在地下室犯罪:规则是什么?应用计量经济学的十诫

Sinning in the Basement: What are the Rules? The Ten Commandments of Applied Econometrics

Journal of Economic Surveys · 2002
被引 94
人大 AABS 2

中文导读

揭示了应用计量经济学家在实际数据分析中不得不违反教科书理论的现象,并总结出十条不成文的规则,即应用计量经济学的十诫,以规范这种“犯罪”行为。

Abstract

Unpleasant realities of real‐world data force applied econometricians to violate the prescriptions of econometric theory as taught by our textbooks. Leamer (1978) vividly describes this behavior as wanton sinning in the basement, with sinners’ metamorphizing into high priests as they ascend to the third floor to teach econometric theory. But this sinning is not completely wanton — applied econometricians do (or should) follow some unwritten rules of behavior, in effect bounding the sinning and promoting a brand of honor among sinners. This paper exposits these rules, and culls from them an unauthorized list of the Ten Commandments of applied econometrics.

应用计量经济学计量实践规范数据局限性经验研究准则