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Econometrics Resources

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There is plenty of free world-class finance advice out there-but where is it? Our Finance Information Sources is a highly selective and well-researched collection of sources. We cite thousands of sources of the best finance information from around the world, divided up into over 60 subject areas. These include the best websites, the most informative books, magazines, and journals, and the most authoritative organizations.

Econometrics Books
- A Concise Introduction to Econometrics: An Intuitive Guide - Philip Hans Franses
- A Guide to Econometrics - Peter Kennedy
- A Guide to Modern Econometrics - Marno Verbeek
- Applied Econometrics: A Modern Approach Using Eviews and Microfit - Dimitrios Asteriou, Stephen Hall
- Econometric Analysis - William H. Greene
- Econometric Models and Economic Forecasts - Robert Pindyck, Daniel Rubinfeld
- Econometric Theory and Methods - Russell Davidson, James G. MacKinnon
- Econometrics - Fumio Havashi
- Essentials of Econometrics - Damodar Gujarati
- Financial Econometrics: From Basics to Advanced Modeling Techniques - Svetlozar T. Rachev, Stefan Mittnik, Frank J. Fabozzi, Sergio M. Focardi, Teo Jasic
- Introduction to Econometrics - James H. Stock, Mark W. Watson
- Introductory Econometrics for Finance - Chris Brooks
- Introductory Econometrics: A Modern Approach - Jeffrey M. Wooldridge
- Practical Financial Econometrics - Carol Alexander
- Principles of Econometrics - R. Carter Hill, Wiliam E. Griffiths, Guay C. Lim
- The Econometrics of Financial Markets - John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay
Econometrics Journals
- Applied Econometrics and International Development - Euro-American Association of Economic Development Studies
- Econometric Reviews - Taylor & Francis
- Econometric Theory - Cambridge University Press
- Econometrica - The Econometrics Society
- International Journal of Applied Econometrics and Quantitative Studies - Euro-American Association of Economic Development Studies
- Journal of Applied Econometrics - Wiley
- Journal of Business and Economic Statistics - American Statistical Association
- Journal of Econometrics - Elsevier
- Journal of Financial Econometrics - Oxford University Press
- Review of Economics and Statistics - MIT Press
- The Econometrics Journal - Royal Economic Society
Econometrics Internet
- Econometric Links - www.econometriclinks.com
- Econometric Resources on the Internet - www.oswego.edu/~kane/econometrics
- Econometric-Research - www.jiscmail.ac.uk/lists/econometric-research.html
- Econometrics Laboratory Software Archive - elsa.berkeley.edu
Econometrics Organizations
- Europe
  - The Applied Econometrics Association
- USA
  - Cowles Foundation
  - The Econometric Society

Fanaticism consists in redoubling your effort when you have forgotten your aim.
George Santayana (1863–1952), US philosopher, novelist, and poet
Source: The Life of Reason (1905)

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