Econometrics is concerned with the tasks of developing and applying quantitative or statistical methods to the study and elucidation of economic principles. Econometrics combines economic theory with statistics to analyze and test economic relationships.
Instrumental variable Single equation methods (econometrics) Simultaneous equation methods (econometrics) Cross-sectional data Panel data Econometrica The New Palgrave: A Dictionary of Economics Time series Regression analysis Statistics Journal of Applied Econometrics Econometric Theory Journal of Econometrics Review of Economics and Statistics Parameter identification problem Robert Engle Method of moments Unit root Journal of Business & Economic Statistics Omitted-variable bias Generalized method of moments Natural experiment Modeling and analysis of financial markets Augmented Dickey-Fuller test Ragnar Frisch Cointegration Granger causality Gretl Choice Modelling Observational study Ragnar Anton Kittil Frisch Autoregressive conditional heteroskedasticity Production function Clive Granger Jan Tinbergen Economic data Trygve Haavelmo Daniel McFadden Statistical model James Heckman
