Econometric Links

Examples of hyperlinks to submit:

http://www.transparency.de/documents/press-releases/1997/1997.31.7.cpi.html

This site releases 1997 Corruption Perceptions Index (CPI). The index, issued at a time of growing public concern about corruption throughout the world, is based on seven international surveys of business people, political analysts and the general public and it reflects their perception of corruption in 52 countries. (Alisher Akhmedjonov)

http://www.tse.or.jp/eindex.html

This is the web site of Tokyo Stock Exchange. It has lots of statistical data, charts and market information. It also contains guides to foreign companies, different indexes and links to other related sources. (Alisher Akhmedjonov)

http://ciber.bus.msu.edu/busres/statinfo.htm

This is contains a large collection of other URLs related to economics and business. From their you can find information on trade, finance and other economics indicators. (Alisher Akhmedjonov)

DUKE ECONOMICS
http://www.econ.duke.edu/Quicklinks/econ.quicklinks.html

This site is maintained by the Economics department of Duke University. It 
contains extensive Economics links and other research resources. (Ramya Ghosh)

WWW Resources for Economics and Finance
http://pwaldron.bess.tcd.ie/economic.htm

A site maintained by Mr. Paddy Waldron. Contains useful links to data 
sources. (Ramya Ghosh)

BusinessWeek Online
http://www.businessweek.com/

The online version of The BusinessWeek magazine. (Ramya Ghosh)

Financial Cafe
http://www.cafe.com.my/finance/main.htm

A Malaysian website containing useful links related to the Asian & World 
financial markets. (Ramya Ghosh)

The Bond Market Association
http://www.psa.com/

Contains useful data on bond market, including municipal and agency issuance. (Ramya Ghosh)

Central Bank Resource Center
http://patriot.net/~bernkopf/

Links of Central Banks and Finance ministries around the world. (Ramya Ghosh)

The Financial Forecast Center
http://www.neatideas.com/economics/

Good site with focus on financial Data forecasts. Offers some forecasts for free
but mostly fee based though. (Ramya Ghosh)

Historical Data for S&P Stocks
http://biz.swcp.com/stocks/

Contains several years of data for the constituent members of
the S&P 500. (Ramya Ghosh)

Nasdaq Market Data (The NasDaq Stock Market)
http://www.nasdaq.com/

Cool site. Also contains historical data on various subgroups of the Nasdaq 
markets. (Ramya Ghosh)

New York Stock Exchange (Historical Statistics Archive)
http://www.nyse.com/

Contains excellent historical data, for example volume,
market capitalization, and closing prices. (Ramya Ghosh)

http://www.etla.fi/pkm/JokEc.html

A huge page of jokes about economics and economists. From the page and
seen at the LSE "Economists do it with models" Ha (Chris Ingram)

 http://www.econlit.org/

EconLit is the American Economic Association's electronic bibliography of economic literature. There are historical articles that are really interesting and a great help to understanding a lot of economic theory. There are research articles on all areas following: economic theory - monetary theory - economic history - fiscal theory - public finance - welfare programs - international economics - country studies - banking - financial institutions - capital markets - econometrics - economic forecasting - consumption - labor economics - employment - demography - regional economics - urban economics- law and economics - industrialrelations - industry studies -government regulations - agricultural economics - natural resources managerial economics - business cycles - industry studies - health and education - economic development - technological change -economic growth (Chris Ingram)

http://www.fgn.unisg.ch/eumacro/IntrTutor/SGE04.html

This site contains a guided interactive exercise on the Solow Growth Model.
It walks you through the model and illustrates what happens when changes in
the variables are made. (Stephen McMahon)

http://www.nobel.se/laureates/economy-1987-1-autobio.html

This site contains an autobiography of Robert M. Solow, the 1987 Nobel Prize
Winner in Economics. (Stephen McMahon)

http://www.nuff.ox.ac.uk/Economics/Growth/datasets.htm

This site comes to us from Oxford University and it contains a collection of data sets pertaining to economic growth.  (Edwin Villamayor)

http://www-personal.buseco.monash.edu.au/~hyndman/TSDL/

This is the site of Rob Hyndman in Austrailia and the site contains a collection of over 500 time series data sets. Interesting site because it contains data not just in the field of economics, but several topics, including, crime, meteorology, and sports. (Edwin Villamayor)

http://www.enth.com/

This site is very useful in that it's more interactive than other data sources, similar to running a search engine. Parameters can be queried to narrow down a specific time series data. This site supports certain search functions of AskJeeves and AltaVista.  (Edwin Villamayor)

http://www.gruntal.com/cal.html

This site has an economic calendar that includes the most data that I have seen. It has the dates for all economic indicators, auctions by the government, and other significant events. It does require adobe to view the calendar. (Chris Ingram)

http://www.bvdny.com/products/eiu/overview.htm

This is a site that you have to pay for access, but I have used it before at work and it is pretty impressive. From the site "compare 117 countries across 271 economic series starting from 1980 and forecasting out to 2004,access full range of economic forecasts and integrate them
into your own planning models, graph trends from 1980 to 2004, Provides instant access to the most comprehensive database of economic indicators and forecasts. EIU CountryData is supplied with powerful analysis software provided with an intuitive interface" Pretty interesting to see how data is packaged and sold in the business world. (Chris Ingram)

http://mitpress.mit.edu/journal-home

This website contains information on a new electronic journal, created by
the MIT, that focuses on nonlinear dynamics and econometrics.  (Saro Chahenian)

http://www.nscb.gov.ph/

This is the site of Philippine National Statistical Coordination Board.
"The (NSCB) was created under Executive Order No. 121 issued on January 30,
1987 as the highest policy-making and coordinating agency on statistical
matters in the Philippines." Data included in this site are social and
economic statistics, and statistics on economic indicators. Interesting
section on the country's poverty level. (Edwin Villamayor)

http://www.singstat.gov.sg/

This is the site of Statistics Singapore. As with other national statistics agency's, it contains data based on Singapore. One unique aspect of this site is that it contains IT solutions to gathering statistical data. (Edwin Villamayor)

http://www.sonoma.edu/people/BButler/economic.html

For anyone interested in economic data focused on Sonoma County, this is the site to go to. The site is sponsored by Sonoma State and it also discusses business conditions in Sonoma. (Edwin Villamayor)

