Learning Econometrics

Samantha Says …

Samantha Berry has taken several economics classes from me.  She’s taking econometrics this quarter and struggling with the course material.  She asked me if I could point her to some resources on the web.  She tried several of them.  Her comments are below, along with the links.

I found the hypothesis testing page on this link to be extremely helpful! This site was created by Arne Hallam of Iowa State University.
http://www2.econ.iastate.edu/classes/econ671/hallam/index.html

This website is useful because it provides information, application, you can test yourself, and then check your answers. I didn’t do any of the problems but it was things like calculate z-score and variance, etc. I’ll play around with this website more. John Floyd at the University of Toronto owns this site.  There are also some links at the bottom of the page to other resources.
http://homes.chass.utoronto.ca/~floyd/intstat.html

This is literally a book! 🙂  Tablet version and pdf version available. Bruce Hansen at the University of Wisconsin is the author who has kindly made this textbook available online.
http://www.ssc.wisc.edu/~bhansen/econometrics/

This was a good find! She breaks everything down. Its super long but worth the time if you don’t understand the material from lecture (and on the quarter system, lectures have to go super fast given its time constraints!) Ani Katchova, founder of the Econometrics Academy, asks only that you not post the contents elsewhere.
https://sites.google.com/site/econometricsacademy/econometrics-models/linear-regression

This one seems fun if I can get the data into EVIEWS. I’ll work with this one later. First I need to find out if I can input their data onto the program. Dr. Bill Wan-Sing Hung of the Hong Kong Baptist University makes this material available as part of his course.
http://staffweb.hkbu.edu.hk/billhung/econ2170/

And One More Word From Me

I hope you find this useful.  Please let me know if you find other sites that have helped you learn econometrics.

February 8, 2014 version 1.0