1 计量经济学绪论97562.ppt

第一章 绪论;§1.1 计量经济学;关于绪论;名称 Econometrics 计量经济学 经济计量学;计量经济学是一门经济学科;一、计量经济学;定义 “用数学方法探讨经济学可以从好几个方面着手，但任何一个方面都不能和计量经济学混为一谈。计量经济学与经济统计学绝非一码事；它也不同于我们所说的一般经济理论，尽管经济理论大部分具有一定的数量特征；计量经济学也不应视为数学应用于经济学的同义语。经验表明，统计学、经济理论和数学这三者对于真正了解现代经济生活的数量关系来说，都是必要的，但本身并非是充分条件。三者结合起来，就是力量，这种结合便构成了计量经济学。”;消费=346+0.728收入;;△诺贝尔经济学奖与计量经济学;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;The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 1973 for the development of the input-output method and for its application to important economic problems;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;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;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; 经典计量经济学 ;The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 2000 for his development of theory and methods for analyzing selective samples”;The Bank of Sweden Prize in Economic Sciences inMemory of Alfred Nobel 2000 for his development of theory and methods for analyzing discrete choice;The Bank of Sweden Prize in Economic Sciences inMemory of Alfred Nobel 2003 for methods of analyzing economic time series with common trends (cointegration) ;The Bank of Sweden Prize in Economic Sciences inMemory of Alfred Nobel 2003 for methods of analyzing economic time series with time-varying volatility (ARCH);非 经典计量经济学 ;在经济学科中占据极重要的地位 克莱因（R.Klein）：“计量经济学已经在经济学科中居于最重要的地位