Statistics for Economics

  1. Time Series Analysis for Economics
    1. Characteristics of Time Series Data
      1. Temporal Ordering
        1. Trend Components
          1. Seasonal Components
            1. Cyclical Components
              1. Irregular Components
              2. Stationarity and Unit Roots
                1. Weak Stationarity
                  1. Strict Stationarity
                    1. Trend Stationarity vs. Difference Stationarity
                      1. Random Walk Models
                        1. Unit Root Tests
                          1. Dickey-Fuller Test
                            1. Augmented Dickey-Fuller Test
                              1. Phillips-Perron Test
                            2. Time Series Decomposition
                              1. Additive Decomposition
                                1. Multiplicative Decomposition
                                  1. X-11 Decomposition
                                    1. STL Decomposition
                                    2. Autoregressive Models
                                      1. AR(1) Process
                                        1. Properties and Estimation
                                        2. AR(p) Process
                                          1. Yule-Walker Equations
                                            1. Partial Autocorrelation Function
                                          2. Moving Average Models
                                            1. MA(1) Process
                                              1. MA(q) Process
                                                1. Invertibility Conditions
                                                2. ARMA Models
                                                  1. ARMA(p,q) Specification
                                                    1. Identification Methods
                                                      1. Box-Jenkins Methodology
                                                      2. Estimation and Diagnostic Checking
                                                      3. Integrated Processes and ARIMA Models
                                                        1. Order of Integration
                                                          1. ARIMA(p,d,q) Models
                                                            1. Differencing and Stationarity
                                                            2. Seasonal Time Series Models
                                                              1. Seasonal ARIMA Models
                                                                1. Seasonal Differencing
                                                                  1. Multiplicative Seasonal Models
                                                                  2. Forecasting Methods
                                                                    1. Naive Forecasting
                                                                      1. Moving Average Forecasting
                                                                        1. Exponential Smoothing
                                                                          1. Simple Exponential Smoothing
                                                                            1. Holt's Method
                                                                              1. Holt-Winters Method
                                                                              2. ARIMA Forecasting
                                                                                1. Forecast Evaluation
                                                                                  1. Mean Absolute Error
                                                                                    1. Root Mean Squared Error
                                                                                      1. Mean Absolute Percentage Error
                                                                                    2. Vector Autoregression
                                                                                      1. VAR Model Specification
                                                                                        1. Estimation and Inference
                                                                                          1. Impulse Response Functions
                                                                                            1. Variance Decomposition
                                                                                            2. Cointegration
                                                                                              1. Concept of Cointegration
                                                                                                1. Engle-Granger Test
                                                                                                  1. Vector Error Correction Models
                                                                                                    1. Johansen Test

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                                                                                                  9. Index Numbers in Economic Analysis

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                                                                                                  1. Introduction to Statistics in Economics