User:J heisenberg/A list of economics terms not in Wikipedia

Economics

 * Abnormal returns -
 * Absolute risk aversion -
 * Accelerator principle -
 * A-D equilibrium, Arrow-Debreu equilibrium -
 * Affine pricing -
 * Arrovian uncertainty -
 * Arrow-Debreu equilibrium -
 * Arrow-Pratt measure -
 * Base point pricing -
 * Bertrand competition -
 * Bertrand duopoly -
 * Bertrand game -
 * Beveridge curve -
 * Bidding function -
 * Bill of exchange -
 * budget set -
 * Business cycle frequency -
 * CAGR, cumulative average growth rate -
 * Calculus of voting -
 * Capital consumption -
 * Capital deepening -
 * Capital-augmenting -
 * Capitation -
 * CARA utility -
 * Cash-in-advance constraint -
 * Censored dependent variable -
 * Certainty equivalence principle -
 * Certainty equivalent -
 * CES production function, CES technology -
 * CES utility -
 * Chartalism -
 * Clayton Act -
 * Cobweb model -
 * Coefficient of absolute risk aversion -
 * Coefficient of relative risk aversion -
 * Common pool resource -
 * Compensating variation -
 * Complete market -
 * Conditional factor demands -
 * CRS, Constant returns to scale -
 * Consumption beta -
 * Consumption set -
 * Corner solution -
 * Cost curve -
 * Cournot duopoly -
 * Cournot game -
 * Cournot model -
 * Covered unemployment -
 * Cowles Commission -
 * CRRA, constant relative risk aversion -
 * DARA decreasing absolute risk aversion -
 * Decision rule -
 * Demand deposits -
 * Demand set -
 * Dictator game -
 * Divisia index -
 * Domar aggregation -
 * Double coincidence of wants -
 * Dynamic inconsistency -
 * Economic discrimination -
 * Economic environment -
 * Education production function -
 * Effective labor -
 * Efficiency units -
 * Embedding effect -
 * Energy intensity -
 * Engel effects -
 * Entrenchment (management) -
 * Epsilon-equilibrium -
 * Epsilon-proper equilibrium -
 * Eurosclerosis -
 * Event studies -
 * Ex post -
 * Exclusive dealing -
 * Expected utility hypothesis -
 * Exponential utility -
 * Extensive margin -
 * Factory system -
 * Fed Funds Rate -
 * First welfare theorem -
 * Fiscalist view -
 * Fisher effect -
 * Fisher hypothesis -
 * Fisherian criterion -
 * Flexible-accelerator model -
 * Free entry condition -
 * Free reserves -
 * Free trader -
 * Frictional unemployment -
 * Friedman rule -
 * FTC Act -
 * Future-oriented -
 * Generalized Ozaki cost function -
 * GGH preferences -
 * Gibrat's law -
 * Golden Rule capital rate -
 * Gorman form -
 * Government failure -
 * Habakkuk thesis -
 * Hahn problem -
 * Harrod-neutral -
 * Hazard rate -
 * Heckscher-Ohlin model -
 * Hedonic -
 * Hicksian demand function -
 * Hicks-Kaldor criterion -
 * Hicks-neutral technical change -
 * Hicks-neutral -
 * High-powered money -
 * IC constraint -
 * IIA irrelevance of independent alternatives -
 * Implementable -
 * Implicit contract -
 * Inada conditions -
 * Inadmissible -
 * Indirect utility function -
 * Individually rational -
 * Intensive margin -
 * Inter vivos -
 * Interim efficient -
 * Interior solution -
 * Internal knowledge spillover -
 * Internal labor markets -
 * Inverse demand function -
 * IR constraint individually rational -
 * JEL classification codes -
 * Job lock -
 * K percent rule -
 * Keynes effect -
 * Kuznets curve -
 * Labor market outcomes -
 * Labor productivity -
 * Labor-augmenting -
 * Labor-leisure tradeoff -
 * Leontief production function -
 * Lerman ratio -
 * Lerner index -
 * Linear pricing schedule -
 * Liquidity constraint -
 * Locally nonsatiated -
 * Log utility -
 * Lucas critique -
 * Malmquist index -
