Acronyms
========

Econometrics is full of fancy abbreviations that one can juggle with.

.. glossary::

   ANOVA
      analysis of variance
    
   ARIMA
      autoregression, integration, moving average

   DID
      difference-in-differences

   FE 
      feature engineering 

   GARCH
      generalised (a)uto(r)egressive conditional heteroscedasticity

   GLS
      generalised least squares

   GMM
      generalised method of moments

   iid
      independent identicaly distributed
   
   IV 
      instrumental variable 

   OLS
      ordinary least squares

   PCA
      principal components analysis

   RDD
      regression discontinuity design 

   VECM
      vector error correction model

   WLS
      weighted least squares