User:Charizzardd/Books/Stats and Econ V1
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Stats and Econ[edit]
Volume 1[edit]
- Applied general equilibrium
- Brouwer fixed-point theorem
- Confrontation analysis
- Convexity in economics
- Criticisms of econometrics
- Duality (optimization)
- Dummy variable (statistics)
- Econometrics
- Experimental economics
- Fixed-point theorem
- Fixed-point theorems in infinite-dimensional spaces
- Game theory
- Heteroscedasticity-consistent standard errors
- Identity line
- Instrumental variable
- Kakutani fixed-point theorem
- Karush–Kuhn–Tucker conditions
- Lagrange multiplier
- Lagrangian
- Least squares
- Linear programming
- Minimax
- Multinomial logistic regression
- Non-convexity (economics)
- Oxford model
- Parthasarathy's theorem
- Perron–Frobenius theorem
- Qualitative economics
- Seemingly unrelated regressions
- Shapley–Folkman lemma
- Statistics
- Supporting hyperplane
- Topkis's theorem
- Vector measure
- Bayesian statistics
- Cross-species transmission
- Admissible decision rule
- Averaged one-dependence estimators
- Approximate Bayesian computation
- Aumann's agreement theorem
- Bayesian average
- Base rate
- Bayes classifier
- Bayes estimator
- Bayesian efficiency
- Bayesian programming
- Bayesian approaches to brain function
- Calibrated probability assessment
- Conjugate prior
- Credible interval
- Cromwell's rule
- Data assimilation
- De Finetti's theorem
- Deviance information criterion
- Bayesian econometrics
- Ensemble Kalman filter
- Bayes error rate
- Evidence under Bayes theorem
- Expectation propagation
- Bayesian experimental design
- Extrapolation domain analysis
- Focused information criterion
- Bayesian game
- Gaussian process emulator
- GLUE (uncertainty assessment)
- Graph cuts in computer vision
- Graphical model
- Hyperparameter
- Hyperprior
- Imprecise probability
- International Society for Bayesian Analysis
- Jeffreys prior
- Likelihood function
- Bayes linear statistics
- Marginal likelihood
- Markov chain Monte Carlo
- Markov logic network
- Naive Bayes classifier
- Nested sampling algorithm
- Odds ratio
- Posterior predictive distribution
- Posterior probability
- Precision (statistics)
- Principle of maximum entropy
- Prior probability
- Bayesian probability
- Prosecutor's fallacy
- Recursive Bayesian estimation
- Reference class problem
- Robust Bayesian analysis
- Bayesian search theory
- Sparse binary polynomial hashing
- Speed prior
- Strong prior
- Bayes' theorem
- Variational Bayesian methods
- Bayesian vector autoregression
- GOR method
- Intelligent control
- Bayesian inference in marketing
- Bayesian tool for methylation analysis
- Bayesian inference in phylogeny
- Bayesian spam filtering
- Bayesian inference
- Bernstein–von Mises theorem
- Checking whether a coin is fair
- Conservatism (belief revision)
- Credal network
- Credal set
- Cutaneous rabbit illusion
- An Essay towards solving a Problem in the Doctrine of Chances
- Expected value of sample information
- Bayes factor
- Bayesian information criterion
- Kappa effect
- Bayesian linear regression
- Maximum a posteriori estimation
- Bayesian multivariate linear regression
- Bayes' rule
- Tau effect
- Bayesian network
- Causal Markov condition
- Dynamic Bayesian network
- Influence diagram
- Latent variable
- Markov blanket
- Moral graph
- Plate notation
- Variable-order Bayesian network
- Variational message passing
- John Aitchison
- José-Miguel Bernardo
- Don Berry (statistician)
- George E. P. Box
- Philip Dawid
- Jacques Drèze
- Bruno de Finetti
- Andrew Gelman
- Jeff Gill
- I. J. Good
- Peter Green (statistician)
- Chris Holmes (mathematician)
- Harold Jeffreys
- Joseph Born Kadane
- Steffen Lauritzen
- Dennis Lindley
- Adrian Raftery
- Howard Raiffa
- Sylvia Richardson
- Donald Rubin
- Leonard Jimmie Savage
- Robert Schlaifer
- Christopher A. Sims
