Econometrics is concerned with developing and applying quantitative statistical and mathematical methods in order to gain insight about the principles of economics. It is the combination of economic theory and statistics and is used to analyze and test economic relationships. Although there is a large amount of overlap between econometrics and statistics, a key difference is that statistics is generally studied in the context of controlled experiments while econometrics is carried out using observational data involving agents that interact with each other.- Category ID : 427110
A large collection of government time series datasets, primarily from the United States, available in plain text and Excel format. Includes plotting and regression tools.
An international group dedicated to financial econometrics which organizes an annual conference and sponsors related programs. Associated with the Journal of Financial Econometrics. Includes information on membership and conferences.
Graduate level course notes by Michael Creel, written in LyX and licensed under the GNU GPL. Source code, example programs, and a PDF version are available.