計量經(jīng)濟學導論-shj經(jīng)濟計量學緒論

第一章

緒論關(guān)于緒論課程教學大綱§1.1

計量經(jīng)濟學§1.2

經(jīng)典計量經(jīng)濟學模型的建模步驟§1.3

計量經(jīng)濟學模型的應(yīng)用關(guān)于緒論。不必全懂，只需似懂非懂?！队嬃拷?jīng)濟學》教學⒈課程⒉教師⒊課程說明⑴教學目的EVIEWS⑵先修課程本課程的先行課程《經(jīng)濟學》理論知識《高等數(shù)學》基礎(chǔ)知識：《經(jīng)濟統(tǒng)計學》知識知識⑶及參考書：參考書目：（4）教學計量經(jīng)濟學專題htt/Special_News.asp?SpecialID=27（4）課程內(nèi)容提綱及學時安排17

動態(tài)計量經(jīng)濟模型（選學內(nèi)容，根據(jù)進度調(diào)整）說明：針對學生實際學習適當調(diào)整?？己伺c評分：⒋關(guān)于學習方法的說明教學方式，以理論講述為主，以閱讀自本課程采用多學為輔。理論與應(yīng)用并重經(jīng)典理論方法為主重點是思路而不是數(shù)學過程它們演變與發(fā)展的方法論；綜合練習必須掌握一種應(yīng)用學生須知作業(yè)期中測驗教學隨機考勤：IEWS3.1。按期末考試成績計有關(guān)實驗的一些說明原則上，

，“2+1”教學模式上機實驗圍繞教學內(nèi)容§1.1

計量經(jīng)濟學一、計量經(jīng)濟學△經(jīng)濟學的一個分支學科△定義經(jīng)濟計量學經(jīng)濟統(tǒng)計學經(jīng)濟理論計量經(jīng)濟學與經(jīng)濟理論、統(tǒng)計學和數(shù)學數(shù)學統(tǒng)計學經(jīng)濟理論經(jīng)濟理論數(shù)理經(jīng)濟學經(jīng)濟統(tǒng)計學數(shù)理統(tǒng)計學△在經(jīng)濟學科中占據(jù)極重要的地位△△△

經(jīng)濟計量學歷史無法建立函數(shù)關(guān)系統(tǒng)計模型。經(jīng)濟計量學的發(fā)展可分為三個時期：(1)20-40年代;(2)50-70年代;(3)80-至今。計量經(jīng)濟學產(chǎn)生的前奏#計量經(jīng)濟學誕生的社會基礎(chǔ)。#計量經(jīng)濟學的理論基礎(chǔ).。1

7世紀Newton-Leibniz；GaussGaltonFisher

R.（英1890-1962）和Neyman

J.D.人們自然想到要用這些知識解釋、分析、研究經(jīng)濟問題，從而誕生了計量經(jīng)濟學。biometrics192619301933微觀分析范疇宏觀經(jīng)濟體系20-40年代50-70年代動態(tài)經(jīng)濟模型的統(tǒng)計推斷”線性聯(lián)立經(jīng)濟關(guān)系的估計”立方程模型模型，Klein的

經(jīng)濟波動模型

宏觀經(jīng)濟。聯(lián)立方程模型的應(yīng)用是經(jīng)濟計量學發(fā)展的第二個里程碑。進入70年代西方國家致力于更大規(guī)模的宏觀模型研究。.Klein教授。他于1980年獲經(jīng)濟學獎。經(jīng)濟時間序列平穩(wěn)非平穩(wěn)特征宏觀經(jīng)濟變量的非平穩(wěn)性問題以及虛假回歸問題80-至今如何檢驗經(jīng)濟變量的非平穩(wěn)性;如何把時間序列模型引入經(jīng)濟計量分析領(lǐng)域;如何進一步修改傳統(tǒng)的經(jīng)濟計量模型。協(xié)整與誤差修正，描述、估計與檢驗1988-1992年Johansen（丹麥）經(jīng)濟計量學在我國的發(fā)展狀況經(jīng)濟數(shù)學方法研究組1979中國數(shù)量經(jīng)濟研究會

1984數(shù)量經(jīng)濟技術(shù)經(jīng)濟研究吉林大學數(shù)量經(jīng)濟1998生和博士生的必修課程二、計量經(jīng)濟學模型△模型△數(shù)學模型△經(jīng)濟數(shù)學模型△計量經(jīng)濟學模型△經(jīng)濟理論分析（行為分析）→數(shù)理分析→數(shù)量分析三、計量經(jīng)濟學的內(nèi)容體系△廣義計量經(jīng)濟學和狹義計量經(jīng)濟學廣義計量經(jīng)濟學狹義計量經(jīng)濟學本課程△初、中、高級計量經(jīng)濟學初級中級高級本課程△理論計量經(jīng)濟學和應(yīng)用計量經(jīng)濟學理論計量經(jīng)濟學應(yīng)用計量經(jīng)濟學初級計量課程△經(jīng)典計量經(jīng)濟學和非經(jīng)典計量經(jīng)濟學經(jīng)典計量經(jīng)濟學經(jīng)典計量經(jīng)濟學模型類型模型導向模型結(jié)構(gòu)數(shù)據(jù)類型估計方法經(jīng)典計量經(jīng)濟學非經(jīng)典計量經(jīng)濟學本課程△微觀計量經(jīng)濟學和宏觀計量經(jīng)濟學微觀計量經(jīng)濟學微觀計量經(jīng)濟學微觀計量經(jīng)濟學微觀計量經(jīng)濟學微觀計量經(jīng)濟學宏觀計量經(jīng)濟學經(jīng)典宏觀計量經(jīng)濟學現(xiàn)代宏觀計量經(jīng)濟學四、計量經(jīng)濟學是一門經(jīng)濟學科△經(jīng)濟學獎與計量經(jīng)濟學直接會長應(yīng)用The

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(ARCH)"非經(jīng)典計量經(jīng)濟學五、計量經(jīng)濟學在經(jīng)濟學科中的地位§1.2

建立計量經(jīng)濟學模型的步驟和要點一、理論模型的建立⑴確定模型包含的變量根據(jù)經(jīng)濟學理論和經(jīng)濟行為分析在時間序列數(shù)據(jù)樣本下可以應(yīng)用Grange統(tǒng)計檢驗等方法。。考慮數(shù)據(jù)的可得性考慮入選變量之間的關(guān)系。⑵確定模型的數(shù)學形式⑶擬定模型中待估計參數(shù)的理論期望值區(qū)間符號、大小、關(guān)系二、樣本數(shù)據(jù)的收集⑴幾類常用的樣本數(shù)據(jù)⑵數(shù)據(jù)質(zhì)量三、模型參數(shù)的估計⑴各種模型參數(shù)估計方法⑵如何選擇模型參數(shù)估計方法⑶

關(guān)于應(yīng)用

的使用四、模型的檢驗⑴經(jīng)濟意義檢驗根據(jù)擬定的符號、大小、關(guān)系⑵統(tǒng)計檢驗⑶計量經(jīng)濟學檢驗⑷模型檢驗擴大樣本