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Econometrics literally means 'economic measurement'. It is a combination of mathematical economics, statistics, economic statistics and economic theory.

The two main purposes of econometrics are to give empirical content to economic theory and also to empirically verify economic theory. For example, econometrics could empirically verify if, indeed, a given demand curve slopes downward as economic theory would suggest. Empirical content is also applied, in that a numerical value would be given to this slope, while economic theory alone is usually mute on actual specific values.

Arguably the most important tool of econometrics is regression analysis (for an overview of a linear implementation of this framework, see linear regression).

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@cclarynn it crossed my mind that it should be psychology and econometrics too but the term jz looks fcking scary
christinwong (Christin Wong) Sat, 07 Nov 2009 02:37:32 -0000
@cclarynn it crossed my mind that it should be psychology and econometrics too but the term jz looks fcking scary
@christinwong i think my friend thought that "psychology and econometrics" was too long, complicated and confusing.
cclarynn (Claryn Kung) Sat, 07 Nov 2009 02:36:10 -0000
@christinwong i think my friend thought that "psychology and econometrics" was too long, complicated and confusing.
Ok the TA is teaching econometrics today. I feel bad for her but also want to leave.
oliveourhouse (erin) Fri, 06 Nov 2009 20:52:31 -0000
Ok the TA is teaching econometrics today. I feel bad for her but also want to leave.
New post: Mostly Harmless Econometrics: An Empiricist's Companion (http://bit.ly/35TJW0)
burr763 (Burr Day) Fri, 06 Nov 2009 19:38:20 -0000
New post: Mostly Harmless Econometrics: An Empiricist's Companion (http://bit.ly/35TJW0)
Let's hope we learn something exciting about maximum likelihood estimators and logit models. Yay #econometrics
gkandlikar (Gautam Kandlikar) Fri, 06 Nov 2009 19:29:42 -0000
Let's hope we learn something exciting about maximum likelihood estimators and logit models. Yay #econometrics
You know you're a nerd when you get excited that your order for "A Guide to Econometrics" has shipped.
Skitalets (Chris) Fri, 06 Nov 2009 18:15:19 -0000
You know you're a nerd when you get excited that your order for "A Guide to Econometrics" has shipped.

 
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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.
Meta Description: [ Supporting Paul Ruud's textbook An Introduction to Classical Econometric Theory. Provides excerpts from the book (all figures), data sets, MATLAB code, exercise solutions, and answers to frequent questions. ]

Discussion Papers in Statistics and Econometrics - From the University of Koeln in Germany. A list of publications. Those available on line are in PDF or PostScript format.

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.
Meta Description: [ This site contains an extensive set of links to econometric resources on the internet. It is designed to assist econometrics students and practicing econometricians in their attempts to find data, statistics, information about prior studies, and econometric software information. ]

Econometrics Laboratory- UC Berkeley - Home of TSP software and 2000 Nobel Prize Winner Daniel McFadden

404 Econometrics Linear Regression Model - Online computation tool to evaluate structural parameters, variance, coefficient correlation, analysis of rest, and verification statistics.
Meta Description: [ ELRM - Econometrics Linear Regresion Model. Panel computation, start. ]

EDIRC - ectrix: Econometric institutes, departments and associations - Contact information: Address and URL.
Meta Description: [ Central index of economics institutions (academic, governmental and non-profit) in Econometrics, Mathematical Economics. ]

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.
Meta Description: [ GMDH approach was applied in very different areas for data mining and knowledge discovery, forecasting and fuzzy systems modelling, prediction, structure optimization in expert systems, clustering by PNN neural networks, software and self-organizing algorithms development. ]

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Economics 421 - Econometrics - Winter 2008 - Lecture 1
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