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. - http://www.uni-koeln.de/wiso-fak/wisostatsem/papers/discpap_e.html
Engle, Robert - Personal page of Nobel awarded professor. Provides personal information and working papers. - http://pages.stern.nyu.edu/~rengle/
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. - http://www.gmdh.net/
Econometrics Laboratory- UC Berkeley - Home of TSP software and 2000 Nobel Prize Winner Daniel McFadden - http://emlab.berkeley.edu/eml/index.html
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. - http://elsa.berkeley.edu/~ruud/cet/
Econometric Resources on the Net - Designed to assist econometrics students and practicing econometricians, by John Kane. - http://www.oswego.edu/~kane/econometrics/