Econometric Links

Last update: December 23, 1997

Conferences

• Conferences with Econometric Interest

Homepages of Econometricians

• Economists on the web
• Jon Danielsson, University of Iceland
• Jurgen Doornik Oxford University
• Bruce Hansen, Boston College
• Frank Kleibergen, Erasmus University Rotterdam
• Frank Diebold, University of Pennsylvania
• Jan Kiviet, University of Amsterdam
• Francisco Cribari-Neto
• Herman J. Bierens, Pennsylvania State University
• Peter Phillips, Yale University
• Chris Sims, Yale University
• Oliver Linton, Yale University

Journals

• Economics Journals' webpage
• Studies in Nonlinear Dynamics and Econometrics - Electronic Journal
• The Econometrics Journal - New Electronic Journal
• Econometric Theory
• Review of Economics and Statistics
• Review of Economic Studies
• Journal of Applied Econometrics and Data Archive
• Journal of Econometrics
• Journal of Business and Economic Statistics and Data Archive
• Journal of the American Statistical Association
• Journal of Forecasting
• International Journal of Forecasting
• Econometrica
• Econometric Reviews

Working Paper Archives

• WoPec - Electronic working papers in economics
• EconWPA - Economics working paper archive
• SSRN - Social science research network
• University of Chicago
• NBER

Computer Programs

• GAUSS
• Matlab
• S-Plus
• Rats
• Eviews
• TSP
• Ox and PcGive
• Stata
• Numerical Recipes Homepage

Courses

• Eric Zivot's Time Seies Econometrics, University of Washington.
• Joel Horowitz' Nonparametric Methods, University of Iowa.
• Mike Abbot's Introductory Econometrics, Queens University.
• Andrew Karolyi's Empirical Research in Finance, Ohio State University
• Peter Phillips' Time Series Econometrics, Unit Roots and Cointegration and Econometric Theory, Yale University

Misc

• Updates to Davidson and MacKinnon's textbook Estimation and Inference in Econometrics