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User:Charizzardd/Books/Stas and Econ V2

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Stas and Econ[edit]

Volume 2[edit]

AD–AS model
Adaptive projected subgradient method
Beveridge curve
Budget constraint
Consumption–possibility frontier
Contract curve
Convex preferences
Cost curve
Demand curve
Engel curve
Expectation hypothesis
Great Gatsby curve
Hubbert curve
Indifference curve
IS–LM model
IS/MP model
J curve
Kuznets curve
Laffer curve
Lorenz curve
Marginal cost of capital schedule
Marginal propensity to save
Phillips curve
Production–possibility frontier
Rahn curve
Supply and demand
UV curve
Wage curve
Yield curve
Alternative hypothesis
Bonferroni correction
Closed testing procedure
Data dredging
Deviance (statistics)
Effect size
False discovery rate
Familywise error rate
Generalized p-value
Holm–Bonferroni method
User:Talgalili/sandbox/Holm–Bonferroni method
Lady tasting tea
Lindley's paradox
Minimum chi-square estimation
Monotone likelihood ratio
Multiple comparisons problem
Null hypothesis
Omnibus test
Optimality criterion
P-rep
P-value
Paired difference test
Per-comparison error rate
Round robin test
Size (statistics)
Statistical hypothesis testing
Statistical power
Statistical significance
Statisticians' and engineers' cross-reference of statistical terms
User:Talgalili/sandbox/Closed testing procedure
User:Talgalili/sandbox/Multiple comparisons problem
User:Talgalili/sandbox/Testing hypotheses suggested by the data
Test statistic
Testing hypotheses suggested by the data
Type I and type II errors
Uniformly most powerful test
Contrast (statistics)
Duncan's new multiple range test
Dunnett's test
Extensions of Fisher's method
False coverage rate
False positive rate
Look-elsewhere effect
Newman–Keuls method
Post-hoc analysis
Scheffé's method
Šidák correction
Studentized range
User:Talgalili/sandbox/Studentized range
User:Talgalili/sandbox/Dunnett's test
Tukey's range test
ABX test
Analysis of variance
Anderson–Darling test
Augmented Dickey–Fuller test
Barnard's test
Bartlett's test
Binomial test
Breusch–Godfrey test
Breusch–Pagan test
Brown–Forsythe test
Chauvenet's criterion
Checking whether a coin is fair
Chi-squared test
Chow test
Cochran's C test
Cochran's Q test
Cochran–Armitage test for trend
Cochran–Mantel–Haenszel statistics
Continuity correction
Cramér–von Mises criterion
Cuzick–Edwards test
Dickey–Fuller test
Dixon's Q test
Durbin test
Durbin–Watson statistic
Exact test
F-test
F-test of equality of variances
Fay and Wu's H
Fisher's exact test
Fisher's method
Friedman test
G-test
Goodman and Kruskal's gamma
Goldfeld–Quandt test
Goodness of fit
Grubbs' test for outliers
Hartley's test
Hausman test
Hoeffding's independence test
Hosmer–Lemeshow test
Item-total correlation
Johansen test
Jonckheere's trend test
Kendall tau rank correlation coefficient
Kolmogorov–Smirnov test
KPSS test
Kruskal–Wallis one-way analysis of variance
Kuiper's test
Levene's test
Lexis ratio
Likelihood-ratio test
Ljung–Box test
Location test
Location testing for Gaussian scale mixture distributions
Log-rank test
Mann–Whitney U
Mantel test
Mauchly's sphericity test
McNemar's test
Median test
Multinomial test
Nemenyi test
Neyman–Pearson lemma
Normality test
One- and two-tailed tests
One-way analysis of variance
Page's trend test
Paired data
Park test
Pearson's chi-squared test
Permutation test
Phillips–Perron test
Portmanteau test
Q-statistic
Ramsey RESET test
Randomness tests
Sargan test
Score test
Separation test
Sequential probability ratio test
Siegel–Tukey test
Sign test
Sobel test
Spearman's rank correlation coefficient
Student's t-test
Surrogate data testing
Tajima's D
Tukey's test of additivity
Turning point test
Unit root test
Van der Waerden test
Vuong's closeness test
Wald test
Wald–Wolfowitz runs test
Welch's t test
White test
Wilcoxon signed-rank test
Yates's correction for continuity
Z-test
D'Agostino's K-squared test
Jarque–Bera test
Lilliefors test
Normal probability plot
Shapiro–Wilk test
Applied Econometrics and International Development
Econometric Reviews
Econometric Theory
Econometrica
The Econometrics Journal
Foundations and Trends in Econometrics
Journal of Applied Econometrics
Journal of Business & Economic Statistics
Journal of Econometrics
The Review of Economics and Statistics
Loss function
Hinge loss
Huber loss function
Mean squared error
Mean squared prediction error
Sum of absolute differences
Sum of absolute transformed differences
Taguchi loss function
Observational study
Cross-sectional study
Difference in differences
Impact evaluation
Job-exposure matrix
Matching (statistics)
Natural experiment
New Zealand Attitudes and Values Study
Observational methods in psychology
Propensity score matching
Quasi-experiment
Regression discontinuity design
Rubin causal model
Outline of regression analysis
Regression analysis
Additive model
