Econometrics

Econometric Links of the Econometrics Journal
A comprehensive and well-maintained link page all about econometrics.
http://www.feweb.vu.nl/econometriclinks/

Econometric Resources on the Net
Designed to assist econometrics students and practicing econometricians, by John Kane.
http://www.oswego.edu/~kane/econometrics/

Econometrics Laboratory- UC Berkeley
Home of TSP software and 2000 Nobel Prize Winner Daniel McFadden
http://emlab.berkeley.edu/eml/index.html

EDIRC - ectrix: Econometric institutes, departments and associations
Contact information: Address and URL.
http://edirc.repec.org/ectrix.html

Engle, Robert
Personal page of Nobel awarded professor. Provides personal information and working papers.
http://pages.stern.nyu.edu/~rengle/

Group Method of Data Handling
Description of the inductive Group Method of Data Handling (GMDH). Self-organization approach applied in forecasting and systems modelling, optimization, pattern recognition and clusterization by neural networks (ANN), data mining and knowledge discovery.
http://www.gmdh.net/

An Introduction to Classical Econometric Theory
Supporting Paul Ruud's textbook. Provides excerpts from the book, data sets, MATLAB code, exercise solutions, and answers to frequent questions.
http://elsa.berkeley.edu/~ruud/cet/