Category:Econometrics

C

• ► Choice modelling‎ (5 P)
• ► Cross-sectional analysis‎ (3 P)

E

• ► Econometric models‎ (12 P)
• ► Econometricians‎ (5 C, 51 P)
• ► Economic data‎ (7 C, 29 P)
• ► Economic forecasting‎ (2 C, 9 P)

H

• ► Hypothesis testing‎ (2 C, 32 P)

J

• ► Econometrics journals‎ (10 P)

L

• ► Loss functions‎ (8 P)

O

• ► Observational study‎ (1 C, 13 P)

R

• ► Regression analysis‎ (10 C, 134 P)
• ► Regression with time series structure‎ (6 P)

S

• ► Simultaneous equation methods (econometrics)‎ (2 C, 4 P)
• ► Single equation methods (econometrics)‎ (2 C, 7 P)
• ► Econometrics software‎ (1 C, 16 P)

T

• ► Time series analysis‎ (11 C, 97 P)

Σ

• ► Econometrics stubs‎ (72 P)

• Criticisms of econometrics
• Econometrics

A

• Asymptotic theory (statistics)
• Atkinson index
• Autoregressive conditional heteroskedasticity
• Average treatment effect

B

• Bayesian econometrics
• Bayesian vector autoregression
• BHHH algorithm
• Bootstrapping (finance)

C

• Censored regression model
• Centre for Structural Econometrics
• Chow test
• Cliodynamics
• Cliometrics
• Cochrane–Orcutt estimation
• Cointegration
• Cointelation
• Common cause and special cause (statistics)
• Confidence interval
• Consensus forecast
• Constant elasticity of substitution

D

• Delta method
• Difference in differences
• Diversification (finance)
• Divisia index
• Divisia monetary aggregates index
• Dummy variable (statistics)
• Durbin–Watson statistic
• Dynamic factor

E

• Econometric model
• Econometric Society
• Economic data
• Economic statistics
• Endogeneity (economics)
• Epps effect
• Errors-in-variables models
• Event study
• Experimetrics

F

• Financial econometrics
• Frisch–Waugh–Lovell theorem

G

• General government sector
• General matrix notation of a VAR(p)
• Generalized entropy index
• Generalized method of moments
• Generalized Tobit
• Genetic algorithms in economics
• Gerschenkron effect
• Goodhart's law

H

• Hausman test
• Heckman correction
• Hedonic index
• Hedonic regression
• Herfindahl index
• Heteroscedasticity
• Heteroscedasticity-consistent standard errors

I

• Idempotent matrix
• Independence of irrelevant alternatives
• Index (economics)
• Influential observation
• Instrumental variable

K

• Kauffman Index of Entrepreneurial Activity

L

• Limited dependent variable
• Linear regression
• Local independence
• Loss function
• LSE approach to econometrics

M

• Market facilitation index
• Matching (statistics)
• Measuring economic worth over time
• Method of simulated moments
• Methodology of econometrics
• Mixed data sampling
• Multinomial logistic regression

N

• National Longitudinal Surveys
• Natural experiment
• Neural network

O

• Observable variable

O cont.

• Observational equivalence
• Official statistics

P

• Multidimensional panel data
• Panel data
• Panel analysis
• Parameter identification problem
• Poisson regression
• Political forecasting
• Pollyanna Creep
• Prais–Winsten estimation
• Probit
• Propensity score matching

R

• Reduced form
• Reference class forecasting
• Regression analysis
• Regression discontinuity design
• Ridit scoring
• Rubin causal model

S

• Sargan test
• Seemingly unrelated regressions
• Simultaneous equations model
• Spatial econometrics
• Specification (regression)
• Spectrum continuation analysis
• Structural equation modeling
• Survivorship bias

T

• Taguchi loss function
• Taleb distribution
• Test for structural change
• Theil index
• Tobit model
• Trend stationary

U

• Unevenly spaced time series
• Unit root

V

• Variance decomposition of forecast errors
• Vector autoregression
• Vuong's closeness test

W

• The World Economy: Historical Statistics

Z

• Zero-inflated model