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ECON 503

Econometrics I

Mehmet Balcilar
 
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EMU
 Department of Economics

ECON 503: Econometrics I
Fall  2008/2009

Econometric Learning Resources online

 
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

Alan G. Isaac, American University:
 http://www.american.edu/academic.depts/cas/econ/soft.htm

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/ 		Roger Perman-Strathclyde University
http://homepages.strath.ac.uk/%7Ehbs96127/outline.htm
London Business School: Centre for economic forecasting
http://www.lbs.lon.ac.uk/cef/ 		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 		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 Oct. 2003")
Herman J. Bierensseful, Pennsylvania State U. http://econ.la.psu.edu/~hbierens/EASYREG.HTM 		Dennis Coates, UMBC Econometrics Quizzes 
 

 

 

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to contact me:

Department of Economics
Eastern Mediterranean University
Gazimagusa
Turkish Republic of North Cyprus
Tel: +90 392 630 1548  (Internal: 1548)
Fax: +90 392 365 1017
Email: mehmet.balcilar@emu.edu.tr
Web site: http://www.mbalcilar.net

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This site was last updated 10/15/08