ECN/REN676 Advanced Econometrics
John P. Burkett
Spring 2004
This site provides links to class materials and related resources for
econometrics.
CLASS MATERIALS
RESOURCES FOR ECONOMETRICIANS
- Abadir
and Magnus Notation
in Econometrics: A Proposal for a Standard. The recommended notation
is facilitated by the LaTeX style file ee.sty
- American
Statistical Association, Business and Economic Statistics Section
- BACC Bayesian Analysis,
Computation, and Communication
- BUGS Bayesian
Analysis Using Gibbs Sampling
- Bureau of Economic Analysis
- DPD Dynamic
Panel Data programs for Gauss and Ox
- EA/Limdep A
limited version of Limdep for use with Greene's Econometric
Analysis
- EconData
Time series assembled by Inforum at the University of
Maryland
- EconLit
Index and abstracts covering publications in economics
- Econometric Society
- Econometrics
Journal
- Emacs Editor
Macros, installed on URI's Grinder and Tyche systems
- ESS Emacs Speaks Statistics
- FRED Data
from the Federal Reserve Bank of St. Louis
- Gauss
Code and tutorials
- GNU Project Free software
- Greene
Data, errata, and examples for Greene's Econometric Analysis
- ISBA International Society
for Bayesian Analysis
- Handbook of
Econometrics PDF files for first four volumes
- Journal of Applied Econometrics
- Leamer
Edward Leamer's classic book, Specification Searches: Ad Hoc Inference with Nonexperimental Data
- Mathematica A programming language designed for
mathematical analysis and graphing, installed on URI's Grinder system
- MathSciNet
Index and abstracts of mathematical publications
- MathWorld Math encyclopedia
- Matlab A commercial
matrix programming language, installed in URI's Engineering Lab
- Mittelhammer
Supplements to Mittelhammer, Judge, and Miller's Econometric
Foundations
- Octave A free (GNU) matrix programming
language, similar to Matlab
- Ox
A fast object-oriented matrix language developed by Oxford
econometricians, installed on URI's Tyche cluster
- PlanetMath
Math encyclopedia, papers, and books under GNU Free Documentation License
- Quantian
Knoppix A bootable CD version of Linux, including many
applications useful for econometrics
- RFE Bill Goffe's Resources for
Economists on the Internet
- R A free (GNU) language for
statistical computing, similar to S
- S
An object-oriented language designed to facilitate data analysis
- TUG TEX Users Group
Last modified: April 26, 2004
John P. Burkett
Department of Economics
University of Rhode Island
Kingston, RI 02881–0808
phone (401) 874–9195