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Econometric Resources on the Net  - http://www.oswego.edu/~kane/econometrics/  Designed to assist econometrics students and practicing econometricians, by John Kane.  An Introduction to Classical Econometric Theory  - http://elsa.berkeley.edu/~ruud/cet/  Supporting Paul Ruud's textbook. Provides excerpts from the book, data sets, MATLAB code, exercise solutions, and answers to frequent questions.  Econometrics Laboratory- UC Berkeley  - http://emlab.berkeley.edu/eml/index.html  Home of TSP software and 2000 Nobel Prize Winner Daniel McFadden  EDIRC - ectrix: Econometric institutes, departments and associations  - http://ideas.uqam.ca/EDIRC/ectrix.html  Contact information: Address and URL.  Econometric Links of the Econometrics Journal  - http://www.feweb.vu.nl/econometriclinks/  A comprehensive and well-maintained link page all about econometrics.  Group Method of Data Handling  - http://www.gmdh.net/  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.  Econometrics Linear Regression Model  - http://semmix.pl/mats/ml/modline.html  Online computation tool to evaluate structural parameters, variance, coefficient correlation, analysis of rest, and verification statistics.  Engle, Robert  - http://pages.stern.nyu.edu/~rengle/  Personal page of Nobel awarded professor. Provides personal information and working papers.  Discussion Papers in Statistics and Econometrics  - http://www.uni-koeln.de/wiso-fak/wisostatsem/papers/discpap_e.html  From the University of Koeln in Germany. A list of publications. Those available on line are in PDF or PostScript format.