Econometric Links

Home Pages

• Economists on the web

• Jurgen Doornik (of PcGive and Ox fame)

• David F. Hendry

• Hans-Martin Krolzig

• Michael P. Clements

• Karim Abadir

• Bruce Hansen, Boston College

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

• Journal of Forecasting

• International Journal of Forecasting

Working Paper Archives

WoPec - Electronic working papers in economics

EconWPA - Economics working paper archive

SSRN - Social science research network

Computer Programs

LIMDEP On-line Manual

GAUSS

Matlab

S-Plus

Eviews

TSP

Ox and PcGive

Stata

Economertrics Laboratory Software Archive

Numerical Recipes Homepage

Miscellaneous

SAS Institue, Inc.

1994 U.S. Statistical Abstract

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

Journal of Business and Economic Statistics data archive

Journal of Applied Econometrics data archive