detailed programming codes for all the examples in Econometric Analysis of edition 4. What about STATA or SAS? UCLA's excellent Academic Technology Services provides limited coverage for a few selected chapters of this book.

Check out the website accompanying the book titled Econometric Analysis of Cross Section and Panel Data by Jeffrey M. Wooldridge. In this website, you can check out the latest list of errata and download the data files (of STATA format and TXT format) for this book. If you prefer RATS, check out the webpage for detailed programming codes for all the examples in this book. UCLA's excellent Academic Technology Services has a page with detailed programming codes for the vast majority of chapters of this book using STATA as the programming language.

If you use RATS as your programming language in the time series context, you probably want to check out the webpage with detailed programming codes for examples in the book titled Time Series Analysis by James D. Hamilton.

A few websites maintain sample programs for textbook examples with different programming language. Check out the general page at UCLA's Academic Technology Services, the STATA page at Boston College's Academic Technology Services, and the RATS page at Estima.

I started compiling a list of good resources for financial data. Check out the following universities that maintain detailed information on the various databases they have.

• Harvard Business School
• Princeton University
• University of Pennsylvania
• Columbia University
• University of Chicago

CRSP creates a list of starting and ending dates for S&P500 constituents, complete with the respective PERMNOs. You can access the file CRSP.MSP500LIST (monthly list) or CRSP.DSP500LIST (daily list) from WRDS. For more detail on the CRSP S&P 500 members list, see the CRSP Data Definitions Guide in CRSP Index Methodologies under "CRSP Indices for the S&P Universe".

U.S. Treasury maintains a list of major foreign holders of us treasury securities. The Company Insight Center at BusinessWeek.com is very likely to beat the finance.yahoo.com in terms of providing useful and casual investment information.

Here is a list of credit and debt markets (bond) databases maintained by Professor Edward Altman at NYU.

The golden standard in securities reference area is probably the CUSIP system, although there are other identification methods across different countries such as CINS, ISIN, SEDOL, PPN etc. For those of you who want to have access to a CUSIP master list without paying top dollars to access the CUSIP Master file, check out the official list of 13F securities maintained by the SEC. It is not exhaustively comprehensive but includes exchange-traded or NASDAQ-quoted equity securities, warrants, close-end funds and some convertible bonds or preferred stocks. Open-end funds and foreign stocks are not included on the list, but the ADRs of foreign stocks are included. The files available are scanned images between 2000Q1 and 2003Q4 and full-text since 2004Q1, updated on a quarterly basis. For older lists, you have to contact the SEC's Public Reference Room. If you want to convert the file from PDF format into something more useful, I highly recommend the PDF2XL software. Do you want to know more about the minute details about the CUSIP such as the inner workings of the check digit, the country code for the CINS number, the convention of abbreviation for the issue description, etc? Check out the official article titled "Inside the CUSIP numbering system". In case the URL has changed, you can search for it in the Educational Programs page at the CUSIP Service Bureau. The National Association of Insurance Commissioners also provides a brief document titled "NAIC Publicly Traded Securities Listing Definitions."

Here are a few interesting sources of identifying ticker symbols. Aspen Graphics provides a search tool for ticker symbols dispensed by IDC, DTN, Reuters, Tenfore on a wide variety of security types. It also provides greats symbol guides on various platform such as Bloomberg. New York Stock Exchange provides its own ticker symbol lookup tool as well as individual lists of issues on the Arca Exchange, OTC Bulletin Board. NASDAQ provides a ticker symbol search tool, as well as lists of securities on the NYSE, AMEX, NASDAQ, OTCBB. NASDAQ Trader also provides a search and download tool for various ticker symbols. The common drawback of these tools is that they contain only the active issues, making it very difficult to identify the inactive symbols. FINDATA compiles a list of symbols for many stock exchanges across the globe.

Here are the complete references and abstracts (whenever possible) for all articles in the following journals/books between their respective inception dates and December 2005: Journal of Financial Economics, Journal of Finance, Review of Financial Studies, Journal of Business, Journal of Financial and Quantitative Analysis, Journal of Financial Markets, Handbook of the Economics of Finance, and Handbook of Econometrics. The latest update to this database of references was done in May 2006, so some of the journals even have references as of May 2006.

The compressed file contains a file in EndNote XML format. You can use EndNote Version 9 and higher to easily import the references into EndNote native format. Or, you can use any text editor to parse the XML file into a file format acceptable to your favoriate reference management software. The EndNote style file for Journal of Finance can be downloaded here. Enjoy!

It may be worthwhile to check out the Business and Economics Resources Center at The University of Chicago. The newly revamped Journal of Finance official site compiles a decent list of conferences in Finance, and the Financial Management Association maintains a list of specialty finance related conferences.

There are a number of interesting seminars at the University of Michigan Ross School of Business, including Mitsui Finance Seminar and Accounting Workshop. There are also Business Economics Seminar and International Economics Seminar at the Economics Department, as well as the Research Seminar in International Economics at Ford School of Public Policy.

Check out the resources at the Kresge Library, including the access to the very useful Web of Knowledge and Thomson Research. Here are the electronic journals provided by the University of Michigan Library. The Tozzi Trading Center has some interesting software packages installed. Also check out its lab schedule.

