User:Bkraines/Books/Econometrics

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Econometrics[edit]

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