【正文】 the etherlands Econometrics 2021 65 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 Econometrics 2021 66 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 Econometrics 2021 67 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 Econometrics 2021 68 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 Econometrics 2021 69 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 Frisch Haavelmo Stone Klein 建立投入產(chǎn)出模型 Leontief Econometrics 2021 70 The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 2021 for his development of theory and methods for analyzing selective samples” James J Heckman USA Econometrics 2021 71 The Bank of Sweden Prize in Economic Sciences inMemory of Alfred Nobel 2021 for his development of theory and methods for analyzing discrete choice Daniel L McFadden USA Econometrics 2021 72 The Bank of Sweden Prize in Economic Sciences inMemory of Alfred Nobel 2021 for methods of analyzing economic time series with mon trends (cointegration) Clive W. J. Granger UK Econometrics 2021 73 The Bank of Sweden Prize in Economic Sciences inMemory of Alfred Nobel 2021 for methods of analyzing economic time series with timevarying volatility (ARCH) Robert F. Engle USA Econometrics 2021 74 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 Econometrics 2021 75 美國(guó)著名經(jīng)濟(jì)學(xué)家、 1970年諾貝爾經(jīng)濟(jì)學(xué)獎(jiǎng)獲得者保羅 .薩繆爾森曾說過：“戰(zhàn)后的經(jīng)濟(jì)學(xué)是計(jì)量經(jīng)濟(jì)學(xué)的時(shí)代”?！蔽覀儾环涟堰@種結(jié)合稱之為定量化的經(jīng)濟(jì)學(xué)或者經(jīng)濟(jì)學(xué)的定量化。經(jīng)驗(yàn)表明，統(tǒng)計(jì)學(xué)、經(jīng)濟(jì)理論和數(shù)學(xué)這三者對(duì)于真正了解現(xiàn)代經(jīng)濟(jì)生活的數(shù)量關(guān)系來說，都是必要的，但本身并非是充分條件。 Econometrics 2021 56 四、計(jì)量經(jīng)濟(jì)學(xué)是一門經(jīng)濟(jì)學(xué)科 ⒈ 從計(jì)量經(jīng)濟(jì)學(xué)的定義看1933 年在 《 Econo m et ri ca 》的創(chuàng)刊號(hào)社論中， R. 弗里希寫下了一段話： “用數(shù)學(xué)方法探討經(jīng)濟(jì)學(xué)可以從好幾個(gè)方面著手，但任何一個(gè)方面都不能和計(jì)量經(jīng)濟(jì)學(xué)混為一談。 2. 經(jīng)典宏觀計(jì)量經(jīng)濟(jì)學(xué) ：利用計(jì)量經(jīng)濟(jì)學(xué)理論方法，建立宏觀經(jīng)濟(jì)模型，對(duì)宏觀經(jīng)濟(jì)進(jìn)行分析、評(píng)價(jià)和預(yù)測(cè)。 Econometrics 2021 53 5. 微觀計(jì)量經(jīng)濟(jì)學(xué)和宏觀計(jì)量經(jīng)濟(jì)學(xué) 1. 微觀計(jì)量經(jīng)濟(jì)學(xué) 于 2021年諾貝爾經(jīng)濟(jì)學(xué)獎(jiǎng)公報(bào)中正式提出； 2. 微觀計(jì)量經(jīng)濟(jì)學(xué) 的內(nèi)容集中于 “ 對(duì)個(gè)人和家庭的經(jīng)濟(jì)行為進(jìn)行經(jīng)驗(yàn)分析 ” ； 3. “ 微觀計(jì)量經(jīng)濟(jì)學(xué) 的原材料是微觀數(shù)據(jù) ” ，微觀數(shù)據(jù)表現(xiàn)為截面數(shù)據(jù)和平行（ penal）數(shù)據(jù)； 4. 赫克曼（ ）和麥克法登（ ） 對(duì) 微觀計(jì)量經(jīng)濟(jì)學(xué) 作出原創(chuàng)性貢獻(xiàn)。 Econometrics 2021 52 本課程 以經(jīng)典計(jì)量經(jīng)濟(jì)學(xué)為主，適當(dāng)引入一些簡(jiǎn)單的、應(yīng)用較多的現(xiàn)代計(jì)量經(jīng)濟(jì)學(xué)理論方法。 ? 非經(jīng)典計(jì)量經(jīng)濟(jì)學(xué) 主要包括：微觀計(jì)量經(jīng)濟(jì)學(xué)、非參數(shù)計(jì)量經(jīng)濟(jì)學(xué)、時(shí)間序列計(jì)量經(jīng)濟(jì)學(xué)和動(dòng)態(tài)計(jì)量經(jīng)濟(jì)學(xué)等。 Econometrics 2021 49 （ 2）經(jīng)典計(jì)量經(jīng)濟(jì)學(xué) 在應(yīng)用方面的特征是： ⑴ 應(yīng)用模型方法論基礎(chǔ) ——實(shí)證分析、經(jīng)驗(yàn)分析、歸納； ⑵ 應(yīng)用模型的功能 ——結(jié)構(gòu)分析、政策評(píng)價(jià)、經(jīng)濟(jì)預(yù)測(cè)、理論檢驗(yàn)與發(fā)展； ⑶ 應(yīng)用模型的領(lǐng)域 ——傳統(tǒng)的應(yīng)用領(lǐng)域，例如生產(chǎn)、需求、消費(fèi)、投資、貨幣需求，以及宏觀經(jīng)濟(jì)等。 Econometrics 2021 46 4. 經(jīng)典計(jì)量經(jīng)濟(jì)學(xué)和非經(jīng)典計(jì)量經(jīng)濟(jì)學(xué) 1. 經(jīng)典計(jì)量經(jīng)濟(jì)學(xué) （ Classical Econometrics）一般指 20世紀(jì) 70年代以前發(fā)展并廣泛應(yīng)用的計(jì)量經(jīng)濟(jì)學(xué)。 ? 應(yīng)用計(jì)量經(jīng)濟(jì)學(xué) ： 以建立與應(yīng)用計(jì)量經(jīng)濟(jì)學(xué)模型為主要內(nèi)容，強(qiáng)調(diào)應(yīng)用模型的經(jīng)濟(jì)學(xué)和經(jīng)濟(jì)統(tǒng)計(jì)學(xué)基礎(chǔ)，側(cè)重于建立與應(yīng)用模型過程中實(shí)際問題的處理。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。 Econometrics 2021 45 ? 計(jì)量經(jīng)濟(jì)學(xué)根據(jù)研究對(duì)象和內(nèi)容側(cè)重面不同，可以分為理論計(jì)量經(jīng)濟(jì)學(xué)和應(yīng)