Multiple Regression Research Analysis
URL: http://www.windsor.igs.net/~nhodgins/multiple_regression_research_analysis.html

From this webpage, users may find information on multiple regression. It also contains some review on statistical methods and statistics glossary. (Karen Hui)

SEM: Multiple Regression (David A. Kenny)
URL: http://3w.nai.net/~dakenny/mr.htm

It is a review of multiple regression. It contains some terminology and information which are useful in multiple regression. This webpage also shows how to use multiple regression to estimate the parameters for a structural model. (Karen Hui)

www.mikestrt.dircon.co.uk

This is the website for Abbey Management Services which is a consultant service based in London. They specialize in the application of statistics and econometrics to advertising, marketing and market research. (Saro Chahenian)

http://www.dismal.com/

This site has a lot of well organized macro and indicator data. It also
has great articles on current economic events and problems. If you are a
econ student, you will definitely enjoy this site. Also a cool model
that is used to predict the upcoming presidential election. (Chris Ingram)

http://www.cibc.com/products/economics/

The Canadian Imperial Bank of Commerce (CIBC) set up this site with
mostly projections about future economic performance for Canada and the
United States. Most of the projections are pretty standard, but the
historical data and discussion of the models used to project the
estimates are well discussed and very interesting. It shows well how
models are formulated and a lot of the testing that is used to develop
the best model. (Chris Ingram)

http://rfe.org/

This is the site titled "Resources for Economists." The site is maintained
by the Dept. of Economics and International Business, University of
Southern Mississippi and contains 1,164 resources in 68 sections ranging
from data to jobs and grants to teaching resources. (Edwin Villamayor)

http://www.economagic.com/

This is the site of Economagic. The site contains data that are all in
time series orginating from the Bank of Canada and Bank of Japan as well as
US Government data. (Edwin Villamayor)

http://www.vix.com/pub/men/econ.html

Here's something interesting. This site is known as Economics Data from a
Mens Issues perspective. The site contains data sets pertaining to child
support, unemployment, income levels of women dropping after a divorce, and
paternity statistics. (Edwin Villamayor)

http://dir.yahoo.com/Social_Science/Economics/

One of the best directories to economic data, but probably overlooked.
It's the Yahoo! Directory under Social Sciences and Economics subcategory. (Edwin Villamayor)

www.netstrom.com/econometrics

This is a website that can help answer questions pertaining to
econometrics. The site can explain and clarify many things from our class
(like regression models). (Saro Chahenian)

Shazam-  http://shazam.econ.ubc.ca/

This is the webpage for a computer program that is supposed to be useful
in econometrics. The site offers lots of information on the benefits of the
program. (Saro Chahenian)

Electronic Textbook Statsoft
URL: http://www.statsoft.com/textbook/stathome.html

This electronic textbook offers training in the understanding and application of statistics. It begins with an overview of elementary concepts and continues with depth exploration of specific areas in statistics. (Karen Hui)

ECONOLINK - Sites for Researchers
http://www.progress.org/econolink/res.html

It's a nice site for economics research with quite a few good links. (Ramya Ghosh)

http://www.csufresno.edu/Economics/econ_EDL.htm

This is the site of the Fresno State University's Economics Department which was constructed by Dr. John A. Shaw. The site contains data and links in a matrix format. Specifically, Dr. Shaw created the table "to provide quick access to a variety of up-to-date statistics of interest to teachers of economics. Students, news organizations, and specialists in other disciplines should find it of interest as well."  (Edwin Villamayor)

http://econltsn.ilrt.bris.ac.uk/cheer/ch13_2/ch13_2p07.htm#note1

This is the site of James A. Reiss, Department of Accounting & Management, School of Business, La Trobe University, Bundoora, Australia. The site is a descriptive explanation on how to generate stock-price/yield data sets for the simulation of the two-asset portfolio model and the CAPM using spreadsheets. It also contains good references at the bottom of the page. (Edwin Villamayor)

http://darkwing.uoregon.edu/~birdie/ekc2.html

Here's a link to a set of Kuznet's data, containing variables such as the GINI coefficient, GDP, City, Country, and Population. This site was last Updated on 1/19/00 by Ed Birdyshaw. (Edwin Villamayor)

http://www.geocities.com/SiliconValley/Network/1030/

This web site is for those who analyze data and program in Visual Basic
Application (VBA) in Microsoft Excel®.  (Ariana Zibilich)

http://trochim.human.cornell.edu/selstat/ssstart.htm

This is an interactive set of web pages to help you select the right kind
of analysis to perform on your data. It asks you a simple series of
questions about your data (how many variables, etc.), then makes
recommendations about the best test to perform. (Ariana Zibilich)

http://www.geocities.com/SiliconValley/Network/1032/

This site is a free add-in for Excel which allows you to do multiple linear regression. I did not actually try the program but the description of the software on the web site is impressive. (Chris Ingram)

http://www.elsevier.com:80/inca/homepage/sae/econbase/econom/

The web site for the Journal of Econometrics. Not a lot of fluff here, all sorts of interesting articles that are surprisingly not that hard to understand and follow. (Chris Ingram)

SticiGui Glossary of Terms
URL: http://www.stat.Berkeley.EDU/~stark/Teach/SticiGui/Notes/gloss.htm

This website contains an extensive glossary of terms used by statisticians and econometricans. Users may find it easy to use. All the terms are under alphabetical order, and they are in detailed explanation. (Karen Hui)

