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The sample size is an important feature of any empirical study in which the goal is to make inferences about a population from a sample. In practice, the sample size used in a study is usually determined based on the cost, time, or convenience of collecting the data, and the need for it to offer sufficient statistical power. In complex studies ...
Time series: random data plus trend, with best-fit line and different applied filters. In mathematics, a time series is a series of data points indexed (or listed or graphed) in time order. Most commonly, a time series is a sequence taken at successive equally spaced points in time.
In statistics, the method of estimating equations is a way of specifying how the parameters of a statistical model should be estimated. This can be thought of as a generalisation of many classical methods—the method of moments , least squares , and maximum likelihood —as well as some recent methods like M-estimators .
Estimation statistics, or simply estimation, is a data analysis framework that uses a combination of effect sizes, confidence intervals, precision planning, ...
In statistics, an effect size is a value measuring the strength of the relationship between two variables in a population, or a sample-based estimate of that quantity. It can refer to the value of a statistic calculated from a sample of data, the value of one parameter for a hypothetical population, or to the equation that operationalizes how statistics or parameters lead to the effect size ...
Volatility and Time Series Econometrics: Essays in Honor of Robert Engle (1st ed.). Oxford: Oxford University Press. pp. 137– 163. ISBN 9780199549498. Enders, W. (2004). "Modelling Volatility". Applied Econometrics Time Series (Second ed.). John-Wiley & Sons. pp. 108– 155. ISBN 978-0-471-45173-0. Engle, Robert F. (1982). "Autoregressive ...
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[1] [2] Choosing the right statistical test is not a trivial task. [1] The choice of the test depends on many properties of the research question. The vast majority of studies can be addressed by 30 of the 100 or so statistical tests in use. [3] [4] [5]