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