Vinod's Econometrics Stuff
URL: http://www.fordham.edu/economics/vinod/

Dr. Vinod is a Professor of Economics at Fordham University. There are downloadable research papers and journal articles on statistics and econometrics written by Prof. Vinod. (Karen Hui)

ForecastX Linear Regression Statistical Forecasting Method
http://www.forecastx.com/LR.html

This site is right up my alley. The site discusses forecasting using linear regression. It’s kind of a math site, but it has a lot of good information to absorb. (Shaun de Jesus)

Nonlinear Regression Analysis Program
http://www.sandh.com/sherrod/nlreg.html

This site is a good site to check out if you are interested in non-linear regressions. I found it very informative to check out this econometrics technology and see how it works. Where was this when I was working on the Kuznets hypothesis? This program is a
powerful statistical analysis program that performs linear and nonlinear regression analysis and curve-fitting. (Shaun de Jesus)

http://www.iexchange.com/

This web site allows anyone who has a prediction about a stock to post
their forecast. The forecast is stored and the performance of the
predictor is tracked and ranked against all others. The site is really
well organized and has the best performers listed on the home page. It
has a lot of relevance for question I-2 on the first midterm. (Chris Ingram)

http://www.sscnet.ucla.edu/ssc/labs/cameron/e143f98/index.html

This is a professor's web site for an upper division undergraduate
econometrics class. There are problem sets and answers and other useful
aids. (Chris Ingram)

Statistical Data of Developing Members Countries (DMC) - http://internotes.asiandevbank.org/notes/edr0004p/index.htm

This link includes annual data on national accounts, external trade and direction of trade, price indexes, population, labor force, balance of payments, government finance, money and banking, external indebtedness, production and energy for the years 1981 to 1998. (Kuolung Hsu)

Statistics- Tax Data Series from Ohio Department of Taxation - 
http://www.state.oh.us/tax/STATS/statsts.htm

This link provides statistical taxation data from the state of Ohio. You can find information such as individual income tax: years 1974 - 1997, selected local government taxes: collections, calendar years 1970 -1998, local government distributions: calendar years 1970 - 1998, selected Ohio tax sources: total tax collections, fiscal years 1974 - 1999, property taxes: real, public utility personal, business tangible personal and intangible personal property taxes levied annually, calendar years 1970 - 1998, and real property assessed valuation, by class, tax years 1985 - 1998. (KuoLung Hsu)

Federal Statistical Office Germany - http://www.statistik-bund.de/erg_e.htm

At this link you can find time series data on Germany. Some of the information you can expect to find are geography and climate, national accounts, population, registered companies, employment, agriculture, fisheries, wages and salaries ... etc. You can also find statistics on other foreign countries. (KuoLung Hsu)

Economics Department CSU Fresno - EconData & Links - 
http://www.csufresno.edu/Economics/econ_EDL.htm#CALMISC

This site received a Looksmart Editor's Choice award. This site provides economics data on the United States and People's Republic of China. It also include information on the state of California and information more specifically Fresno, California. (KuoLung Hsu)

The Vienna Institute for International Economic Studies - WIIW - http://www.wiiw.ac.at/database.html

At this site you can access the annual database on Eastern Europe, monthly database on Eastern Europe, industrial database, data on foreign direct investment (FDI), and a guide to statistical services. (KuoLung Hsu)

Browse Data of the Chicago FRB - http://www.economagic.com/fedchi.htm

At this site you can access the existing home sales of the United States. It also divided the data into different regions, Midwest, northeast, south, and west. Other categories of the database are housing start charts, building permits, and new home sales. This data is also divided into subcategories. (KuoLung Hsu)

http://home.clara.net/sisa/

This site allows you to do statistical analysis directly on the internet.
All you need to do is select one of the procedures, enter the information
and the site will do the calculations for you. (Stephen McMahon)

http://www.assumption.edu/html/academic/users/avadum/applets/SimpleRand/RandGen2.html

After entering the number of people you want in a sample and the number of
people in the population, this site will generate a simple random sample.
The results can be cut and pasted into other documents. (Stephen McMahon)

Title: PROPHET StatGuide (Simple)Linear Regression
URL: http://www.basic.nwu.edu/statguidefiles/linreg.html

This website provides useful information on simple linear regression. Econometrics students may find it helpful.(Karen Hui)

Title: Herman J. Bierens
URL: http://econ.la.psu.edu/~hbierens/index.htm

Dr.Bierens is a professor of Economics at Pennsylvania State University and Part-time professor of Econometrics at Tilburg University, the Netherlands. On this personal website, vistors may download some published papers written by Prof. Bierens. (Karen Hui)

University of Maryland, INFORUM EconData - http://www.inform.umd.edu:8080/EdRes/Topic/Economics/EconData/Econdata.html

This is the home page for the EconData service of Inforum, at the University of Maryland. Several hundred thousand economic time series, produced by a number U.S. Government agencies and distributed in a variety of formats and media, can
be found here. (KuoLung Hsu)

CommodityTrader.Net - http://commoditytrader.net/

This site provides free information system that dedicated to commodity traders, options traders and stock investors. In this site, you can find the real time and delayed quotes to the stock indices, CME futures, options, Forex metals (cash). You can also find real time and delayed charts and news. (KuoLung Hsu)

Fedstats: One Stop Shopping for Federal Statistics - http://www.fedstats.gov/

This site provides statistical information from more than 70 United States Federal Governmental agencies. The Federal Interagency Council on Statistical Policy maintains this site to provide easy access to the full range of statistics and information produced by these agencies for public use. In this site, you can easily find a statemap on your state and, more specifically, your county. The statemaps provide information on agriculture, population, business, crime, environment and energy. (KuoLung Hsu)

Welcome to the State and Local Policy Program's economic development web site - http://www.hhh.umn.edu/centers/slp/edweb/

