consistency. Applied econometrics uses theoretical econometrics and real-world data for assessing economic theories, developing econometric models, analysing...

Financial econometrics is the application of statistical methods to financial market data. Financial econometrics is a branch of financial economics,...

Econometric models are statistical models used in econometrics. An econometric model specifies the statistical relationship that is believed to hold between...

Bayesian econometrics is a branch of econometrics which applies Bayesian principles to economic modelling. Bayesianism is based on a degree-of-belief interpretation...

Marius (2009). "Trends in Applied Econometrics Software Development 1985–2008: An Analysis of Journal of Applied Econometrics Research Articles, Software Reviews...

The methodology of econometrics is the study of the range of differing approaches to undertaking econometric analysis. The econometric approaches can be...

The Journal of Econometrics is a scholarly journal in econometrics. It was first published in 1973. Its current managing editors are Serena Ng, Elie Tamer...

Spatial econometrics is the field where spatial analysis and econometrics intersect. The term “spatial econometrics” was introduced for the first time...

In econometrics, endogeneity broadly refers to situations in which an explanatory variable is correlated with the error term. The distinction between endogenous...

In economic theory and econometrics, the term heterogeneity refers to differences across the units being studied. For example, a macroeconomic model in...