Category:Econometric modeling
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Here is a list of articles in the category Econometric modeling of the Finance portal.
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| Econometric modeling is included in the JEL classification codes as JEL: C5 |
Subcategories
This category has the following 4 subcategories, out of 4 total.
C
S
T
Pages in category "Econometric modeling"
The following 29 pages are in this category, out of 29 total.
A
- Anthropometric history (biology)
B
- Bayesian econometrics (computing)
C
- Chamberlain's approach to unobserved effects models (finance)
- Cliodynamics (computing)
- Cliometrics (finance)
- Commonality analysis (computing)
- Constant elasticity of substitution (finance)
D
- Difference in differences (computing)
- Discrete-time proportional hazards (computing)
- Divisia monetary aggregates index (finance)
E
- Experimentalist approach to econometrics (computing)
H
- Heckman correction (computing)
- Hedonic index (finance)
I
L
- Latent variable (computing)
- Local independence (computing)
M
- Microsimulation (finance)
- Mixed-data sampling (computing)
O
- Observational equivalence (computing)
- Optimal instruments (computing)
R
- Reduced form (finance)
- Regression discontinuity design (computing)
- Ridit scoring (computing)
S
- Sargan–Hansen test (computing)
- Spatial econometrics (computing)
- Structural break (computing)
- Synthetic control method (computing)
T
- Truncated dependent variable (computing)
W
- Durbin–Wu–Hausman test (computing)
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