1. Econometrics - Wikipedia, The Free Encyclopedia econometrics is concerned with the tasks of developing and applying quantitative or statistical methods to the study and elucidation of economic principles. http://en.wikipedia.org/wiki/Econometrics

Econometrics From Wikipedia, the free encyclopedia Jump to: navigation search Econometrics is concerned with the tasks of developing and applying quantitative or statistical methods to the study and elucidation of economic principles. Econometrics combines economic theory with statistics to analyze and test economic relationships. Theoretical econometrics considers questions about the statistical properties of estimators and tests, while applied econometrics is concerned with the application of econometric methods to assess economic theories. Although the first known use of the term "econometrics" was by Pawel Ciompa in 1910, Ragnar Frisch is given credit for coining the term in the sense that it is used today. Although many econometric methods represent applications of standard statistical models , there are some special features of economic data that distinguish econometrics from other branches of statistics. Economic data are generally observational , rather than being derived from controlled experiments . Because the individual units in an economy interact with each other, the observed data tend to reflect complex economic equilibrium conditions rather than simple behavioral relationships based on preferences or technology . Consequently, the field of econometrics has developed methods for

2. Econometric Resources On The Net This site contains an extensive set of links to econometric resources on the internet. It is designed to assist econometrics students and practicing http://www.oswego.edu/~kane/econometrics/

This site is designed to assist users of Econometrics: An Applied Approach and others who are interested in finding econometric resources on the internet. If you have any suggestions for improvements (or relevant links), please contact John Kane by email at: kane@oswego.edu Useful links: Econometric research links This page contains links to resources that are useful in conducting econometric studies. From this page you may find links to numerous sources of data, online working papers and journal articles, information about econometric software, and much more.... Online Econometric Resources for Students This page contains links to resources that are designed to assist students learning statistical and econometric techniques. Chapter related resources A growing collection of links to chapter specific resources. Datasets used in text This page contains downloadable versions of the datasets used in the text. (This portion is in the very early stages of development. Initially, data will be available in spreadsheet, SAS, and LIMDEP format. I hope to add more formats in the future.) John Kane's home page Visit the author's home page.

3. Econometrics.org - Portal To Econometrics, Economisc Statistics econometrics is derived from several disciplines, including mathematical economics, statistics, economic statistics, and economic theory. http://www.econometrics.org/

Econometrics Econometrics Econometrics is derived from several disciplines, including mathematical economics, statistics, economic statistics, and economic theory. The goal of econometrics is twofold: to give economic theory empirical data and to empirically verify it. It is a study that produces measurements, where qualitative data is turned into quantitative mathematical forms. Once this is performed, these statements can then be empirically proven, disproven, measured, and compared. Despite common assumption, econometrics is not statistics, differing in one important aspect: the study of statistics is performed in controlled experiments, whereas econometrics often has to deal with data as is. An important tool used in econometrics is regression analysis , which can further be divided into time-series analysis, and cross-sectional analysis. Time-series analysis examines and measures variables over a certain period of time. Cross-sectional analysis studies the correlation between different variables at a point in time. Time-series and cross-sectional analysis can be performed simultaneously on the same sample, which is then called panel analysis. However, like many statistical methods, econometrics has garnered several criticisms, especially in the 1970s. Econometrics can produce inaccurate results if, for instance, a relationship between two variables is measured linearly when it should be curved. There are several

4. Journal Of Applied Econometrics Home Page The resource site for this bimonthly international journal. Contains links to online abstracts and full papers, and to the freely available archived data http://jae.wiley.com/

Aims and Scope Editorial Board Submission Instructions Full Text of Volumes 1-8 (1986-1994) via JSTOR Full Text of Volumes 11-current (1996-current) via Wiley Interscience Hyperlinked Tables of Contents of Current and Past Issues Search Contents Forthcoming Articles ... Information on other Wiley publications

5. EconPapers: Econometrics By Michael Creel; Abstract This is a project to develop a document for teaching graduate econometrics that is open source , http://econpapers.repec.org/paper/aubautbar/575.03.htm