- Adrian Smith (statistician)
- Alan Turing
- Grace Wahba
- Arnold Zellner
- Morris H. DeGroot
- Beta distribution
- Beta-binomial distribution
- Dirichlet distribution
- Gamma distribution
- Inverse-gamma distribution
- Inverse-Wishart distribution
- Normal distribution
- Normal-gamma distribution
- Normal-inverse-Wishart distribution
- Normal-Wishart distribution
- Wishart distribution
- Bernoulli distribution
- Binomial distribution
- Exponential distribution
- Poisson distribution
- Bayesian Filtering Library
- Just another Gibbs sampler
- LaplacesDemon
- MCSim
- OpenBUGS
- Stan (software)
- Coupling from the past
- Gibbs sampling
- Hybrid Monte Carlo
- Metropolis–Hastings algorithm
- Multiple-try Metropolis
- Parallel tempering
- Slice sampling
- Wang and Landau algorithm
- Bayesian additive regression kernels
- Chinese restaurant process
- Dirichlet process
- Empirical Bayes method
- Gaussian process
- Hierarchical Dirichlet process
- Isotonic regression
- Pitman–Yor process
- Relevance vector machine
- Betavexity
- Econometric model
- Benefit financing model
- Distributed lag
- Error correction model
- First-difference estimator
- Gravity model of trade
- Mixed-data sampling
- Pensim2
- Policy Simulation Model
- State space representation
- Asymptotic theory (statistics)
- Atkinson index
- Autoregressive conditional heteroskedasticity
- Average treatment effect
- BHHH algorithm
- Bootstrapping (finance)
- Censored regression model
- Centre for Structural Econometrics
- Chow test
- Cliodynamics
- Cliometrics
- Cochrane–Orcutt estimation
- Cointegration
- Common cause and special cause (statistics)
- Confidence interval
- Consensus forecast
- Constant elasticity of substitution
- Delta method
- Difference in differences
- Diversification (finance)
- Divisia index
- Divisia monetary aggregates index
- Durbin–Watson statistic
- Dynamic factor
- Econometric Society
- Economic data
- Economic statistics
- Endogeneity (applied statistics)
- Epps effect
- Errors-in-variables models
- Event study
- Experimetrics
- Financial econometrics
- Frisch–Waugh–Lovell theorem
- 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
- Hausman test
- Heckman correction
- Hedonic index
- Hedonic regression
- Herfindahl index
- Heteroscedasticity
- Idempotent matrix
- Independence of irrelevant alternatives
- Index (economics)
- Influential observation
- Kauffman Index of Entrepreneurial Activity
- Limited dependent variable
- Linear regression
- Local independence
- Loss function
- LSE approach to econometrics
- Market facilitation index
- Matching (statistics)
- Measuring economic worth over time
- Method of simulated moments
- Methodology of econometrics
- National Longitudinal Surveys
- Natural experiment
- Observable variable
- Observational equivalence
- Official statistics
- Multidimensional panel data
- Panel data
- Panel analysis
- Parameter identification problem
- Poisson regression
- Political forecasting
- Pollyanna Creep
- Prais–Winsten estimation
- Probit
- Propensity score matching
- Reduced form
- Reference class forecasting
- Regression analysis
- Regression discontinuity design
- Ridit scoring
- Rubin causal model
- Sargan test
- Simultaneous equations model
- Spatial econometrics
- Specification (regression)
- Spectrum continuation analysis
- Structural equation modeling
- Survivorship bias
- Taguchi loss function
- Taleb distribution
- Theil index
- Tobit model
- Trend stationary
- Unevenly spaced time series
- Unit root
- Variance decomposition of forecast errors
- Vector autoregression
- Vuong's closeness test
- The World Economy: Historical Statistics
- Zero-inflated model
- Choice modelling
- Discrete choice
- MaxDiff
- Preference regression
- Preference-rank translation
- Cross-sectional study
- Cross-sectional data
- Cross-sectional regression
- Accelerator effect
