Econometrics

E200963

Econometrics is a field of economics that applies statistical and mathematical methods to analyze economic data and test economic theories.

All labels observed (2)

Label Occurrences
Econometrics canonical 1
foundations of econometrics 1

How this entity was disambiguated

Statements (58)

Predicate Object
instanceOf academic discipline
applied statistics
subfield of economics
aimsTo estimate economic relationships
evaluate economic policies
forecast economic variables
test economic theories
appliesTo development economics
finance
industrial organization
labor economics
macroeconomics
microeconomics
public economics
developedInPeriod 20th century
fieldOfStudy economics
hasCoreConcept autocorrelation
autoregressive models
causal inference
cointegration
endogeneity
error correction models
generalized least squares
heteroskedasticity
identification
instrumental variables
limited dependent variable models
linear regression
logit models
maximum likelihood estimation
multiple regression
ordinary least squares
panel data models
probit models
regression analysis
simultaneous equations models
time series models
treatment effects
vector autoregressions
hasJournal Econometric Theory
Econometrica
Journal of Econometrics
hasOrganization Econometric Society
hasSubfield Bayesian inference
surface form: Bayesian econometrics

applied econometrics
financial econometrics
macroeconometrics
microeconometrics
panel data econometrics
theoretical econometrics
time series econometrics
relatedTo data science
quantitative finance
statistics
studies economic data
usesMethod mathematical methods
probability theory
statistical methods

How these facts were elicited

Referenced by (2)

Full triples — surface form annotated when it differs from this entity's canonical label.

Jan Tinbergen notableWork Econometrics
Abraham Wald contributedTo Econometrics
this entity surface form: foundations of econometrics