The "National Data Resources" link on this site offers a compilation of direct links to federal level, on-line data sources. The "State Data Resources" link offers a collection of state-specific data sources for economic development. The "Data Resources by Subject" link provides two Data Cross-Reference Tables, the first comparing on-line sources based on types of data offered and the second evaluating sites based on ease of access. All these links can be found under the data button. (KuoLung Hsu)

Cambridge Econometrics' Home Page - www.camecon.co.uk/ 

This page shows really advanced applications of what we are learning in class. This site has economic forecasting and econometric modeling services for
industry and government. It was kind of neat to see how complex, relevant and current econometrics is. (Shaun de Jesus)

B&E Datalinks - http://www.econ-datalinks.org/

The site is basically a search engine for economic and financial data sources. This is a project sponsored by the Business and Economics (B&E) Statistics Section of the American Statistical Association (ASA). (Edwin Villamayor)

Louisiana Electronic Assistance Program - http://leap.nlu.edu/BEA/WWWHOME.HTM

The is the site of Louisiana Electronic Assistance Program (LEAP), sponsored by the University of Louisiana at Monroe. This is Louisiana's first central source for online, free, and current United States wide business, economic & demographic information including : census, agriculture, social, labor, tax and much more. LEAP contains comprehensive data about Louisiana and other states and regions organized by subject and then by the State, County(Parish), MSA's, cities and villages.(Edwin Villamayor)

http://www.econ.lsa.umich.edu/datares.html

Another comprehensive university backed resource center. This is the site of the University of Michigan Economics Department Economic and Data Resource center. Another comprehensive university backed which categorizes its resources into Other Economics Servers, Economics Data Sources, Econometric Software, Other Relevant Software, Economics Publications, Professional Information, Economics Departments, and Miscellaneous. (Edwin Villamayor)

Biz/ed - http://www.bized.ac.uk/dataserv/datahome.htm

This is the site of Biz/ed. Biz/ed hosts both original and mirrored data
sets for economics, business and finance for the UK and other countries.
Good data for anyone interested in looking at UK financials.  (Edwin Villamayor)

http://info.library.yorku.ca/depts/lds/finance.htm

This site is the Library Data Sources hosted by the York University Libraries in Canada. Good source for data pertaining to Canada. Includes links to the Bank of Canada and the Bank of Montreal. (Edwin Villamayor)

http://www.st.nmfs.gov/st1/econ/data.html

For those interested in natural resources economics, this site belongs to the National Marine Fisheries Service. It contains data such as Fisheries of the U.S., 1998 for Value Added to the U.S. Gross National Product by the commercial seafood sector. (Edwin Villamayor)

The Data Zone - http://epinet.org/datazone/

The Data Zone contains the Quarterly Wage and Employment Series, which is a current, detailed analysis of wage and employment trends in the Current Populations Survey, released quarterly as data becomes available. (Edwin Villamayor)

http://www.nobel.se/cgi-bin/laureate-search?economy=on&silent=on&list=readyshort

This is the site for the Nobel prize in economics. The winners from 1980,1989, and 1990 all are mentioned for their econometric contributions. The 1990 winners are especially interesting, there is interesting info on the CAPM and financial economics in general. (Chris Ingram)

Historical Futures Price Data - http://www.teleport.com/~rpotts/prices/prices.html

The site provides historical futures closing prices. This site also provides some educational sessions on futures trading such as how to open a futures trading account. The site requires registration. (KuoLung Hsu)

Free Resources at TurtleTrader - http://www.turtletrader.com/ttr.html

This site provides historical futures data on 33 commodities and currencies. It also provides news of futures and hedge funds. (KuoLung Hsu)

Global Financial Data - http://www.globalfindata.com/

Global Financial Data provides current and historical data for the United States and over 150 countries, including stock markets from 1690, exchange rates from 1590, interest rates from 1700, commodity data from 1500 and inflation data from 1264. Some of the data require fees. (KuoLung Hsu)


Federal Reserve Bank of Chicago - Commercial Bank and Bank Holding Company - http://www.frbchi.org/rcri/rcri_database.html

This site provides report of condition an income data for all the banks regulated by the Federal Reserve System, Federal Deposit Insurance Corporation, and the Comptroller of the Currency. All financial data are on an individual bank basis. All data are available from 1976 to second quarter 1999. (KuoLung Hsu)

Market Data - http://www.financialweb.com/market/

This site provides historical stock data, i.e.. historical quotes, to any U.S. and Canadian company. The data goes back as far as 10 years. In addition, it also allows users to view data in different categories for comparisons. (KuoLung Hsu)

Historical United States Census Data Browser - http://fisher.lib.virginia.edu/census/

This link provides historical data describing the people and the economy of the US for each state and county from 1790 to 1970. The users can search the data by categories. (KuoLung Hsu)

www.about.com

This website has information on thousands of different mutual funds. You can check returns for 1, 3 and five years. (Saro Chahenian)

www.findafund.com

This is another site that offers lots of information on different mutual funds. You can just type in the symbol of the fund and the engine in the site will bring it up. (Saro Chahenian)

Financial Econometrics - 
http://home.talkcity.com/GaiaWay/finametrics/

This website contains many useful links which economics students may find it interesting, such as Computational Financial Econometrics, Time Series Forecasting, Software Reviews, Book Reviews, Research Papers, Courses, Projects, and etc. (Karen Hui)

Econometrics Laboratory - UC Berkeley
http://emlab.berkeley.edu/eml/index.html

This website is maintain by UC Berkeley. Users may find useful information on workshops and short courses to industry professional on regression analysis, time series and etc. Tutorial page and other useful links may also be found. If users are connecting from a host in the Berkeley. EDU domain, they are able to download free software such as Shazam 8.0 and other data resources. (Karen Hui)

