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- 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, departments and associations - Contact information: Address and URL.
- Engle, Robert - Personal page of Nobel awarded professor. Provides personal information and working papers.
- 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.
- 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.
