User:Bkraines/Books/Econometrics

Econometrics

 * Portfolio Theory
 * Capital asset pricing model
 * Modern portfolio theory
 * Security market line


 * Optimization
 * Convex function
 * Convex optimization
 * Ordinary least squares
 * Least squares
 * Lagrange multipliers
 * Karush–Kuhn–Tucker conditions


 * Mathematics
 * Matrix multiplication
 * Invertible matrix
 * Determinant
 * Positive-definite matrix
 * Moment-generating function
 * Eigenvalue, eigenvector and eigenspace
 * Cauchy–Schwarz inequality
 * Hölder's inequality
 * Differentiation under the integral sign


 * Statistics
 * Random variable
 * Expected value
 * Standard deviation
 * Variance
 * Covariance
 * Law of the unconscious statistician


 * Distributions
 * Normal distribution
 * Chi-square distribution
 * Gamma distribution
 * Beta distribution
 * Poisson distribution
 * Binomial distribution
 * Polygamma function
 * Joint probability distribution
 * Student's t-distribution
 * F-distribution
 * Stein's lemma
 * Inner product space


 * Hypothesis Testing
 * Null hypothesis
 * Alternative hypothesis
 * Student's t-test
 * P-value
 * F-test


 * Bayseian Probability
 * Conditional probability
 * Bayesian inference
 * Prior probability
 * Likelihood function
 * Marginal likelihood
 * Posterior probability


 * Time Series
 * Monte Carlo method
 * Markov chain
 * Markov chain Monte Carlo
 * Moving average model
 * Autoregressive model
 * Autoregressive conditional heteroskedasticity


 * Other
 * Gibbs sampling
 * Cholesky decomposition
 * Bayes' theorem
 * Probability density function
 * Cumulative distribution function
 * User:Bkraines/Books/Econometrics


 * Portfolio Theory
 * Capital asset pricing model
 * Modern portfolio theory
 * Security market line


 * Optimization
 * Convex function
 * Convex optimization
 * Ordinary least squares
 * Least squares
 * Lagrange multipliers
 * Karush–Kuhn–Tucker conditions


 * Mathematics
 * Matrix multiplication
 * Invertible matrix
 * Determinant
 * Positive-definite matrix
 * Moment-generating function
 * Eigenvalue, eigenvector and eigenspace
 * Cauchy–Schwarz inequality
 * Hölder's inequality
 * Differentiation under the integral sign


 * Statistics
 * Random variable
 * Probability density function
 * Cumulative distribution function
 * Expected value
 * Standard deviation
 * Variance
 * Covariance
 * Law of the unconscious statistician


 * Distributions
 * Normal distribution
 * Chi-square distribution
 * Gamma distribution
 * Beta distribution
 * Poisson distribution
 * Binomial distribution
 * Polygamma function
 * Joint probability distribution
 * Student's t-distribution
 * F-distribution
 * Stein's lemma
 * Inner product space


 * Hypothesis Testing
 * Null hypothesis
 * Alternative hypothesis
 * Student's t-test
 * P-value
 * F-test


 * Bayseian Probability
 * Conditional probability
 * Bayes' theorem
 * Bayesian inference
 * Prior probability
 * Likelihood function
 * Marginal likelihood
 * Posterior probability


 * Time Series
 * Moving average model
 * Autoregressive model
 * Autoregressive conditional heteroskedasticity
 * Monte Carlo method
 * Markov chain
 * Markov chain Monte Carlo
 * Gibbs sampling
 * Cholesky decomposition


 * Other