Statistical Resources on the Web - http://www.lib.umich.edu/libhome/Documents.center/stecon.html

Statistical Resources on the Web hosted by the University of Michigan
Documents Center. The site contains a comprehensive list of economics data links, especially a Thematic Mapping Service link that lets you create or use pre-existing state and county maps with Census or non-Census themes (crime, vital statistics, industries, banking, etc.). (Edwin Villamayor)

U.S. Census Bureau - http://www.census.gov/

This site needs no explanation. It has a particularly good tool on
economic indicators (ex. U.S. International Trade in Goods and Services). (Edwin Villamayor)

Energy Information Administration - http://www.eia.doe.gov/

This is the site for the Energy Information Administration which is part of the Department of Energy. It contains a "Data Query System" that allows the user to access topics such as a Monthly and Annual Energy Review, Annual Energy Outlook, and Residential Energy Consumption Survey. (Edwin Villamayor)

Statistical calculators - http://www.oswego.edu/~kane/econometrics/calculators.htm

This is a web page with links to different calculators that help to find 
critical values for different types of distributions. (Ana Otero)

Notes on linear models - http://www.stats.ox.ac.uk/~dlunn/lectures/b8web_10/node1.html

The lecture follows what we are doing in weeks 4, 5 and 6 and can help as a complement. (Ana Otero)

http://www.eco.utexas.edu/joe/

This site is the online version of Job Openings for Economists. The
American Economics Association offers this site. Most of the jobs require advanced degrees, but it is interesting to see the positions available. (Steve McMahon)

http://www.frbsf.org/system/fedinprint/index.html

This site is the Fed in Print. It offers an index to Federal Reserve
Economic Research. (Steve McMahon)

http://bardeen.physics.csbsju.edu/stats/t-test.html

This site describes the students t-test and offers examples. It also lets
you put in data and perform your own t-test. (Steve McMahon)

http://www.ssc.msu.edu/~sw/webcrse/sw830/701/u09/hpts18.htm

Another site that discusses the t-test. It goes through an example of using the t-test to test a hypothesis. (Steve McMahon)

Swiss Banks - www.swconsult.ch/chbanks/index.html

This site offers all sorts of information on Swiss banks. It answers
questions on how to open an account, secrecy of deposits, etc.. ( Saro Chahenian)

White House -  www.whitehouse.gov

This site has information on services the US government provides (like
social security). You can find out a lot of information on government
spending on this site. The site provides links to other government
agencies; like the FBI, CIA, Department of Agriculture, etc.. (Saro Chahenian)

The Data Analysis Briefbook
http://www.cern.ch/Physics/DataAnalysis/BriefBook/

This site contains a very detailed glossary covering a variety of statistical topics which are very useful to econometrics students. (Karen Hui)

Economics faculty (Prof. Cameron)
http://www.econ.ucdavis.edu/~cameron/

Dr.Cameron is an Associate Professor in the Department of Economics at the University of California - Davis. Prof. Cameron's research speciality is econometric theory for cross-section data. Vistors can find abstracts of selected papers. (Karen Hui)

Opportunities for Mathematicians in Finance and Investments:  http://www.phds.org/Reading/investment.htm 

This site provides many applications of advanced mathematics in finance and investment management.  It covers applications relating to Bayesian statistics, Modern portfolio theory, and option pricing.  It also discusses briefly how to use Brownian motion to describe movements in the financial markets.   (John Vallas)  

Financial Engineering News:  http://www.fenews.com  

This site provides bimonthly information on the most recent developments in computational finance and economics.  It analyses a variety of different trading systems and statistical testing procedures.  Fe news also encourages the publication of minority and conflicting points of view, rather than only presenting the majority view. (John Vallas)

StreetEYE (Wall Street Journal)
http://www.streeteye.com/

This site includes general economic indicators (e.g. industrial production) as well as financial data world-wide. (Ramya Ghosh)

Resources for Economists on the Internet
http://rfe.wustl.edu/Data/index.html

A nice website. Lists more than 1,000 resources on the Internet
of interest to economists. (Ramya Ghosh)

CodEc - Programs for Economics and Econometrics
http://netec.wustl.edu/CodEc.html

Provides some econometrical and statistical software used in Economics (for example Gauss, Rats and Shazam). (Ramya Ghosh)

USinfostore
http://www.USinfostore.com/USdatabases.html

You can subscribe to have access to over 60,000 macroeconomic time-series. (Ramya Ghosh)

Current Economic Data
http://cbs.marketwatch.com/news/current/econ_data.htx

Excellent site. Contains recent U.S. data by CBS with hyperlinks to sources. (Ramya Ghosh)

Econometric Links, Econometrics Journal
http://www.eur.nl/few/ei/links/

Comprehensive site. Includes econometric conferences, econometric journals, econometric departments, econometric software, econometric mailing lists. (Ramya Ghosh)

http://lib.stat.cmu.edu/

This is the web page for the department of statistics at Carnegie Mellon University. There is a significant amount of information about
econometrics and statistics in general. There are also some interesting
links for data. (Chris Ingram)

EViews Home Page - http://www.eviews.com/download/download.html

This is the download page for upgrades for eviews. The home page has a lot of helpful information for using and understanding eviews and some of the downloads on this page can help a lot. (Chris Ingram)

WebEc - http://netec.wustl.edu/WebEc/WebEc.html

WebEc originated in Finland and contains a treasure trove of free
information in economics on the Web. It has an extensive collection of
data categorized by region (International, Asia, Europe, North America, South America). (Edwin Villamayor)

