Econometrics

  1. Model Selection and Specification Testing
    1. Model Selection Criteria
      1. In-Sample Criteria
        1. R-squared and Adjusted R-squared
          1. Akaike Information Criterion
            1. Bayesian Information Criterion
              1. Hannan-Quinn Criterion
              2. Out-of-Sample Criteria
                1. Cross-Validation
                  1. Prediction Error Measures
                2. Specification Testing
                  1. RESET Test
                    1. Linktest
                      1. Information Matrix Test
                      2. Variable Selection Methods
                        1. Forward Selection
                          1. Backward Elimination
                            1. Stepwise Regression
                              1. LASSO and Ridge Regression
                              2. Model Averaging
                                1. Bayesian Model Averaging
                                  1. Frequentist Model Averaging

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                                8. Endogeneity and Instrumental Variables

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                                10. Limited Dependent Variable Models