People
Chambers, Dustin, Econometrics Hall of Fame, Gonzalo, Jesus, Greene, William, Hirano, Keisuke, MacKinnon, James, Pagan, Adrian
Publications
Annales d'Economie et de Statistique, Econometric Reviews, Econometric Reviews, Econometric Theory, Econometric Theory, Journal of Applied Econometrics, Journal of Applied Econometrics (resources), Journal of Business and Economic Statistics, Journal of Econometrics, Review of Economics and Statistics
Software
Routines, Cahill Software, Econometric Software, Econometric Software Links from the Econometrics J, EVIEWS, Gnu Regression, Econometrics and Time-series Libra, Laissez Faire Software, LIMDEP, Matrixer, Microfit, OxMetrics
An Introduction to Classical Econometric Theory
Supporting Paul Ruud's textbook. Provides excerpts from the book, data sets, MATLAB code, exercise solutions, and answers to frequent questions.
Econometric Links of the Econometrics Journal
A comprehensive and well-maintained link page all about econometrics.
Econometric Resources on the Net
Designed to assist econometrics students and practicing econometricians, by John Kane.
Econometrics Laboratory- UC Berkeley
Home of TSP software and 2000 Nobel Prize Winner Daniel McFadden
EDIRC - ectrix: Econometric institutes, department
Contact information: Address and URL.
Group Method of Data Handling
Description of the inductive Group Method of Data Handling (GMDH). Self-organization approach applied in forecasting and systems modelling, optimization, pattern recognition and clusterization by neural networks (ANN), data mining and knowledge discovery.