Acronyms

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

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