EconPort is a digital library funded by the USA's National Science Foundation. Their glossary takes content from the econterms.org glossary by Peter Meyer and the Sonderforschungsbereich 504 glossary developed at the University of Mannheim. It covers microeconomics, experimental economics and econometrics.
Glossaries of Economic Terms in Econometrics
Last updated in 2005, this searchable and browsable glossary is aimed at a higher level than most online economics glossaries. Its entries (more than a thousand) are extensively linked to research citations. There is a strong statistical / econometrics emphasis.
Sonderforschungsbereich 504 is an interdisciplinary research group combining economists with social psychologists. This glossary provides well-written short articles in English on the basic concepts of economics and econometrics, as well as the psychology of decision making and social judgement. Covers most of the 'heuristics and biases' causing deviations from rational choice, e.g. availability, representativeness, risk aversion, anchoring-and-adjustment. Also covers behavioural finance, game theory, experimental economics, auction theory; and applications to life-cycle savings decisions. Essays are cross-referenced to entries in the site's bibliography.