 * Market for corporate control -
 * Market power theory of advertising -
 * Markov perfect -
 * Markov strategy -
 * Maximin principle -
 * Metaproduction function -
 * MFP Multi-factor productivty -
 * Monetary regime -
 * Monetary rule -
 * Monetized economy -
 * Money-in-the-utility-function models -
 * Monopoly power -
 * Mundell-Tobin effect -
 * Nash product -
 * Nash strategy -
 * National innovation systems -
 * Neoclassical model -
 * Neoclassical economics -
 * Netput -
 * Neutral technological change -
 * New Classical view -
 * New growth theory -
 * NNP, Net national product -
 * No-arbitrage bounds -
 * Non-cooperative game, Noncooperative game -
 * Nondivisibility of labor -
 * Nonlinear pricing -
 * Nonuse value -
 * Numeraire -
 * Offer curve -
 * OLG, overlapping generations model -
 * Organizational capital -
 * Output elasticity -
 * Outside money -
 * Overshooting -
 * Pareto set -
 * PBE, perfect Bayesian equilibrium -
 * Pecuniary externality -
 * Perfect equilibrium -
 * Physical depreciation -
 * Pigou effect -
 * Precautionary savings -
 * Pre-fisc -
 * Present-oriented -
 * Price ceiling -
 * Price complements -
 * Price elasticity -
 * Price floor -
 * Price substitutes -
 * Pricing schedule -
 * Production set -
 * Productivity paradox -
 * Property income -
 * Public economics -
 * Putty-putty -
 * Quasi rents -
 * Quasi-hyperbolic discounting -
 * R&D intensity -
 * Ramsey equilibrium -
 * Ramsey outcome -
 * Ramsey problem -
 * Rationalizable -
 * Rationalize -
 * Real externality -
 * Regrettables -
 * Resale price maintenance -
 * Reservation wage property -
 * Residual claimant -
 * Resiliency -
 * Revelation principle -
 * Ricardian proposition -
 * Rybczynski theorem -
 * Schumpeterian growth -
 * Scitovsky paradox -
 * Screening game -
 * Second welfare theorem -
 * Semi-strong form -
 * Shadow price -
 * Shakeout -
 * Sharing rule -
 * Shephard's lemma -
 * Shubik model -
 * Signaling game -
 * Smithian growth -
 * Social savings -
 * Solow residual -
 * Solution concept -
 * SPE, subgame perfect equilibrium -
 * Speculative demand -
 * SPO, strongly Pareto optimal -
 * Staggered contracting -
 * State price vector -
 * State price -
 * Strategic form -
 * Strategy-proof -
 * Strong incentive -
 * Strongly Pareto optimal -
 * Structural unemployment -
 * Subgame perfect equilibrium -
 * Substitution bias -
 * Superlative index numbers -
 * Superneutrality -
 * Survival function -
 * Team production -
 * Technical change -
 * Technological change -
 * Technology shocks -
 * Tertiary sector -
 * Tightness (market) -
 * Time consistency -
 * Time inconsistency -
 * Tobin's marginal q -
 * Tornqvist index -
 * Total factor productivity -
 * Totally mixed strategy -
 * Townsend inefficiency -
 * Transition economics -
 * Translog -
 * Transactions demand -
 * Treatment effects -
 * Trembling hand perfect equilibrium -
 * Two-factor model -
 * Union threat model -
 * Value function -
 * Vintage growth model -
 * VNM, Von Neumann-Morgenstern utility -
 * WACM, Weak axiom of cost minimization -
 * Wage curve -
 * Wage equation -
 * Walrasian auctioneer -
 * WE, Walrasian equilibrium -
 * Walrasian model -
 * Weak incentive -
 * Welfare capitalism -
 * WPO, weakly Pareto optimal -
 * X-inefficiency model -

Econometrics/Statistics

 * Acceptance region -
 * Akaike's Information Criterion -
 * Annihilator operator -
 * Annuity formula -
 * AR(1) First-order autoregressive process -
 * ARIMA, Autoregressive integrated moving-average -
 * Asymptotic normality -
 * Asymptotic variance -
 * Asymptotically equivalent -
