Prof. John Kane's econometrics learning pages:
1.Introduction
2.Statistical Foundations
3.Estimators and Distributions
4.Bivariate Regression Model
5.Hypothesis Testing
6.Multiple Regression Model
7.Hypothesis Testing in the Multiple Regression Model
8.Functional Form I: Linearity
9.Functional Form II: Further topics
10.Specification and Measurement Error
11.Multicollinearity
12.Autocorrelation
13.Heteroskedasticity
14.Limited Dependent Variables
15.Systems of Equations
16.Distributed lag models
17.Random walks, unit roots, and cointegration
18.ARIMA Models
|
List of Econometric Software links
Econometrics Journal Online
http://www.econ.vu.nl/econometriclinks/software.html
Econometrics Lab, University of Illinois
http://www.econ.uiuc.edu/~morillo/links.html
Prof. Alan G. Isaac, American University:
http://www.american.edu/academic.depts/cas/econ/soft.htm
Prof. John Kane's List of econometrics Software
http://www.oswego.edu/~economic/econsoftware.htm
Dowloadable Econometrics Software
http://econltsn.ilrt.bris.ac.uk/software/emetdemo.htm
|
University of Illinois at Urbana-Champaign:
Econometric Sources
http://www.econ.uiuc.edu/~morillo/links.html
|
Journal of Applied Econometrics
http://qed.econ.queensu.ca/jae/
|
Stockholm School of Economics: Econometrics Links
http://www.hhs.se/stat/links/
|
Ramu Ramanathan, Introductory Econometrics with Applications
http://weber.ucsd.edu/~rramanat/embook4.html
|
Royal Economic Society: Econometriclinks
http://econometriclinks.com/
|
Prof. Roger Perman-Strathclyde University(UK)
http://homepages.strath.ac.uk/%7Ehbs96127/outline.htm
|
London Business School: Centre for economic forecasting
http://www.lbs.lon.ac.uk/cef/
|
Prof. Christopher Dougherty - LSE
http://econ.lse.ac.uk/ie/iecourse/notes/
|
Society for Nonlinear Dynamics and Econometrics
http://www-snde.rutgers.edu/SNDE/society/snde.html
|
Prof. Andrew J. Buck - Temple University
http://oll.temple.edu/economics/notes/lectures.html
|
Egwald Web Services Ltd --Interactive multiple regression learning
http://www.egwald.com/statistics/statistics.php3
|
Elsevier's Handbook of Econometrics, Vol. 1-4
http://www.elsevier.com/hes/books/02/menu02.htm
|
Free Econometrics Software for Easy Regression Analysis
("EasyREG International")
Prof. Herman J. Bierensseful, Pennsylvania State U.
http://econ.la.psu.edu/~hbierens/EASYREG.HTM
|
Professor Dennis Coates, UMBC Econometrics
Quizzes
|