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ortant economic problems Wassily Leontief 里昂惕夫 ③ The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 1980 for the creation of econometric models and the application to the analysis of economic fluctuations and economic policies Lawrence R. Klein 克萊因 ④ The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 1984 for having made fundamental contributions to the development of systems of national accounts and hence greatly improved the basis for empirical economic analysis Richard Stone 國(guó)民經(jīng)濟(jì)統(tǒng)計(jì)之父 ⑤ The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 1989 for his clarification of the probability theory foundations of econometrics and his analyses of simultaneous economic structures Trygve Haavelmo 哈維默 ⑥ The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 2022 for his development of theory and methods for analyzing selective samples” James J Heckman ⑦ The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 2022 for his development of theory and methods for analyzing discrete choice Daniel L McFadden ⑧ The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 2022 for methods of analyzing economic time series with mon trends (cointegration) Clive W. J. Granger UK ⑨ The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 2022 for methods of analyzing economic time series with timevarying volatility (ARCH) Robert F. Engle USA ⑩ The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 2022 2022年諾貝爾經(jīng)濟(jì)學(xué)獎(jiǎng) “在宏觀經(jīng)濟(jì)學(xué)中對(duì)成因及其影響的實(shí)證研究” Christopher A. Sims Thomas J. Sargent 31 計(jì)量經(jīng)濟(jì)學(xué)在中國(guó) ?高等院校財(cái)經(jīng)類(lèi)專業(yè)開(kāi)設(shè)計(jì)量課程的比例: ? 19842022年 《 經(jīng)濟(jì)研究 》 發(fā)表論文中以計(jì)量模型為主要分析方法的比例: ?數(shù)量經(jīng)濟(jì)學(xué)(以計(jì)量經(jīng)濟(jì)學(xué)為核心)博士學(xué)科點(diǎn)數(shù)量: 1980 1987 1993 1997 2022 0% 18% 51% 92% 98% 1984 1992 1998 2022 2022 2022 2022 0% 5% 11% 40% 56% 53% 53% 1984 1993 1998 2022 2022 1 2 7 18 25 32 什么是計(jì)量經(jīng)濟(jì)學(xué)? ? 幾種不同的表述: ?以經(jīng)濟(jì)理論、數(shù)學(xué)與統(tǒng)計(jì)學(xué)為工具,利用統(tǒng)計(jì)資料分析社會(huì)經(jīng)濟(jì)現(xiàn)象的學(xué)科; ?對(duì)經(jīng)濟(jì)規(guī)律做經(jīng)驗(yàn)測(cè)定的學(xué)科; ?利用統(tǒng)計(jì)資料對(duì)經(jīng)濟(jì)行為(經(jīng)濟(jì)機(jī)制)做數(shù)量分析的學(xué)科。Sons 出版社, 1986年創(chuàng)刊 ? Econometric Theory, 每年五期,英國(guó)劍橋大學(xué)出版社,1985年創(chuàng)刊 ? Journal of the American Statistical Association, 季刊,美國(guó)統(tǒng)計(jì)協(xié)會(huì)主辦, 1888年創(chuàng)刊 第一章 導(dǎo)論 17 為什么需要計(jì)量經(jīng)濟(jì)學(xué)? ? 用經(jīng)濟(jì)學(xué)理論分析解釋現(xiàn)實(shí)情況有重要的意義; ?指導(dǎo)政府制定政策和企業(yè)制定經(jīng)營(yíng)決策 ? 但是理論通常并不能夠清楚地說(shuō)明政策變化可能產(chǎn)生的影響效果; ? 理論自身的可靠性也需要驗(yàn)證; ? 計(jì)量經(jīng)濟(jì)學(xué)分析可以利用對(duì)實(shí)踐的觀察數(shù)據(jù)檢驗(yàn)理論是否與現(xiàn)實(shí)相一致; ? 得到的經(jīng)驗(yàn)關(guān)系估計(jì)結(jié)果可以為決策提供支持。 7 課程內(nèi)容組織 ? 第一章 導(dǎo)論( 23學(xué)時(shí)) ? 第二章 線性回歸模型回顧與拓展( 1315學(xué)時(shí)) ? 第三章 放寬基本假定的處理方法( 45學(xué)時(shí)) ? 第四章 設(shè)定誤差與測(cè)量誤差( 34學(xué)時(shí)) ? 第五章 離散選擇模型( 56學(xué)時(shí)) ? 第六章 時(shí)間序列模型( 1518學(xué)時(shí)) ? 第七章 Panel data 模型初步( 45學(xué)時(shí)) 8 課程目標(biāo) ? 通過(guò)學(xué)習(xí)本課程,要求學(xué)生: ?能夠掌握計(jì)量經(jīng)濟(jì)分析中基本方法的原理(包括背景與思想)和運(yùn)用操作,訓(xùn)練、提高計(jì)量經(jīng)濟(jì)思維與分析問(wèn)題(結(jié)合所學(xué)具體專業(yè))的能力。除了介紹計(jì)量經(jīng)濟(jì)模型的數(shù)學(xué)理論基礎(chǔ)、普遍應(yīng)用的計(jì)量經(jīng)濟(jì)模型的參數(shù)估計(jì)方法與檢驗(yàn)方法外,還研究特殊模型的估計(jì)方法與檢驗(yàn)方法,應(yīng)用了廣泛的數(shù)學(xué)知識(shí)。 ? 以上教學(xué)安排視實(shí)際情況有所變動(dòng) 3 課程要求 ? 掌握微觀和宏觀經(jīng)濟(jì)學(xué)基本知識(shí) ? 有良好的高等數(shù)學(xué)基礎(chǔ) ? 在學(xué)習(xí)本課程之前,要求學(xué)生已經(jīng)學(xué)習(xí)過(guò)《 線性代數(shù) 》 、 《 概率論與數(shù)理統(tǒng)計(jì) 》 、《 計(jì)量經(jīng)濟(jì)學(xué) 》 (