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ar Frish, Jan Tinbergen △ 諾貝爾經(jīng)濟(jì)學(xué)獎(jiǎng)與計(jì)量經(jīng)濟(jì)學(xué) ? 60位獲獎(jiǎng)?wù)咧?10位直接因?yàn)閷?duì)計(jì)量經(jīng)濟(jì)學(xué)發(fā)展的貢獻(xiàn)而獲獎(jiǎng) 1969 R. Frish J. Tinbergen 1973 W. Leotief 1980 L. R. Klein 1984 R. Stone 1989 T. Haavelmo 2022 J. J. Heckman D. L. McFadden 2022 R. F. Engle C. W. J. Granger ? 近 20位擔(dān)任過(guò)世界計(jì)量經(jīng)濟(jì)學(xué)會(huì)會(huì)長(zhǎng) ? 30余位在獲獎(jiǎng)成果中應(yīng)用了計(jì)量經(jīng)濟(jì)學(xué) 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 Frish Norway Jan Tinbergen the Netherlands 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 USA 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 USA 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 Great Britain 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 Norway 經(jīng)典計(jì)量經(jīng)濟(jì)學(xué) 創(chuàng)立 建立第 1個(gè)應(yīng)用模型 建立概率論基礎(chǔ) 發(fā)展數(shù)據(jù)基礎(chǔ) 發(fā)展應(yīng)用模型 Tinbergen Frish Haavelmo Stone Klein 建立投入產(chǎn)出模型 Leontief 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 USA The Bank of Sweden Prize in Economic Sciences inMemory of Alfred Nobel 2022 for his development of theory and methods for analyzing discrete choice Daniel L McFadden USA The Bank of Sweden Prize in Economic Sciences inMemory of Alfred Nobel 2022 for methods of analyzing economic time series with mon trends (cointegration) Clive W. J. Granger UK The Bank of Sweden Prize in Economic Sciences inMemory of Alfred Nobel 2022 for methods of analyzing economic time series with timevarying volatility (ARCH) Robert F. Engle USA 非 經(jīng)典計(jì)量經(jīng)濟(jì)學(xué) 微觀計(jì)量: 選擇性樣本模型 微觀計(jì)量: 離散選擇模型 時(shí)間序列: 協(xié)整理論 —現(xiàn)代宏觀計(jì)量 時(shí)間序列: ARCH—現(xiàn)代金融計(jì)量 Engle Heckman McFadden Granger 第二節(jié) 計(jì)量經(jīng)濟(jì)學(xué)的研究對(duì)象 變量 數(shù)據(jù) 變量間的數(shù)量關(guān)系 計(jì)量經(jīng)濟(jì)學(xué)模型 經(jīng)濟(jì)計(jì)量分析的核心是對(duì)經(jīng)濟(jì)問(wèn)題內(nèi)在規(guī)律的實(shí)證研究(empirical analysis),有的書(shū)譯作: 經(jīng)驗(yàn)分析。 實(shí)證分析:就是利用數(shù)據(jù)來(lái)檢驗(yàn)?zāi)硞€(gè)理論或估計(jì)某個(gè)關(guān)系. 而要進(jìn)行這一工作,首先要構(gòu)建反映經(jīng)濟(jì)變量特定關(guān)系的經(jīng)濟(jì)模型 . 計(jì)量經(jīng)濟(jì)學(xué)的研究對(duì)象的核心是反映經(jīng)濟(jì)關(guān)系和經(jīng)濟(jì)規(guī)律的數(shù)學(xué)模型- 計(jì)量經(jīng)濟(jì) 模型。 確定經(jīng)濟(jì) 變量, 占有充足和準(zhǔn)確的 經(jīng)濟(jì)數(shù)據(jù) 是經(jīng)濟(jì)計(jì)量分析的前提條件。 一.變量 變量 (Variabl