EconPapers Home About EconPapers Working Papers Journal Articles ... Format for printing EconPapers has moved to http://econpapers.repec.org! Please update your bookmarks. Econometrics Michael Creel UFAE and IAE Working Papers from Unitat de Fonaments de l'An lisi Econ²mica (UAB) and Institut d'An lisi Econ²mica (CSIC) Abstract: Keywords: Econometrics lecture notes open source (search for similar items in EconPapers) JEL-codes: (search for similar items in EconPapers) New Economics Papers: this item is included in nep-cmp and nep-ecm Date: View list of references View citations in EconPapers Downloads: (external link) http://pareto.uab.es ... ics/econometrics.pdf The main document (application/pdf) http://pareto.uab.es ... ics/Econometrics.zip The whole collection, with examples, etc. (application/zip) Our link check indicates that this URL is bad, the error code is: 404 Not Found Related works: Book: Econometrics This item may be available elsewhere in EconPapers: Search for items with the same title. Access Statistics for this paper More papers in UFAE and IAE Working Papers from Unitat de Fonaments de l'An lisi Econ²mica (UAB) and Institut d'An lisi Econ²mica (CSIC) Contact information at EDIRC Series data maintained by Xavier Vila ( This site is part of RePEc and all the data displayed here is part of the RePEc data set.

6. Wiley InterScience :: JOURNALS :: Journal Of Applied Econometrics bimonthly journal with articles on the application of econometric techniques to a wide variety of problems in economics. Abstract archive. http://www.interscience.wiley.com/jpages/0883-7252/

Skip to Content If you are seeing this message, you may be experiencing temporary network problems. Please wait a few minutes and refresh the page. If the problem persists, you may wish to report it to your local Network Manager. It is also possible that your web browser is not configured or not able to display style sheets. In this case, although the visual presentation will be degraded, the site should continue to be functional. We recommend using the latest version of Microsoft or Mozilla web browser to help minimise these problems. Wiley InterScience HOME ABOUT US CONTACT US ... HELP JOURNALS Home Business Economics Journal of Applied Econometrics What is RSS? Get Sample Copy Recommend to Your Librarian Save journal to My Profile ... Print this page Journal Home News Product Information Editorial Board For Authors ... Contact Issue Navigation Early View Current Issue ALL ISSUES (1986 - 2008) Previous Issue Next Issue Current Issue Volume 23 Issue 2 (March 2008) Research Articles Is gravity linear? (p 137-172) Daniel J. Henderson, Daniel L. Millimet Published Online: Feb 28 2008 4:38AM DOI: 10.1002/jae.974

7. Econometrics Toolbox For MATLAB MATLAB Icon. econometrics Toolbox by James P. LeSage. Public domain functions for free download and use http://www.spatial-econometrics.com/

8. Introductory Econometrics Support site for Introductory econometrics, A Modern Approach, by Jeffrey M. Wooldridge, Book cover for Introductory econometrics, A Modern Approach, http://www.swlearning.com/economics/wooldridge/wooldridge2e/wooldridge2e.html

9. Statistics - Econometrics - Forecasting Scientific website about forecasting, econometrics, statistics, and online applications. http://www.xycoon.com/

Scientific Resources Home Site Map Site Search Xycoon College ... Free Online Software Statistics - Econometrics - Forecasting [Home] [Resources] [Links] [Xycoon Exchange] Welcome to our popular scientific resources website about Descriptive Statistics Continuous Statistical Distributions Hypothesis Testing Econometrics , and Time Series Analysis (Forecasting). Best of all: it is all free of charge! :: Spotlight :: we recommend these excellent books about S-Plus and R: Time Series Analysis and Its Applications: With R Examples The Basics of S-Plus The Formulae section contains a whole series of widely used statistical formulae about descriptive statistical measures and continuous distributions. Check any of these widely used descriptive statistics central tendency (mean, median, root mean square, midmean) with free calculator concentration (entropy, exponential index, Herfindahl, variation coefficient, Gini coefficient, Lorenz curve) with free calculator box plots (hinge, midspread, interquartile range, whiskers, fences, outliers, extremes, outermost) density trace (kernel, distance, density)

10. Economics 240B, Microeconomic Analysis econometrics/STATISTICS Fall 2002 Lecture Tu Th, 1100-100 PM, 608-7 Evans Instructors econometrics Paper Requirements. Problem Sets http://elsa.berkeley.edu/users/powell/e240b_f02/e240b.html

