Category: Econometrics

Gross National Well-being
Gross National Well-being/Wellness (GNW) or Happiness (GNH) a socioeconomic development and measurement framework. The GNW/GNH Index consists of seven dimensions: economic, environmental, physical, me
Bry and Boschan routine
In econometrics, the Bry and Boschan routine finds statistical maxima and minima while using certain censoring rules and phase and cycle length constraints. The OECD has composite leading indicators a
Criticisms of econometrics
There have been many criticisms of econometrics' usefulness as a discipline and perceived widespread methodological shortcomings in econometric modelling practices.
Financial econometrics
Financial econometrics is the application of statistical methods to financial market data. Financial econometrics is a branch of financial economics, in the field of economics. Areas of study include
Economic voting
In political science, economic voting is a theoretical perspective which argues that voter behavior is heavily influenced by the economic conditions in their country at the time of the election. Accor
Local average treatment effect
In econometrics and related fields, the local average treatment effect (LATE), also known as the complier average causal effect (CACE), is the effect of a treatment for subjects who comply with the tr
Methodology of econometrics
The methodology of econometrics is the study of the range of differing approaches to undertaking econometric analysis. Commonly distinguished differing approaches that have been identified and studied
Neural network
A neural network is a network or circuit of biological neurons, or, in a modern sense, an artificial neural network, composed of artificial neurons or nodes. Thus, a neural network is either a biologi
Center for Operations Research and Econometrics
The Center for Operations Research and Econometrics (CORE) is an interdisciplinary research institute of the University of Louvain (UCLouvain) located in Louvain-la-Neuve, Belgium. Since 2010, it is p
Interprovincial migration in Canada
Interprovincial migration in Canada is the movement by people from one Canadian province or territory to another with the intention of settling, permanently or temporarily, in the new province or terr
Statistical alchemy
Statistical alchemy was a term originated by John Maynard Keynes to describe econometrics in 1939. The phrase has subsequently been used by Alvan Feinstein to describe meta-analysis. It is generally r
Econometric Society
The Econometric Society is an international society of academic economists interested in applying statistical tools to their field. It is an independent organization with no connections to societies o
Risk score
Risk score (or risk scoring) is the name given to a general practice in applied statistics, bio-statistics, econometrics and other related disciplines, of creating an easily calculated number (the sco
Experimetrics comprises the body of econometric techniques that are customized to experimental applications. Experimetrics refers to the application of econometrics to economics experiments. Experimet
Structural estimation
Structural estimation is a technique for estimating deep "structural" parameters of theoretical economic models. The term is inherited from the simultaneous equations model. In this sense "structural
Econometrics is the application of statistical methods to economic data in order to give empirical content to economic relationships. More precisely, it is "the quantitative analysis of actual economi
LSE approach to econometrics
The LSE approach to econometrics, named for the London School of Economics, involves viewing econometric models as reductions from some unknown data generation process (DGP). A complex DGP is typicall