Learning Links


ECON 604	Time Series Econometrics	Mehmet Balcilar

EMU
Department of Economics

ECON 604: Time Series Econometric
Fall 2007/2008

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