University of California, Berkeley Department of Economics 549 Evans Hall # 3880 Berkeley, CA 94720-3880 Graduate Student Instructor Andres Aradillas-Lopez aradilla@econ.berkeley.edu Ayse Yesim Orhun orhun@haas.berkeley.edu Ghostview PS Viewer Adobe PDF Reader rowilma@econ.berkeley.edu Last modified on 11/15/2002 ECONOMICS 240B ECONOMETRICS/STATISTICS Fall 2002 Lecture: Tu - Th, 11:00-1:00 PM, 608-7 Evans Instructors: Professor James Powell , (First Half) Office Hours: Tuesday, 2:00-3:30 PM, 669 Evans Daniel McFadden , (Second Half) Office Hours: Tuesday, 4:00-6:00 PM, 655 Evans First Half Syllabus and Reading list, First half Econometrics Paper Requirements Problem Sets Problem Set 1, Part 1 Problem Set 1, Part 2 Problem Set 2, Part 1 Problem Set 2, Part 2 ... First Midterm Exam Data Sets for Empirical Exercises Engel Curve Data (Engel.txt) Quarterly National Income and Product Accounts (Qnipa.txt) Earnings Data Set (Earnings.txt) Second Half Syllabus and Reading list, Second half Lecture Notes Chapter 1 Discrete Response Models Chapter 2 Sampling and Selection Chapter 3 Generalized Method of Moments Chapter 4 Instrumental Variables Chapter 5 Systems of Regression Equations Chapter 6 Simultaneous Equations Chapter 7 Robust Methods in Econometrics Example: Small-Sample Properties of IV and OLS Estimators Exogenicity Test - A Simple Case Data The following class data sets are all columnar, plain ascii text files:

11. Hayashi, F.: Econometrics. of the book econometrics by Hayashi, F., published by Princeton University Press....... http://press.princeton.edu/titles/6946.html

Book Search: Keywords Author Title or ISBN More Options Power Search Search Hints Google contents of this website: Google full text of our books: Econometrics Fumio Hayashi Shopping Cart Endorsements Table of Contents Preface [HTML] or [PDF format] Chapter 1 [in PDF format] Hayashi's Econometrics promises to be the next great synthesis of modern econometrics. It introduces first year Ph.D. students to standard graduate econometrics material from a modern perspective. It covers all the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. The book is also distinctive in developing both time-series and cross-section analysis fully, giving the reader a unified framework for understanding and integrating results. Econometrics For those who intend to write a thesis on applied topics, the empirical applications of the book are a good way to learn how to conduct empirical research. For the theoretically inclined, the no-compromise treatment of the basic techniques is a good preparation for more advanced theory courses. Endorsements: "Students of econometrics and their teachers will find this book to be the best introduction to the subject at the graduate and advanced undergraduate level. Starting with least squares regression, Hayashi provides an elegant exposition of all the standard topics of econometrics, including a detailed discussion of stationary and non-stationary time series. The particular strength of the book is the excellent balance between econometric theory and its applications, using GMM as an organizing principle throughout. Each chapter includes a detailed empirical example taken from classic and current applications of econometrics."Dale Jorgensen, Harvard University

12. What Is Econometrics? Article for beginners answers the question What is econometrics? http://economics.about.com/cs/studentresources/f/econometrics.htm

zJs=10 zJs=11 zJs=12 zJs=13 zc(5,'jsc',zJs,9999999,'') You are here: About Economics Economics Economics ... Submit to Digg Most Popular Recessions vs. Depressions Legalize Marijuana Nominal vs. Real Variables Price Elasticity of Demand ... What is Inflation? Q. What is Econometrics? From Mike Moffatt Your Guide to Economics FREE Newsletter. Sign Up Now! A. Here are a few definitions of Econometrics that should help you answer the question "What is Econometrics?": Perhaps the simplest answer to the question "What is Econometrics?" can be found at Monash University . They state that "Econometrics is a set of quantitative techniques that are useful for making "economic decisions". The website Pitmaster.com answers the question "What is Macroeconomics" with the following response: "[Econometrics is the] application of statistical and mathematical methods in the field of economics to test and quantify economic theories and the solutions to economic problems." The Economist's Dictionary of Economics defines Econometrics as "The setting up of mathematical models describing mathematical models describing economic relationships (such as that the quantity demanded of a good is dependent positively on income and negatively on price), testing the validity of such hypotheses and estimating the parameters in order to obtain a measure of the strengths of the influences of the different independent variables."