 * Asymptotically unbiased -
 * Augmented Dickey-Fuller test -
 * Autocovariance matrix -
 * Autoregressive process -
 * Basin of attraction -
 * BHHH (numerical optimization by Berndt, Hall, Hall, and Hausman)-
 * Bonferroni criterion -
 * Box-Jenkins -
 * Box-Pierce statistic -
 * Breusch-Pagan statistic -
 * Burr distribution -
 * BVAR, Bayesian VAR (Vector Autoregression) -
 * Chow test -
 * CLAD Censored Least Absolute Deviations estimator-
 * Clustered data -
 * Cochrane-Orcutt estimation -
 * Coefficient of determination -
 * Cointegration -
 * Conditional variance -
 * Conformable -
 * Control variable -
 * Convergence in quadratic mean -
 * Cook's distance -
 * Covariance stationary -
 * Cross-section data -
 * Decomposition theorem -
 * Delta method -
 * Dickey-Fuller test -
 * Diffuse prior -
 * Discrete choice linear model -
 * Discrete choice model -
 * Discrete regression models -
 * Donsker's theorem or Functional central limit theorem -
 * Durbin's h test -
 * Durbin-Watson statistic -
 * Dyadic map -
 * Dyadic transformation -
 * Dynamic multipliers -
 * Dynamic optimization -
 * Efficiency bound -
 * EGARCH -
 * Eigenvalue decomposition -
 * Epanechnikov kernel -
 * Ergodic properties -
 * Ergodic set -
 * Error-correction model -
 * Essentially stationary -
 * Euler equation -
 * Excess kurtosis -
 * Exclusion restrictions -
 * Fat-tailed -
 * FCLT, functional central limit theorem = Donsker's theorem -
 * FE, Fixed Effects estimator, Within estimator -
 * FGLS -
 * FIML Full Information Maximum Likelihood-
 * First-order stochastic dominance -
 * Fisher consistency -
 * Fixed effects estimation -
 * Frechet derivative -
 * Frechet differentiable -
 * Frequency function -
 * FWL theorem -
 * GARP -
 * Gaussian white noise process -
 * Generalized Tobit -
 * Generalized Wiener process -
 * Generator function -
 * GEV -
 * Gibbs sampler -
 * Granger causality -
 * Grenander conditions -
 * Hansen's J test, J statistic -
 * Hausman test -
 * Heckit -
 * Heckman two-step estimation -
 * Heterogeneous process -
 * Holder continuous -
 * Hold-up problem -
 * Homothetic -
 * Huber standard errors, Huber-White standard errors, White standard errors -
 * I(0) Integrated of order zero-
 * I(1) -
 * IARA, Increasing absolute risk aversion-
 * Identification (parameter) -
 * IGARCH Integrated GARCH -
 * ILS Indirect Least Squares -
 * Incidental parameters -
 * Information matrix -
 * Instrumental variables -
 * Instruments (regressors) -
 * Integrated (random process) -
 * Inverse Mills ratio -
 * Invertibility -
 * Is consistent for, consistent estimator -
 * Ito process -
 * IV, Instrumental variable-
 * Jackknife estimator -
 * Kernel estimation -
 * Kernel function -
 * Kitchen sink regression -
 * K-nearest-neighbor estimator -
 * Knots (regression)-
 * Kruskal's theorem -
 * LAD, Least absolute deviations -
 * Lag operator -
 * Lag polynomial -
 * LAN, locally asymptotically normal -
 * Large sample -
 * Least squares learning -
 * Limited dependent variable -
 * LIML, Limited Information Maximum Likelihood -
 * Linear probability models -
 * Ljung-Box test, Portmanteau test -
 * Locally identified -
 * Log-concave -
 * Log-convex -
 * Logit model -
 * Longitudinal data -
 * Lower hemicontinuous -
 * Martingale difference sequence -
 * Maximum score estimator -
 * Mesokurtic -
 * M-estimators -
 * Mixing (stochastics) -
 * MLRP, monotone likelihood ratio property -
 * Monotone likelihood ratio -
 * Monotone operator -
 * Monotone transformation -
 * Monotonic transformation -
 * Multinomial logit -
 * Multinomial probit -