- Automatic stabilizer
- Balassa–Samuelson effect
- Bandwagon effect
- Convergence (economics)
- Fiscal multiplier
- Keynes effect
- Law of the handicap of a head start
- Network effect
- Penn effect
- Pigou effect
- Sailing Ship Effect
- Sow's ear effect
- Transfer payments multiplier
- Calendar effect
- January barometer
- January effect
- Mark Twain effect
- Sell in May
- Fundamental analysis
- Beta (finance)
- Book value
- Business valuation standard
- Cash flow
- Chepakovich valuation model
- Earnings before interest and taxes
- Earnings before interest, taxes and depreciation
- Earnings before interest, taxes, depreciation, and amortization
- Earnings per share
- Economic Value Added
- Enterprise value
- Equity value
- First Chicago Method
- Goldman Sachs asset management factor model
- Growth stock
- Market value added
- Net income per employee
- Net operating assets
- Non-operating income
- NOPAT
- Period of financial distress
- Public float
- Residual income valuation
- Restricted stock
- Shares outstanding
- Short interest ratio
- Stock selection criterion
- Stock valuation
- Terminal value (finance)
- Financial ratio
- Accounting liquidity
- Accounting rate of return
- Alpha (investment)
- AlphaIC
- Altman Z-score
- Asset turnover
- Average accounting return
- Average propensity to consume
- Average propensity to save
- Basic Earnings Per Share
- Bias ratio (finance)
- Bid-to-cover ratio
- Business efficiency
- Calmar ratio
- Capital adequacy ratio
- Capital employed
- Capital recovery factor
- Capitalization rate
- CASA ratio
- Cash conversion cycle
- Cash flow return on investment
- Cost accrual ratio
- CROCI
- Current ratio
- Days in inventory
- Days payable outstanding
- Days sales outstanding
- Debt ratio
- Debt service coverage ratio
- Debt service ratio
- Debt-to-capital ratio
- Debt-to-equity ratio
- Debt-to-GDP ratio
- Debt-to-income ratio
- Debtor collection period
- Debtor days
- Deleveraging
- Diluted earnings per share
- Dividend payout ratio
- Dividend yield
- DuPont analysis
- Earnings yield
- Envy ratio
- Equity ratio
- EV/EBITDA
- EV/GCI
- EV/Sales
- Expense ratio
- Financial result
- Fixed-asset turnover
- Greeks (finance)
- Gross margin
- Hansen–Jagannathan bound
- High-yield stocks
- Implied multiple
- Import ratio
- Incremental capital-output ratio
- Infection ratio
- Information ratio
- Inventory turnover
- Jaws ratio
- K-factor (actuarial)
- Leverage (finance)
- Like for like
- Loan-to-value ratio
- Loss ratio
- Net capital outflow
- Net interest income
- Net interest margin
- Net interest spread
- Omega ratio
- Operating leverage
- Operating margin
- Operating ratio
- P/B ratio
- PEG ratio
- Price/cash flow ratio
- Price–earnings ratio
- Price–sales ratio
- Profit margin
- Put/call ratio
- Quick ratio
- Rate of return
- Rate of return on a portfolio
- Receivables turnover ratio
- Reserve requirement
- Retention rate
- Return of capital
- Return on assets
- Return on capital
- Return on capital employed
- Return on equity
- Return on event
- Return on net assets
- Return on tangible equity
- Risk-adjusted return on capital
- Sales density
- Sharpe ratio
- Social return on investment
- Sortino ratio
- Statutory liquidity ratio
- Sterling ratio
- Sustainable growth rate
- Texas ratio
- Theoretical ex-rights price
- Times interest earned
- Tobin's q
- Total expense ratio
- Total revenue share
- Treynor ratio
- Upside potential ratio
- V2 ratio
- WHIS ratio
- Yield gap
- Technical analysis
- Backtesting
- Behavioral analysis of markets
- Bottom (technical analysis)
- Breadth of market
- Breakout (technical analysis)
- Bull-bear line
- Candlestick pattern
- Carhart four-factor model
- Chart pattern
- Chartered Market Technician
- Chartist (occupation)
- Currency strength
- Currency strength index
- Dead cat bounce
- Dow theory
- Drummond geometry
- Elliott wave principle