USDA Economics & Statistics System - http://usda.mannlib.cornell.edu/

This is the site of the USDA Economics & Statistics System, which is
actually hosted by the Albert Mann Library at Cornell University. The site contains nearly 300 reports and datasets from the economics agencies of the U.S. Department of Agriculture. These materials cover U.S. and international agriculture and related topics from Agricultural Baseline Projections to Inputs, Technology, and Weather to Livestock, Dairy, and Poultry. (Edwin Villamayor)

http://www.mnsfld.edu/depts/lib/ecostats.html

This is the Business & Economics Data site of Mannsfield University of Pennsylvania. It's considered as a "convenient one-stop shopping for all your economic data." (Edwin Villamayor)

Ramanathan Home Page - http://weber.ucsd.edu/~rramanat/database.html 

This is the site of the professor who wrote our Econometrics textbook and has a number of useful database links. (Ariana Zibilich)

Bayes' Rule in the Real World - http://www.hisavic.aus.net/hisa/mag/sep93/belief.htm#Heading76 

Great site if you are interested in learning about how Bayes' Rule is
applied in real world studies. The basic premise of Bayes' Rule and its
shortcomings in reference to its use in medical studies are outlined on
this sight. (Ariana Zibilich)

Data Mining the Stockmarket - http://world.conk.com/world/jkruger/sscc98.htm 

Contains a paper titled " Bayesian Data mining to estimate Returns on the Stock Exchange." In this paper, the author compares the results of his study using the Bayesian method with those of using a stepwise Linear Regression model. Interesting Results! (Ariana Zibilich)

Penn World Tables - http://datacentre.chass.utoronto.ca:5680/pwt/

This site of the The Penn World Tables currently comprise data for 152 countries and 29 subjects. You can find statistics on subjects such as real GDP, Population, etc. Say for instance you wanted to see if there was a relationship between the pop'n of various countries for the year 1992 with these countries real GDP. With this site you have accessibility to the cross-section data necessary to complete this study.  (Ariana Zibilich)

Title: Econometrics Resources on the Internet
URL: http://www.oswego.edu/~kane/econometrics/

This webpage contains econometrics links that users and students find it is useful in looking for resources and data in econometrics. (Karen Hui)

Title: Welcome to Econometrics. Net
URL: http://www.econometrics.net/

This site devoted to the exploration of econometrics, mathematics, and 
programming issues. Users can find articles on econometrics, statistics, 
modeling and research resources. (Karen Hui)

Economic Statistics Briefing Room (ESBR)
http://www.whitehouse.gov/fsbr/esbr.html

It is including: Production, Sales, Orders and Inventories, Output, Income, Expenditures, and Wealth, Employment, Unemployment, and Earnings, Prices, Money, Credit, and Interest Rates, Transportation (Fumiko Yokota)

www.econometrics.com

Probably the most obvious name of all, this site contains books, journals, software, people, conferences and course material related to the field of econometrics. Browsing this site was very useful in grasping the "realm of econometrics" and learning more about the subject and its applications. (Shaun de Jesus)

Voit Econometrics Group, Inc. - www.vecon.com/index.html

Produces this site and serves as a financial and economic advisory firm. This site illustrates "econometrics outside the classroom" and practical applications of econometrics in the working world. This company is based upon the usage of econometrics for valuation. (Shaun de Jesus)

www.bigcharts.com

This site provides free graphs and information on the returns of companies that are listed in the major indexes. It also provides data on currency and exchange rates that goes as far back as 10 years. (Saro Chahenian)

http://pacific.commerce.ubc.ca/xr

This is a free web page designed by a professor at the University of
British Colombia. It provides lots of data on currency exchange and helpful graphs also. (Saro Chahenian)

3) www.imf.org

This is the web site of the International Monetary Fund. It provides data on balance of payments of almost all the countries in the IMF. There are also some useful articles in the site about various financial issues around the globe. (Saro Chahenian)

4) www.ft.com

This is the web site of the Financial Times. What makes this site useful
is that you can visit it for free. There is no charge to access any of the
information. You can get quotes and valuable data on thousands of
companies. (Saro Chahenian)

http://www.economics.harvard.edu/faculty/caselli/caselli.html

This is the site of visiting Harvard University Professor Francesco
Caselli. The site contains downloadable data sets of Service Income and Employment, by State and Industry, from 1870 to 1950, Labor Income and Employment, by State and Industry, from 1940 to 1990, and Per-Capita Income and Population, by State, from 1880 to 1990. (Edwin Villamayor)

http://www.economics.harvard.edu/faculty/jorgenson/index.html

This is the site of Harvard University Professor Dale Jorgenson. The site contains downloadable data sets, specifically, 35 KLEM data set (used in IGEM), Kuznets data set, and data for Information Technology and Growth (aea99 data). (Edwin Villamayor) 

http://www.economics.harvard.edu/faculty/kremer/kremer.html

This is the site of Harvard University Professor Michael Kramer. The site contains a comprehensive links page with data sets ranging from the World Bank's Living Standards Measurement Surveys (LSMS), to the Center for Data Sharing at the Economic Growth Center, Yale University, to the Dewey Library at MIT. (Edwin Villamayor)

University of Maryland,INFORUM EconData
http://www.inform.umd.edu/EdRes/Topic/Economics/EconData/

You can find thousands of economic time series data, produced by a number of U.S. Government agencies and distributed in a variety of formats and media. Contains national income and product accounts (NIPA), labor statistics, price indices, current business indicators, industrial production, information on states and regions, as well as international data. (Ramya Ghosh)

Data on the Net (UC-San Diego)
http://odwin.ucsd.edu/idata/

This website has searchable and browsable data base of approximately 800 numeric data sites, data archives, catalogs, and commercial vendor web sites. (Ramya Ghosh)

Federal Reserve Economic Database (FRED)
http://www.stls.frb.org/fred/

This website contains business/fiscal data, daily/weekly U.S. financial data, exchange rate, balance of payments and trade data, monthly commercial banking data, monthly consumer price indexes, monthly employment and population data, monthly interest rates, etc and much more. (Ramya Ghosh)

