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计量经济学的纯理论研究可视为对怎样计量经济关系这方面的知识作出贡献。它所提出的理论常是抽象的或一般的,因而可以应用于有关的任何具体问题。经验的计量经济学则是研讨事实资料和计算出经济关系的数据。经验的工作步骤是理论计量经济学方法的直接应用。由于计量经济学家使用的资料是从观察现实经济过程得来的,所以可以结论:计量经济学是研究历史的一种极为系统化的方法。计量经济学使用的假说的源泉之一,是经济科学的各种理论,如传统的厂商理论、经济循环理论等。有些计量经济学家则偏好以经验资料为基础来塑造计量经济模型,而不是以先验的经济理论或经济循环理论为其出发点。采用这种方法塑造假说时大量的经验资料收集工作有头等重要性。计量经济学方程式是根据多种来源不同的资料建立起来的,这些来源包括经验的观察、纯粹经济理论、社会制度的知识(如租税制度、货币信用制度)等。但不管资料来源为何,必须分析被检验和估算的方程式体系是否满足同一化的标准。
The purely theoretical study of econometrics can be seen as contributing to the knowledge of how to measure economic relations. The theory it proposes is often abstracted or generalized and can therefore be applied to any specific problem in question. Empirical econometrics is the study of factual data and the calculation of economic relations data. Empirical work steps are the direct application of theoretical econometrics. As the data used by econometricians come from observing real economic processes, it can be concluded that econometrics is an extremely systematic approach to the study of history. One of the sources of the hypothesis used in econometrics is the various theories of economic science, such as traditional firm theory and economic cycle theory. Some econometricians prefer to model econometric models based on empirical data rather than a priori economic or economic cycle theory. A great deal of empirical data collection is of paramount importance when modeling hypotheses in this way. Econometric equations are based on a variety of sources, including empirical observations, purely economic theory, and knowledge of the social system (eg, tax regimes, monetary credit systems). Regardless of the source of the data, however, it must be analyzed whether the system of equations tested and evaluated satisfy the criteria of homogenization.