计量经济学与计算机:爱情还是权宜婚姻?

Econometrics and the Computer: Love or a Marriage of Convenience?

History of Political Economy · 2011
被引 14
人大 A-ABS 2

中文导读

回顾过去五六十年间电子计算机的发明与数据可及性如何影响计量经济学实践,指出计算算法并非由理论决定,强调研究计量经济学实际做法与理论演变的重要性。

Abstract

This essay considers some of the circumstances that have characterized econometric practice during the past fifty to sixty years, including both the invention and use of the electronic computer and the growing accessibility of both micro- and macroeconomic data. However, its particular focus is econometric computation and the degree to which computational algorithms are not determined by econometric theory, thus making it important for historians of econometricians to begin to consider the specific way in which econometrics is practiced as well as how the theory has evolved over the years. At issue are both the way in which particular calculations should be made and the choice of misspecification and other tests that are made available in the existing econometric software packages.

计量经济学史计算算法计量软件数据可得性