NBER data resources
http://www.nber.org/data_index.html

Good source of macro data. Also has links to other relevant
data sources. Very reliable source. (Ramya Ghosh)

Formal and Empirical Theory Research Resources - 
URL: http://www.vanderbilt.edu/~rtucker/methods/

This website contains useful resources for econometrics students. On this webpage, users can find some tools for econometrics, such as, Eviews, GAUSS, SAS, etc. Statistical models can also be found. Besides resources on econometrics, users can also find topics on Game theory and Dynamic models. (Karen Hui)


Statistical Data Analysis -
URL: http://ubmail.ubalt.edu/~harsham/stat-data/opre330.htm

On this website, users may find useful information on statistics and data analysis, such as t-test, chi-square test, etc. Definition of statistical terms can also be found. (Karen Hui)

Board of Governors of the Federal Reserve - http://www.bog.frb.fed.us/

Synopsis:An excellent site for financial and macroeconomic current 
and historical data related to Fed policy.
Relevance:A very good source of data for doing econometric analysis 
on economic growth models (Solow model). (Ramya Ghosh)

CAPM Calculator - http://www-ec.njit.edu/~mathis/interactive/CAPMFrame.html

This site offers a CAPM Calculator, which will calculate the Expected Return on a given asset, the Risk Free Rate, the Expected Return on the Market, or the Beta for a given asset, provided that you have the other pieces of information. (Stephen McMahon)

http://www.nobel.se/laureates/economy-1971-1-autobio.html

This site gives an autobiography of Simon Kuznets, who won the 1971 Nobel Prize in Economic Sciences. We can thank him for giving us the opportunity to do Question #2 on Problem Set #1. (Stephen McMahon)

Econometric Reviews - http://www.smu.edu/~ecometric/index.html

This homepage for Econometric Reviews, a compilation of published papers put together by the department of economics at Southern Methodist University contains some great links for economics resources. Some such links include Econometrica's homepage. Econometrica is a Journal of the Econometric Society and on this site you can search the contents of Econometrica. Another links to a site that has a searching machine for econometric related journals. So for anyone looking for econometrics resources this is a great site. This is great supplemental material for anyone in our class who would like to take a look at some of the studies that have been done by professionals in this field. (Ariana Zibilich)

http://www.oswego.edu/~kane/econometrics/

This site was developed by Prof. John Kane, an associate professor also from Oswego State. He created this site for the purpose of assisting his students and others who are interested in finding econometric resources on the internet. Do you see a trend happening? (Edwin Villamayor)

Econometrics Links of the Econometrics Journal
http://www.eur.nl/few/ei/links/

On this website, users may find it useful to look for resources about 
econometrics. It links to many other sites such as econometricans, 
econometrics journals, econometrics publishers and online books, other econometrics departments, and etc. (Karen Hui)


Society for Nonlinear Dynamics and Econometrics
http://www-snde.rutgers.edu/SNDE/society/snde.html

On this website, users can find articles about econometrics. In addition, some other interesting resources in nonlinear science, conferences and working papers can also be found. The articles are published quarterly by the MIT Press. (Karen Hui)

http://www.blackwellpublishers.co.uk/asp/journal.asp?ref=1352-4739

This link allows the users to search articles and read abstracts from its published articles. The articles are mainly focusing on Japanese economy. The articles are cooperatively published by researchers from Japan and US. (KuoLung Hsu)

www.Oanda.com

This site has a lot of information on foreign exchange and curency. It is a free site and offers graphs that measure various statistics. For example, you can track the performance of several currencies, against each other, as far back as ten years. (Saro Chahenian)

Bank of International Settlements -  www.bis.org

This site has a listing of and links to almost every central bank in the world. The various central bank web sites have plenty of information on financial statistics. You can link to sites with statistics on balance of payments, trade, etc... (Saro Chahenian)

http://www.heatmaps.com

These are cool. They track financial markets and different economic indices using a visual stimulus basis rather than trying to force the mind to watch numbers. In today's class I needed this. Draw me a diagram, no problems..an 
equation well that's another story. (Matt Koch)

Best charts on the web. - http://www.prophetfinance.com

If you are willing to pay these guys have some great data available, well organized and very reliable (So I hear). Too pricey for me. (Matt Koch)

Bureau of Labor Statistics - http://stats.bls.gov/

Looks like about any type of US employment statistic you could want.  (Matt Koch)

Econometrics Laboratory (EML) - http://emlab.berkeley.edu/eml/

The Econometrics Laboratory (EML) is a unit of the Institute of Business and Economic Research, located in space provided by the Department of Economics at the University of California, Berkeley. This site is a treasure trove of sample data ranging from Census data, Labor Statistics, National Bureau of Economic Research and other Federal agencies.
Approximately 50% of the data on the site is dedicated to UC Berkeley students and faculty, but it's still relatively abundant. (Edwin Villamayor)

Prof. David S. Saurman - http://www.sjsu.edu/faculty/saurman/data.html

This is the site of Prof. David S. Saurman who is an Associate Professor of Economics at San Jose State University. Not much information here, but this site contains valuable links to all the sites of the Federal Reserve Banks which makes it very convenient. (Edwin Villamayor)

Prof. Brad de Long  - http://econ161.Berkeley.EDU/

This is the site of Prof. Brad de Long who is a Professor of Economics at U.C. Berkeley. Aside from the many economic articles listed on the main page, Prof. also has an extensive compilation of data located in the "Recent Data" link. What you'll find are data pertaining to prices, inflation, income, consumer spending, manufacturing, and more. (Edwin Villamayor)

Labor Force Data for Sub-County Areas in California - 
http://www.calmis.cahwnet.gov/htmlfile/sublist.htm

Data for cities and other sub-county areas are provided by county for the current month and for 1990 through 1998 annual averages. (Fumiko Yokota)