Here are the Research Computing resources at the Business School. The research computing grid environment employs LINUX clusters with Load Sharing Facility (Platform LSF) version 6.1. The documentations (in PDF format and HTML format) for using LSF 6.1 can be downloaded from here. These documentations are much more comprehensive than the one-pager provided by our research computing office. Frequently used commands for the grid environment include: lsid, lsinfo, lsload, lsclusters, lshosts, bhosts, busers, bsub, bjobs, bstop, bresume, bkill, and bhist. One example for submitting an interactive sh script is: bsub -Is sh runit.sh. Be sure to check out the man page for these commands or the quick reference guide. Follow this link to check out the research computing grid utilization. Sometimes you may find the need to check out the Unix server performance, using a command such as top and tpdogs.

The Matlab software on the research computing grid utilization is grid optimized. You can simply type matlab to invoke a non-graphic interactive Matlab session. If you have properly set up the eXceed or any other X-window facility, you can also use the matlab command to invoke a graphic version of Matlab session. Keep in mind though it can be painfully slow to use the graphic version remotely. If you want to submit a batch job, type something like matlab inputfile.m outputfile.txt -nosplash &, or matlab -h for more information on the syntax. You can also add the path to your current working folder in the startup file /home/usr06/yourusername/.matlab/R2007b/startup.m (if it is not already there, create one), by adding a line addpath /home/usr06/yourusername/yourfoldername. If you want Matlab to always to go to your current working folder upon initialization, you can also add the following line to the same startup file cd /home/usr06/yourusername/yourfoldername.

Sometimes, you may find it handy to issue rm -rf foldername to remove some non-empty folders under unix. What about some nasty files that you seemingly could not remove? Try to get the corresponding inode number for these files first by issuing command ls -ila. Note that the number in the first column corresponds to the inode number, say 782015. Issue the command find . -inum 782015 -exec rm -i {} \; to delete the file by directly referring to the inode number.

You may also find the need to split a huge file into smaller pieces for better management. You can issue the command cat ../zip/filename.zip | split --bytes=100m -d - filename.zip.part. & to accomplish this goal. Note that you issue the above line from the destination folder. You can alter the size of each split file and the dash after the -d option indicates that the input file is piped from the cat command.

If you try to archive too many files at a time under *nix, you might run into an error message indicating "argument list too long". Here are a couple of ways to handle it.

What if you want to kill all the processes that you have issued in one stroke? You can issue the command kill -9 `ps -u yourusername -o "pid="` & to accomplish this goal. What do you do if you find a core dump file sitting in your program folder? Well, file up the command file core.16829 where core.16829 is the core file and you should see the culprit program that probably does not surprise you. Once you identify the program (say 'perl') from the file test result (for example core.16829: ELF 64-bit LSB core file AMD x86-64, version 1 (SYSV), SVR4-style, from 'perl'), you can then use the debugger native to your system (gdb in this case) to read into the core file. In this example, I would issue command gdb perl core.16829 to get a stack trace. If you still need more details on what to do next, check out a useful article titled Tuxedo Core Dump Analysis.

University of Michigan Art, Architecture & Engineering Libraries also maintain a list of research tools, including the wonderful Refworks, Scopus, JSTOR, Science Direct, and Oxford English Dictionary. In case you have not heard of Scopus before, it incorporates multi-discipline databases of abstracts and references dated 1995 onward in a very user friendly fashion. Read a good review article about Scopus from here.

Check out the Business Information Center of Edwin L. Cox School of Business at Southern Methodist University. Here is a list of databases available from the BIC. The university wide online resources can be access from here. Go to PONI to find out the books catelog information or your checkout records, or find out how the interlibrary loan works here. The finance department has a regular Friday workshop series, and it is easy to cross over to the accounting workshop series at SMU and the finance workshop series at UTD.

Many financial economists have subscription to the Financial Economics Network (FEN) at the Social Science Research Network (SSRN) so that they will be receiving regular updates on the working paper series (WPS), accepted paper series (APS), among other things. It can be painful to scroll through all those individual email messages, though. So I have created a perl script parsing through all the FEN mailing lists that I subscribed to. You can modify the script appropriately so as to parse the email messages from FEN regarding fields that interest you. I have also created a set of perl scripts downloading and parsing through all the subject journal articles on the Financial Economics Network (FEN). These scripts also clean up the references by removing duplicate records across different subject areas and removing working papers upon publication, etc.

On December 14, 2004, Google and the University of Michigan announced a joint agreement that will add the 7 million volumes in the U-M library to the Google search engine and open the way to universal access to information. Also participated in this project are Stanford University, Harvard University, Oxford University and New York Public Library. At Stanford, Harvard and Oxford, Google will scan only (large) samples of the universities' holdings. At Michigan, however, Google will digitally scan and make searchable virtually the entire collection of the U-M library (partly because Google co-founder Larry Page graduated from here, and partly because Michigan has one of the best university collections in the US). A person looking for information will gain the extraordinary capability to use Google to locate and read the full text of printed works that are out of copyright. To know more information about this great project, check out books.google.com.