User:Sympa/Books/Econometrics from Wikipedia

Regression models and testing

 * Econometrics
 * Correlation and dependence
 * Linear regression
 * Regression validation
 * Regression diagnostic
 * Gauss-Markov theorem
 * Normality test
 * Jarque-Bera test
 * Shapiro-Wilk test
 * Anderson–Darling test
 * Kolmogorov–Smirnov test
 * Cramér–von Mises criterion
 * Multicollinearity
 * Variance inflation factor
 * Autocorrelation
 * Durbin–Watson statistic
 * Breusch-Godfrey test
 * Ljung-Box test
 * Heteroscedasticity
 * Breusch–Pagan test
 * White test
 * Autoregressive conditional heteroskedasticity
 * Park test
 * Glejser test
 * Heteroscedasticity-consistent standard errors
 * Newey–West estimator
 * Unit root
 * Unit root test
 * Dickey–Fuller test
 * Augmented Dickey–Fuller test
 * Phillips–Perron test
 * KPSS test
 * Cointegration
 * Outlier
 * Cook's distance
 * Studentized residual
 * Leverage (statistics)
 * Chow test
 * Robust regression
 * Specification (regression)
 * Ramsey RESET test