Econometric and Statistical Methods and Methodology: General

Econometric and statistical methods: general (JEL C1) cover the foundations of econometric and statistical methodology.

Scope

It includes estimation and inference, model specification and testing, and the general principles of econometric method.

Sub-topics

• General
• Bayesian Analysis: General
• Hypothesis Testing: General
• Estimation: General
• Semiparametric and Nonparametric Methods: General
• Statistical Simulation Methods: General
• Methodological Issues: General
• Other

Core questions

• How are economic relationships estimated and tested?
• What are the foundations of statistical inference in economics?
• How is model specification handled?

Key concepts

• Estimation
• Statistical inference
• Hypothesis testing
• Specification
• Identification

Frequently asked questions

What is statistical inference in econometrics?

Drawing conclusions about economic relationships from data, accounting for uncertainty and sampling.