Antecedent variable
Autocorrelation
Backfitting algorithm
Bayesian linear regression
Bayesian multivariate linear regression
Calibration (statistics)
Canonical analysis
Causal inference
Censored regression model
CHAID
Coefficient of determination
Comparison of general and generalized linear models
Component analysis (statistics)
Compressed sensing
Conditional change model
Controlling for a variable
Cross-sectional regression
Curve fitting
Deming regression
Dependent and independent variables
Design matrix
Dummy variable (statistics)
Elastic net regularization
Errors and residuals in statistics
Errors-in-variables models
Explained sum of squares
Explained variation
Factor regression model
First-hitting-time model
Fixed effects model
Fraction of variance unexplained
Frisch–Waugh–Lovell theorem
General linear model
Generalized estimating equation
Generalized least squares
Generalized linear model
Variance function
Growth curve
Guess value
Hat matrix
Heckman correction
Heteroscedasticity-consistent standard errors
Hierarchical generalized linear model
Influential observation
Instrumental variable
Interaction (statistics)
Isotonic regression
Iteratively reweighted least squares
Kitchen sink regression
Lack-of-fit sum of squares
Least squares
Leverage (statistics)
Limited dependent variable
Linear least squares (mathematics)
Linear model
Linear regression
Local regression
Mallows's Cp
Mean and predicted response
Meta-regression
Mixed model
Moderated mediation
Moderation (statistics)
Moving least squares
Multicollinearity
Multinomial logistic regression
Multinomial probit
Multiple correlation
Multivariate adaptive regression splines
Multivariate probit model
Newey–West estimator
Non-linear least squares
Nonlinear regression
Nonparametric regression
Omitted-variable bias
Optimal design
Ordered logit
Ordinal regression
Ordinary least squares
Overfitting
Partial least squares regression
Partition of sums of squares
Path analysis (statistics)
Path coefficient
Poisson regression
Policy capturing
Polynomial and rational function modeling
Polynomial regression
Prediction interval
Principal component regression
Principle of marginality
Probit model
Projection pursuit regression
Proofs involving ordinary least squares
Proper linear model
Proportional hazards model
Pyrrho's lemma
Quantile regression
Radial basis function network
Regression dilution
Regression model validation
Regression toward the mean
Residual sum of squares
Robust regression
Savitzky–Golay filter
Scatterplot smoothing
Seemingly unrelated regressions
Segmented regression
Semiparametric regression
Separation (statistics)
Simple linear regression
Sinusoidal model
Sliced inverse regression
Smearing retransformation
Smoothing spline
Specification (regression)
Standardized coefficient
Stepwise regression
Structural equation modeling
Tobit model
Total least squares
Total sum of squares
Trend analysis
Truncated regression model
Unit-weighted regression
Variable rules analysis
Virtual sensing
Zero-inflated model
Log-linear model
Conditional random field
Generalized iterative scaling
Logistic regression
Softmax function
Discrete least squares meshless method
Gauss–Newton algorithm
Least squares (function approximation)
Least squares support vector machine
Levenberg–Marquardt algorithm
Non-linear iterative partial least squares
Non-negative least squares
Numerical smoothing and differentiation
Generalized additive model
CumFreq
DADiSP
DataScene
Fityk
GraphPad Prism
Gretl
IGOR Pro
LabPlot
MagicPlot
Mathematica
MATLAB
Origin (software)
PeakFit
QtiPlot
Regression Analysis of Time Series
SegReg
SHAZAM (software)
SimFiT
TableCurve 2D
Cook's distance
DFFITS
Partial leverage
Partial regression plot
Partial residual plot
PRESS statistic
Regression diagnostic
Variance inflation factor
Akaike information criterion
Bayesian information criterion
Cross-validation (statistics)
Deviance information criterion
Focused information criterion
Freedman's paradox
Group method of data handling
Hannan–Quinn information criterion
Least-angle regression
Model selection
Cochrane–Orcutt estimation
Prais–Winsten estimation
Time-series regression
Unit root
Least absolute deviations
Least trimmed squares
M-estimator
Theil–Sen estimator
Bollinger Bands
Fibonacci retracement
Gann angles
Ichimoku Kinkō Hyō
Keltner channel
Moving average
Parabolic SAR
Pivot point
Price channels
Support and resistance
Time and extent measurement by arcs
Trend line (technical analysis)
Broadening top
Chart pattern
Cup and handle
Double top and double bottom
Flag and pennant patterns
Gap (chart pattern)
Head and shoulders (chart pattern)
Island reversal
Triangle (chart pattern)
Triple top and triple bottom
Wedge pattern
Candlestick chart
Kagi chart
Line chart
Open-high-low-close chart
PAC charts
Point and figure chart
Advance–decline line
Coppock curve
McClellan oscillator
TRIN (finance)
Discrete choice