Resources in Econometrics and Finance
This page features a series of links and resources which might be useful to people interested in applied econometrics. Three kind of resources are available:
Web sites providing useful information in econometrics (working papers, preprints, databases, ...)
Please note that we also feature our own program database.
Useful information
The Erasmus University at Rotterdam Many links to WWW pages, software resources, past and forthcoming conferences... Ohio State's Virtual Finance Library Ohio State's Virtual Finance Library: huge collection of links to finance related web sites MCMC Preprint Service at Bristol University This service provides a list of all registered papers on MCMC methodology currently submitted for publication. Also included are a list of conferences related to MCMC. A Web site in Denmark Links, software and data related to econometrics issues Resources for Economists on the Internet 
A huge collection of links related to economics, finance, econometrics,... Federal Reserve Bank of Minneapolis Research Department Home Page A nice Web site with unpublished or working papers (most can be downloaded), general information about econometrics issues,... Nuffield College working papers Nuffield College working papers (most can be downloaded...) UCSD discussion papers UCSD Department of Economics discussion papers CIRANO working papers Working papers for CIRANO at Montreal University Elsevier ECONbase Tables of Contents & Abstracts of 37 Economics, Econometrics & Finance Journals SBF - Bourse de Paris The Web site for Paris Bourse Olsen & Associates The Web site of Olsen & Associates (advanced forecasting technology for the financial markets) NYSE HomePage New York Stock Exchange HomePage (information on TAQ Database is available here)
Software used in econometrics
Gauss Source Code Archive at American University A large collections of links to GAUSS programs all over the world. Many topics are covered: cointegration, time series, kernel estimators, GMM, utilities, ... Aptech System HomePage HomePage of Aptech System, the company developping GAUSS Ronald Schoenberg's HomePage Ronald Schoenberg is Director of Software Applications Development for Aptech Systems Thierry Roncali's GAUSS page Information on books about GAUSS, programs and libraries by Thierry Roncali PCGive HomePage HomePage of PCGive TSP HomePage HomePage of TSP. Features information on upcoming releases, betas, ... Tutorial programs are also available for download (ARCH, ML, ...). Homepage of OX Jurgen A Doornik work page. Latest news, software, publications, ... can be found on this there.
Business and Finance related Web sites
These sites are not directly related to econometrics but can be useful for those looking for financial data.
MoneyNet Reuter's financial Web site Silicon Investor The award winning site for those interested in high-tech stocks Barron's online service Huge financial site PC financial network Another well documented Web site Lombard Lombard's online service ResearchMag Another financial Web site Briefing.com Financial site dedicated to the Tech Stocks Wall Street Journal Interactive Edition of the Wall Street Journal Yahoo Quotes A wealth of information on finance and business by Yahoo L'Echo de la Bourse Online version (in French) of the newspaper "L'Echo de la Bourse" For those of you looking for a continuous flow of information, I would recommend PointCast and CNN Customnews.
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Last revised: 18/05/1998