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Quantitative analysis
Unit root test
Stationarity
Exponential smoothing
Hodrick - Prescott filter
Covariance
Cointegration test (Johansen)
Principal components
Granger causality
T-test (X-m/s/kvs no N)
Instrumental variables, endogeneity
AR and ARIMA models
Ordinary Least Square Regression
Stepwise Least Square Regression
Single Equation Analysis
Modelling, structural, non-structural (Vextor Autoregression)
Error Correction Models
Factor analyses
Seasonal adjustment, panel data, cross-section data
draugi visi 16 ierakstīties rakstīt laboties