Finance & economics
10 topics
Finance & economics
Econometrics
Econometrics applies statistical methods to economic data to test theories, estimate causal relationships, and forecast. It sits at the intersection of mathematics, statistics, and economic reasoning — and shares its core toolkit with machine learning, biostatistics, and signal processing.
Topics in this field
ARIMA & Time Series
Modelling autocorrelated sequences. Connects deeply to signal processing and Fourier analysis.
Cointegration
Long-run equilibrium between non-stationary time series. Bridges econometrics and finance.
Difference-in-Differences
Estimating treatment effects using panel data. The go-to design for policy evaluation.
Generalized Method of Moments
A general estimation framework that exploits population moment conditions to identify and estimate model parameters with minimal distributional assumptions.
Instrumental Variables
Causal inference when OLS is biased by endogeneity. Uses a third variable to isolate exogenous variation.
Maximum Likelihood Estimation
Estimating parameters by maximising the probability of observed data. Foundation of modern statistical inference.
OLS Regression
Estimating linear relationships by minimising squared residuals. The workhorse of econometrics.
Panel Data and Fixed Effects
Methods for estimating causal effects from panel data by exploiting within-unit variation to control for time-invariant unobserved heterogeneity.
Regression Discontinuity Design
A quasi-experimental method that identifies causal effects by exploiting sharp discontinuities in treatment assignment driven by a continuous running variable crossing a known cutoff.
Vector Autoregression
A multivariate time-series model in which each variable is regressed on its own lags and the lags of all other variables in the system.