13. Oxford Journals | Social Sciences | Jnl Of Financial Econometrics The goal of the journal is to reflect and advance the relationship between econometrics and finance, both at the methodological and at the empirical levels. http://jfec.oxfordjournals.org/

@import "/resource/css/main.css"; @import "/resource/css/homepage.css"; @import "/resource/css/journal.css"; @import "/resource/css/jfinec.css"; @import "/resource/css/progress.css"; Skip Navigation Oxford Journals Contact Us My Basket ... My Account Journal of Financial Econometrics About This Journal Contact This Journal Subscriptions Current Issue ... Social Sciences Jnl of Financial Econometrics Read This Journal View Current Issue (Volume 6 Issue 2 Spring 2008) Advance Access Browse the Archive Financial econometrics has become one of the most active areas of research in econometrics. The Journal of Financial Econometrics is dedicated to this fast-growing field. The Journal addresses substantive statistical issues raised by the tremendous growth of the financial industry over the last decades. The goal of the Journal is to reflect and advance the relationship between econometrics and finance, both at the methodological and at the empirical levels. Search This Journal Advanced search Related Journals Oxford Economic Papers Oxford Review of Economic Policy The Review of Financial Studies The World Bank Economic Review ... The World Bank Research Observer Reader Services Free sample issue Library Recommendation Form New Open Access option The Journal About this journal Publishers' Books for Review Dispatch date of the next issue Editors Eric Renault View full editorial board For Authors Instructions to authors Submitting your manuscript Submit Now!

14. Journal Of Econometrics - Elsevier The Journal of econometrics is designed to serve as an outlet for important new research in both theoretical and applied econometrics. http://www.elsevier.com/locate/jeconom

Home Site map Elsevier websites Alerts ... Journal of Econometrics Journal information Product description Editorial board Abstracting/indexing Special issues and supplements Subscription information Bibliographic and ordering information Conditions of sale Dispatch dates Journal-related information Contact the publisher Impact factor Most downloaded articles Other journals in same subject area ... Select your view JOURNAL OF ECONOMETRICS Editors: T. Amemiya, A.R. Gallant, J.F. Geweke, C. Hsiao, P.M. Robinson, A. Zellner See editorial board for all editors information Access Full Text Articles Articles on ScienceDirect Contents Alert Economics subscribe/unsubscribe Online Submission Description The Journal of Econometrics is designed to serve as an outlet for important new research in both theoretical and applied econometrics. The scope of the Journal includes papers dealing with estimation and other methodological aspects of the application of statistical inference to economic data, as well as papers dealing with the application of econometric techniques to substantive areas of economics. Econometric research in the traditional divisions of the discipline or in the newly developing areas of social experimentation are decidedly within the range of the Journal's interests. Annals of Econometrics: The Annals of Econometrics form a supplement to the Journal of Econometrics . Each issue of the Annals includes a collection of papers on an important topic in econometrics, selected by the editor of the issue. Leading researchers have contributed papers on topics such as welfare econometrics of peak-load pricing for electricity, censored or truncated regression models, non-nested models, model specification, econometric analysis of duration data, pre-test and Stein-rule estimators, Bayesian analysis of econometric models etc. The in-depth treatment of specific topics in issues of the Annals will be of value to researchers, teachers and students in applied and theoretical econometrics. All Annals are also available separately.

15. MIT OpenCourseWare | Economics | 14.32 Econometrics, Spring 2007 | Home Introduction to econometric models and techniques, emphasizing regression. Advanced topics include instrumental variables, panel data methods, http://ocw.mit.edu/OcwWeb/Economics/14-32Spring-2007/CourseHome/index.htm

skip to content Home Courses Donate ... Economics Econometrics 14.32 Econometrics Spring 2007 General bill of burials by parish clerks of London, 1665. For a larger version, see Epidemic Disease in London Course Description Introduction to econometric models and techniques, simultaneous equations, program evaluation, emphasizing regression. Advanced topics include instrumental variables, panel data methods, measurement error, and limited dependent variable models. May not count toward HASS requirement. Recommended Citation For any use or distribution of these materials, please cite as follows: Joshua Angrist, course materials for 14.32 Econometrics, Spring 2007. MIT OpenCourseWare (http://ocw.mit.edu/), Massachusetts Institute of Technology. Downloaded on [DD Month YYYY]. Technical Requirements Special software is required to use some of the files in this course: Staff Instructor: Prof. Joshua Angrist Course Meeting Times Lectures: Two sessions / week 1.5 hours / session Recitations: 1 session / week 1 hour / session Level Undergraduate Download this course Feedback Send feedback on this course.

