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 -