= Econometrics =

The application of [[Statistics]] onto social sciences. Generally, all pages on inferential statistics will be found here.



== Foundations ==

 * [[Econometrics/Binning|Binning]]
 * [[Econometrics/CausalInference|Causal Inference]]
 * [[Econometrics/Exogeneity|Exogeneity]]
 * [[Econometrics/Homoskedasticity|Homoskedasticity]]
 * [[Econometrics/Notation|Notation]]



== Models ==

 * [[Econometrics/GeneralizedLinearModel|Generalized Linear Model]]
 * [[Econometrics/LogisticModel|Logistic Model]]
 * [[Econometrics/MultilevelModel|Multilevel Model]]
 * [[Econometrics/MultilevelRegressionWithPoststratification|Multilevel Regression with Poststratification]]
 * [[Econometrics/OrdinaryLeastSquares|Ordinary Least Squares]]



== Statistics ==

 * [[Econometrics/CollinearityTest|Collinearity test]]
 * [[Econometrics/KolmogorovSmirnovTest|Kolmogorov-Smirnov test]]
 * [[Econometrics/LagrangeMultiplierTest|Lagrange multiplier test]]
 * [[Econometrics/LikelihoodRatioTest|Likelihood-ratio test]]
 * [[Econometrics/TestStatistic|Test Statistic]]
 * [[Econometrics/WaldTest|Wald test]]



== Reading Notes ==

 * [[MeasurementErrorModels|Measurement Error Models]], Wayne A. Fuller, 1987
 * [[EvidenceOnTheValidityOfCrossSectionalAndLongitudinalLaborMarketData|Evidence on the Validity of Cross-sectional and Longitudinal Labor Market Data]], John Bound, Charles Brown, Greg J. Duncan, and Willard L. Rodgers, 1994
 * [[EstimatingMeasurementErrorInAnnualJobEarnings]], John M. Abowd and Martha H. Stinson, 2013
 * [[RegressionAndOtherStories|Regression and Other Stories]], Andrew Gelman, Jennifer Hill, and Aki Vehtari, 2020



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CategoryRicottone CategoryMathematics