Another econometrics resource that uses Julia: I am adapting my graduate level teaching notes so that the examples use Julia. These notes are at the first year Ph.D. level, and cover basic topics such as linear regression, up to more advanced topics such as simulation-based estimation and nonparametric methods. The notes are prepared using LyX, and are available in editable form. Export to LaTeX is straightforward.

The notes are at https://github.com/mcreel/Econometrics. The Julia conversion has been completed for Ch. 11 through 14, so far. I expect that the conversion will be completed around October of this year.

There is a support package, Econometrics.jl, which has the main routines, utilities, etc.