【正文】
測檢驗(yàn) 將模型預(yù)測結(jié)果與經(jīng)濟(jì)運(yùn)行的實(shí)際作對比 59 60 計(jì)量經(jīng)濟(jì)學(xué)模型的應(yīng)用: 結(jié)構(gòu)分析 ? 經(jīng)濟(jì)學(xué)中的結(jié)構(gòu)分析指對經(jīng)濟(jì)現(xiàn)象中變量之間相互關(guān)系的研究。 ? 需要注意的是,理論和現(xiàn)實(shí)世界中的數(shù)據(jù)都不是完美無缺的,因而計(jì)量經(jīng)濟(jì)學(xué)分析工作既是科學(xué),也是藝術(shù);不僅需要掌握理論知識(shí),更需要多積累經(jīng)驗(yàn)。 47 從理論到應(yīng)用模型 ? 由于上述情況,對模型設(shè)定進(jìn)行檢驗(yàn)是一個(gè)重要的環(huán)節(jié)。 : 是 表現(xiàn)經(jīng)濟(jì)變量相互依存程度、決定經(jīng)濟(jì)結(jié) 構(gòu)和特征、具有相對穩(wěn)定性的因素,通常不能直接觀測。 結(jié)論: 計(jì)量經(jīng)濟(jì)學(xué)課程是經(jīng)濟(jì)學(xué)課程 ,不是數(shù)學(xué)課程。 36 計(jì)量經(jīng)濟(jì)學(xué)與其他學(xué)科的關(guān)系 ? 與 統(tǒng)計(jì)學(xué) 的關(guān)系 ? 統(tǒng)計(jì)學(xué)涉及搜集記錄觀察數(shù)據(jù),利用多種統(tǒng)計(jì)指標(biāo)(均值、中位數(shù)、眾數(shù)、離差、變異系數(shù))描述經(jīng)濟(jì)變量在不同觀察期或不同樣本之間的變異,探討不同變量之間的相互聯(lián)系(協(xié)方差、相關(guān)系數(shù))。 18 19 計(jì)量經(jīng)濟(jì)學(xué)與諾貝爾經(jīng)濟(jì)學(xué)獎(jiǎng) ?計(jì)量經(jīng)濟(jì)學(xué)是產(chǎn)生諾貝爾經(jīng)濟(jì)學(xué)獎(jiǎng)獲得者 最多的經(jīng)濟(jì)學(xué)分支 ?從 1969年諾貝爾經(jīng)濟(jì)學(xué)獎(jiǎng)設(shè)立至 2022年,共有 56位經(jīng)濟(jì)學(xué)家獲獎(jiǎng) ?直接因?yàn)閷τ?jì)量經(jīng)濟(jì)學(xué)的創(chuàng)立和發(fā)展作出貢獻(xiàn)而獲獎(jiǎng)的經(jīng)濟(jì)學(xué)家達(dá) 10人 ?獲獎(jiǎng)?wù)咧校?近 20位 擔(dān)任過世界計(jì)量經(jīng)濟(jì)學(xué)會(huì)會(huì)長,30余位 在獲獎(jiǎng)成果中應(yīng)用了計(jì)量經(jīng)濟(jì)學(xué)方法 20 計(jì)量經(jīng)濟(jì)學(xué)與諾貝爾經(jīng)濟(jì)學(xué)獎(jiǎng) ?獲諾貝爾經(jīng)濟(jì)學(xué)獎(jiǎng)的計(jì)量經(jīng)濟(jì)學(xué)家: ? 1969年: Jan Tinbergen (荷蘭) ? 1969年: Ragnar Frisch(挪威) ? 1973年: Wassily Leontief(蘇聯(lián)) ? 1980年: Lawrence Robert Klein(美國) ? 1984年: Richard Stone(英國) ? 1989年: Trygve Haavelmo(挪威) ? 2022年: Daniel McFaddan(美國) ? 2022年: James Heckman(美國) ? 2022年: Clive Granger(美籍英國) ? 2022年: Robert Engle(美國) The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 1969 for having developed and applied dynamic models for the analysis of economic processes Ragnar Frisch 經(jīng)濟(jì)計(jì)量學(xué)奠基人 Jan Tinbergen 經(jīng)濟(jì)計(jì)量學(xué)模式建造者之父 ① ② The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 1973 for the development of the inputoutput method and for its application to important 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