Bureau of Labor Statistics - http://stats.bls.gov/

That is a form-based application which allows you to quickly obtain BLS timeseries data by selecting from lists of the most commonly requested timeseries from various surveys, programs, BLS Regional offices, and BLS overall. (Fumiko Yokota)

U.S. Federal economic indicators - http://www.whitehouse.gov/fsbr/esbr.html

This link provide easy access to current Federal economic indicators. It provides links to information produced by a number of Federal agencies. The site contains information such as production, sales, orders and inventories, income, expenditures, wealth, ... etc. We can use the information from this site to measure the risk premiums and Kuznets hypothesis - inequality and development. (KuoLung Hsu)

Asian Historical Statistics Project -
http://www.ier.hit-u.ac.jp/COE/

The Asian Historical Statistics Project aims to compile modern economic statistics on modern Asia. This Web site provides economics data of Mainland China and Taiwan. The data includes GDP by sector, GDP indices, indices of gross capital formation, and etc. We can use the statistical data to perform forecasts and probabilities. (KuoLung Hsu)

http://www.econ.ag.gov/

This site contains a wide variety of downloadable databases (in spreadsheet format) dealing with US agriculture. The database contains information such as farmer income forecast, US agriculture trade, geographic distribution of food insecurity and hunger. We can use the statistical data to perform forecasts and probabilities. (KuoLung Hsu)

Japanese Macro-Economic Data - http://econom10.cc.sophia.ac.jp/needs/index.htm

Here one can perform a WAIS search of a Comprehensive Japanese Macro-Economic Database converted to the Business-Cycle-Indicators (BCI) Format used by Gary Langer's convenient and free Data Manager for Windows (download original or Sophia's copy). The database contains over 20,000 variables last updated in September 1995. (KuoLung Hsu)

OFFSTATS - http://www.auckland.ac.nz/lbr/stats/OFFSTATSmain.htm

This link, OFFSTATS, lists web sites offering free and easily accessible social, economic and general data from official or similar quotable sources, especially those that provide both current data and time series. In the country lists, these are mainly web pages provided by statistical offices, central banks and government departments and agencies, whereas the topics list is
comprised of links to the statistics pages of international organizations and associations and a few commercial sites. 
Annotations have been kept to a minimum as it is normally obvious from the name of the data collection or its source what kind of data can be expected. Many data are downloadable (HTML tables can normally be copied straight into worksheets), but pdf files can only converted using the full Adobe Acrobat package. The free Acrobat Reader which is required to view and print pdf files can be downloaded from most sites or from here. (KuoLung Hsu)

International Energy Annual - http://www.eia.doe.gov/emeu/iea/contents.html

This link is published by the US Department of Energy's Energy Information Agency contains time series data on the production and consumption of energy and energy-related data. It covers topics such as petroleum, consumption, and population and GDP. It is useful in doing forecasts such as the consumption of natural resources versus population. (KuoLung Hsu)

Economagic: Economic Time Series Page - 
http://www.economagic.com

Synopsis: This website is kind of a one-stop shop for freely available economic time series data. Contains U.S macroeconomic data, charts, excel, regressions, forecasting.

Relevance: Very useful for this course particularly for doing econometric analysis using time series data because this site is a very good source of economic time series data. (Ramya Ghosh)

Bank of Canada - http://www.bond.gc.ca

Synopsis: This website contains Canadian historical interest & exchange rates.
Relevance: Good source of time series data on Canadian exchange rates and interest rates. Would be useful for doing research on Canadian foreign exchange market. (Ramya Ghosh)

Indian Economy - http://library.thinkquest.org/11372/data/ECONOMY.htm   

Synopsis: This website is on the Indian economy with useful information on the banking sector & financial markets.
Relevance: Useful if doing econometric research on Indian economy. (Ramya Ghosh)

Asian Development Bank (ADB) - http://www.adb.org/

In the early 1960s, the UNs' Economic Commission for Asia and the Far East (ECAFE) estimated that Asia and the Pacific faced an annual deficit of $1 billion in external assistance. The Asian Development Bank (ADB) was
established in November 1966 as a means of filling that gap. (Edwin Villamayor)

International Finance Corporation (IFC) - http://www.ifc.org/

The International Finance Corporation (IFC) is a member of the World Bank Group, and its the largest multilateral source of loan and equity financing for private sector projects in the developing world. The IFC has a good data source that you can download, specifically, "Trends in Private Investment in Developing Countries:Statistics for 1970-97". (Edwin Villamayor)

Bank of Japan Long Term Time Series Data - http://www.boj.or.jp/en/dlong_f.htm

You will get the base Macro data for Japanese Economy. Most files are in Japanese and English. You can use the search function to get data what you want. This site also has the category research function ( like Infoseek). (Fumiko Yokota)

Hussman Econometrics - http://www.hussman.com

This website provides the updated analysis of the stock market climate, and investment newsletter. Users may find it useful in predicting the movement of the stock market. (Karen Hui)

Journal of Applied Econometrics - http://gemini.econ.yale.edu/jae/aims.html

This website contains high quality articles dealing with the application of existing and new econometrics techniques. It also provides an outlet for innovative and quantitative research in economics. (Karen Hui)

www.2c2c.com

This site is by far one of the coolest sites I have seen in a while. It is a site that allows you to use three dimensional graphs with a variety of market data. In a three dimensional plane that resembles outer space and the stocks being spheres or "planets" I graphed market cap (planet size) revenue growth (distance from center) and beta (the clockwise rotation of the planets). Check out some of the different views, the "fish" view is pretty cool. When you look at the site make sure you have a fast connection and as big a monitor as available. (Chris Ingram)

http://www.bjmath.com/main.htm

Click on the table of contents button on the left hand side of this page. It lists a lot of interesting math related research papers on gambling, specifically blackjack. The risk of ruin principle in blackjack is essentially the same as value at risk analysis. Also there are some really interesting articles on efficient frontiers. (Chris Ingram)