16. JSTOR: Journal Of Applied Econometrics The Journal of Applied econometrics is a bimonthly international journal which publishes articles of high quality dealing with the application of existing http://www.jstor.org/journals/08837252.html

RESOURCES FOR LIBRARIANS RESOURCES FOR PUBLISHERS PARTICIPATION INFORMATION Journal of Applied Econometrics JSTOR Coverage: Vols. 1 - 17, 1986-2002 JSTOR Collections: Business Please read JSTOR's Terms and Conditions of Use before you begin. Search This Journal Browse This Journal Journal Information for Journal of Applied Econometrics Publisher Moving Wall The Journal of Applied Econometrics is a bi-monthly international journal which publishes articles of high quality dealing with the application of existing as well as new econometric techniques to a wide variety of problems in economics and related subjects, covering topics in measurement, estimation, testing, forecasting, and policy analysis. The emphasis is on the careful and rigorous application of econometric techniques and the appropriate interpretation of the results. The economic content of the articles is stressed. The intention of the Journal is to provide an outlet for innovative, quantitative research in economics which cuts across areas of specialization, involves transferable techniques, and is easily replicable by other researchers. Contributions that introduce statistical methods that are applicable to a variety of economic problems are actively encouraged. The Journal also features occasional sections of short papers re-evaluating previously published papers. ISSN OCLC LCCN JSTOR HOME SEARCH BROWSE TIPS ... CONTACT JSTOR

17. UC Berkeley Webcasts | Video And Podcasts: Econometrics 244 Fall 2001 Courses; ; econometrics 244. econometrics 244 econometrics 244. 10001100 AM Instructor Train. Visit the Course Website Lecture Archive http://webcast.berkeley.edu/course_details.php?seriesid=1906978197

18. Studies In Nonlinear Dynamics & Econometrics Application of nonlinear dynamics and statistics to advance the understanding of economic and financial markets. http://bepress.com/snde

The Berkeley Electronic Press All Journals bepress Home My Account News: SNDE impact factor rises to 0.661 in 2006. Editor Bruce Mizrach , Rutgers University SNDE is a quarterly journal, sponsored by The Society for Nonlinear Dynamics and Econometrics . The journal encourages replication of empirical results. Data and programs can be obtained by clicking on the article titles. Current Issue: Volume 12, Issue 1 (2008) Nonlinear Dynamical Methods and Time Series Analysis Introduction On August 30 - September 1, 2006, the University of Udine, Italy, hosted a workshop on "Nonlinear Dynamical Methods and Time Series Analysis". This meeting brought together a selected group of researchers interested in the application of nonlinear methods to the analysis of economic and financial data, including Howell Tong and Timo Teräsvirta, two of the leading experts in the area. This special issue, with guest editors Sebastiano Manzan, Alfredo Medio, and Dick van Dijk, offers a selection of the papers presented during the workshop. Articles PDF Modelling Autoregressive Processes with a Shifting Mean Andrés González and Timo Teräsvirta PDF Rank-based Entropy Tests for Serial Independence Cees Diks and Valentyn Panchenko PDF Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle Mohitosh Kejriwal PDF Evaluation of Surrogate and Bootstrap Tests for Nonlinearity in Time Series Dimitris Kugiumtzis PDF Smooth Transition Autoregressive Models New Approaches to the Model Selection Problem Dietmar G. Maringer and Mark Meyer

19. Welcome To Econometrics.Net econometrics.net For Sale. (old links - many live, some dead). Articles on econometrics, Statistics, and Modeling - Also Research Sources http://www.econometrics.net/

First Button Second Button Third Button Fourth Button also does nothing - Welcome to Econometrics.Net - This domain is for sale. You may send an email to AreYouOnTheWeb, Inc if you are interested in purchasing this domain. Professional/Academic/Research Information: (old links - many live, some dead) Articles on Econometrics, Statistics, and Modeling - Also Research Sources Mathematical, Statistical, and Econometrics Software Vendors

20. Society For Nonlinear Dynamics And Econometrics The Society seeks to promote the use of nonlinear methods in economics and finance from both a theoretical and empirical perspective. http://www-snde.rutgers.edu/SNDE/society/snde.html

The Journal Organizers Mailing List Goals ... Resources Society for Nonlinear Dynamics and Econometrics What's News (April 1, 2008) 16th SNDE Conference - FRB San Francisco, April 3-4, 2008. Final program Register for the conference Hotel reservation form Local information Jim Hamilton 's plenary talk will be on regional business cycle propagation SNDE Volume 12.1 released Psaradakis, Sola, and Spagnolo win the Arrow Prize for 2006. 15th SNDE conference program: CREST-ENSAE Paris Previous SNDE meetings visitors Site maintained by: Bruce Mizrach

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