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This page contains links I often use or find useful. I have categorised them into three: (1) R, (2) Free online resources and (3) Free downloadable resources.

R:

Free GNU Downloads: R (Windows distribution) - Tinn-R (R editor) - SciViews R GUI (R GUI) - R Commander (R GUI)
Free packages: CRAN - Computational Econometrics - Empirical Finance - Time Series - Probability Distributions - Multivariate Statistics - Bayesian Inference - Social Sciences - Optimisation - Journal of Econometrics links
Free on-line resources: R Project - R for Economics - Rmetrics - R-SIG-Finance - Entry on R in Wikipedia - R Wiki - R TclTk - TclTk programming
Documentation: CRAN
Miscellaneous: Data Analysts Captivated by the Power of R (New York Times, 6 January 2009)

Free online resources:

Email: BI - Gmail
Maps: Google - 1881
UC3M Library: General
Search Engines and Portals: Google - AltaVista - Yahoo! - Startsiden - Eniro - Kvasir - Sesam
Language Dictionaries: Merriam-Webster - Wiktionary - Word Reference - Real Academía Española - Dokpro - Verbolog - Ivarmedia - Dictionary.com - Free Dictionaries Project
Free Encyclopedias: Wikipedia - The Internet Encyclopedia of Philosophy - The Stanford Encyclopedia of Philosophy - Metodeleksikon
Economics Dictionaries: The New Palgrave Dictionary of Economics - Economics A-Z - Fast Answers (U.S. SEC) - The Concise Encyclopedia of Economics - Econterms - Platts (oil and energy) - Ord og Uttrykk (Norges Bank)
Finance Dictionaries: Reuters Glossary - Barkley's Comprehensive FinancialGlossary - Personal Finance Glossary (from MortgageLoan.com)
Statistics Dictionaries: A Glossary of Statistics (by Norman Marsh) - Statistics Glossary (by Valerie J. Easton and John H. McColl) - Statistics Glossary (StatSoft)
Maths Dictionaries and Tools: Wolfram Mathworld - Functions - Integrator - Differentiator - Mathematical Programming
Free Data: Oanda FX - Bank of Norway - Statistics Norway - The Financial Forecast center - Economagic - U.S. Energy Information Administration (EIA) - FRED (St.Louis) - NBER links - BIS - J. of Applied Econometrics Data Archive - EconLib - Oxford Latin American Economic History Database - Institute for Quantitative Social Science at Harvard - Data360 - Kenneth French's webpage
Economic methodology and history: The International Network for Economic Method - The Economic History Society - historyofeconomics.org links - The History of Economic Thought Website - The post-autistic economics network
HTML programming: Getting started - More advanced features - Adding a touch of style - HTML Tidy - Generate MathML code
Miscellaneous: The Economist Style Guide - Econometric Links - www.timeanddate.com - Find location of IP address - JEL Classification - Google Analytics

Free downloadable resources:

Quantitative Software: Maxima (similar to Mathematica but free; the "R" of math) - Octave (Matlab clone) - Ox Console
LaTeX: MiKTeX - TeXnicCenter (LaTeX editor) - Lyx (LaTeX editor) - JabRef (Reference manager) - Calc2LaTeX - Writer2LaTeX
Other Software: OpenOffice - Open Office Help - Open Office Manuals - Dictionaries - Word counting in pdf-files
Books: William F. Trench: Introduction to Real Analysis