 * Nadaraya-Watson estimator -
 * Noncentral chi-squared distribution -
 * Nonergodic -
 * Omitted variable bias -
 * Order condition -
 * Order of a kernel -
 * Panel data -
 * Partially linear model -
 * Phase portrait -
 * Phillips-Perron test -
 * Polychotomous choice -
 * Portmanteau test -
 * Prais-Winsten transformation -
 * Predetermined variables -
 * Principal strip -
 * Probit model -
 * Propensity score -
 * Proper equilibrium -
 * Principle of optimality -
 * QLR, quasi-likelihood ratio statistic -
 * QML, quasi-maximum likelihood-
 * Q-statistic -
 * Quartic kernel -
 * Quasiconcave -
 * Quasiconvex -
 * Quasi-differencing -
 * Quasilinear -
 * Quasi-maximum likelihood -
 * Random effects estimation -
 * Reduced form -
 * Regression function -
 * Rejection region -
 * Restricted estimate -
 * Ridit scoring -
 * Robust smoother -
 * Roughness penalty -
 * R-squared -
 * Sargan test -
 * Scedastic function -
 * Schwarz Criterion -
 * Second moment -
 * Self-generating -
 * Semilog -
 * Semi-nonparametric -
 * Semiparametric -
 * Sieve estimators -
 * Single-crossing property -
 * SMA, Structural moving average model -
 * Smoothers -
 * Smoothing -
 * Spatial autocorrelation -
 * Spline function -
 * Spline regression -
 * Spline smoothing -
 * Stable distribution -
 * Stable steady state -
 * State-space approach to linearization -
 * Statistical discrimination -
 * Stochastic difference equation -
 * Stochastic dominance -
 * Stochastic kernel -
 * Stochastic transition function -
 * Strict stationarity -
 * Strictly stationary -
 * Strongly consistent -
 * Strongly dependent -
 * Strongly ergodic -
 * Strongly stationary -
 * Structural break -
 * Structural change -
 * Structural moving average model -
 * Structural parameters -
 * Structure (model) -
 * Subdifferential -
 * Submartingale -
 * SUR, SURE, Seemingly unrelated regressions -
 * SVAR -
 * Test for structural change -
 * Test of identifying restrictions -
 * Time-varying covariate, Time-dependent covariates -
 * Tobit model -
 * Top-coded -
 * Transversality condition -
 * Trend stationary -
 * Triangular kernel -
 * Truncated dependent variable -
 * Tukey boxplot -
 * Two stage least squares -
 * Type I extreme value distribution -
 * Unbalanced data -
 * Uniform kernel -
 * Unit root test -
 * Unit root -
 * Univariate binary model -
 * Univariate -
 * Unrestricted estimate -
 * Upper hemicontinuous -
 * UVAR, Unstructured VAR -
 * UWLLN, Uniform weak law of large numbers -
 * VAR, Vector autoregression -
 * Variance decomposition -
 * Variance ratio statistic -
 * Wallis statistic -
 * Weakly dependent -
 * Weakly ergodic -
 * Weak stationarity -
 * Weighted least squares -
 * Window width -
 * Wold decomposition -
 * Wold's theorem -

Finance

 * Adjusted Gross Income -
 * Asset pricing models -
 * Asset-pricing function -
 * Capital ratio -
 * CAR, Cumulative average return-
 * CARs, cumulative average adjusted returns -
 * CCAPM, Consumption-based Capital Asset Pricing Model -
 * Coupon strip -
 * Market depth - Depth (capital market) -
 * Deterioration -
 * Ex dividend date -
 * Excess returns -
 * Factor loadings -
 * Fair trader -
 * Fama-MacBeth regression -
 * Gamma (of options) -
 * Gordon model -
 * ICAPM, Intertemporal CAPM-
 * Inside money -
 * Knightian uncertainty -
 * Noise trader -
 * Pricing kernel -
 * Roll critique -
 * Short rate -
 * SOFFEX, Swiss Options and Financial Futures Exchange -
 * Strip financing -
 * Strips -
 * Subordinated (debt) -
 * Theta (finance)
 * Term spreads -
 * Vega (finance) -
 * Volatility clustering -