(1), in most western universities, the teaching of econometrics has become the most authoritative part of economics courses; (2)1969-Among the 53 winners of the 2003 Nobel Prize in Economics, 10 is related to the research and application of econometrics, ranking first among all branches of sentence economics. In addition, the vast majority of Nobel laureates in economics generally apply econometric methods in their research, even though their main contribution is not in the field of econometrics. Samuelson, a famous economist and Nobel laureate in economics, once said: "Economics after World War II is the era of econometrics".
(3) The application of econometric methods combined with other economic mathematics methods has made great progress.
Econometrics is a branch discipline of economics, a square branch discipline with the content of explaining the objective quantitative relationship in economic activities, and an interdisciplinary discipline composed of economics, statistics and mathematics. Econometrics reveals the quantitative relationship between various factors in economic activities and describes it with stochastic mathematical equations. The general economic mathematics method reveals the theoretical relationship among various factors in economic activities and is described by deterministic mathematical equations.
Urgent: Why does econometrics occupy a very important position in current disciplines? Practice in Li Zinai's textbook. There are some on it.
First, in most western universities, econometric professors have become the most authoritative part of economics courses.
Second, from 1969 to now, more than 10 winners have devoted themselves to the application of econometrics, and most of them are.
Although several winners did not mainly study econometrics, econometric analysis tools were widely used in their research.
Third, the development of econometrics has made great progress, and the analysis function is becoming more and more powerful, Samuelson said. Second,
Economics after World War II is the era of econometrics.
Fourthly, economics pays more and more attention to empirical analysis, and econometrics provides a powerful tool for quantitative analysis. In particular, the combination of econometrics and computer is the role of econometric model as an economic policy laboratory.
What is the role and position of econometrics in the economic discipline system? Because econometrics studies the causal relationship of things through econometrics, and in economics, we are looking for the reasons why we need results! For example, we usually make a policy, and we really want to know how this policy will affect our expected results; Or we want gdp to increase, and we want to know what causes GDp to increase. So ... Econometrics plays an important role in contemporary economic disciplines. . . This is my understanding, and I have been testing ~ ~ ~ ~ recently. I can't stand being hurt.
What is econometrics? Econometrics is based on certain economic theories and statistical data, using mathematics, statistical methods and computer technology, and establishing econometric models as the main means to quantitatively analyze and study the relationship between economic variables with random characteristics. The main contents include theoretical econometrics and applied econometrics. Theoretical econometrics mainly studies how to use, transform and develop mathematical statistics methods to make them a special method to measure stochastic economic relations. Applied econometrics is to study the practicability of economic mathematical models or explore empirical economic laws with econometric methods under the guidance of certain economic theories and based on statistical data reflecting facts. Extensive use of computers to organize teaching, focusing on cultivating students' ability of quantitative analysis and problem solving.
It is said that in economics, the history of applying mathematical methods can be traced back to the publication of william petty's Political Arithmetic (1676) more than 300 years ago.
The term "econometrics" was put forward by Norwegian economist Frish in 1926, imitating the term "biostatistics". Subsequently, 1930 International Econometrics Society was established, and 1933 Journal of Econometrics was founded.
How to understand the meaning of econometrics? Frish said in his inaugural address of econometrics: "There are several ways to discuss economics by mathematical methods, but none of them can be confused with econometrics. Econometrics and economic statistics are by no means the same thing; It is also different from what we call general economic theory, although most economic theories have certain quantitative characteristics; Econometrics should not be regarded as synonymous with the application of mathematics to economics. Experience shows that statistics, economic theory and mathematics are all necessary but not sufficient conditions to truly understand the quantitative relationship in modern economic life. The combination of the three has power, and this combination constitutes econometrics. "
Later, Klein, a famous American econometric economist, also believed that econometrics was a synthesis of mathematics, statistical technology and economic analysis. It can also be said that econometrics not only refers to the measurement of economic phenomena, but also shows that it refers to the measurement according to certain economic theories.
The foundation of econometrics is a set of econometric methods based on mathematical statistics theory, which belongs to the "hardware" of econometrics. Econometrics has two main purposes:
Theoretical test. This is the most important and reliable aspect of econometrics. This is also a main content of econometrics itself.
Predictive application. Judging from the ultimate goal of theoretical research and methods, forecasting (including policy evaluation) is of course the ultimate task of econometrics, and we must pay attention to learning and understanding, but we should pay more attention to the reliability or effectiveness of its forecasting.
What is econometrics (English: Econometrics)? It is a branch of economics based on mathematical economics and mathematical statistics, trying to solve economic problems by integrating theoretical quantitative methods and empirical quantitative methods. There is also the translation of "Econometrics".
The emergence of this branch has expanded economics from the qualitative study of economic phenomena in the past to a new stage where quantitative analysis can be carried out at the same time.
"Metrology" means "quantitative research by statistical methods", and the word "quantity" is a noun, which constitutes a verb-object structure. It can also be seen from its English metric (similar to the mathematical noun "metric space"), so the word "quantity" should be pronounced "bright" (Continental Modern Chinese Dictionary, 6th edition, 2065438+2002) Another example is the Stanford -Bi Intelligence Scale, which measures intelligence. The word "quantity" should be pronounced as "good" according to its connotation, which can also be seen from the meaning of English Scale.
1. What's the difference between econometrics and economics? 2. What are the characteristics of econometric model? 3. What are the remaining items? Econometrics is a branch of economics, which mainly provides tools to verify economic theory.
The characteristics of econometric model are too broad to discuss. But one feature is that they are all mathematical models and can be tested.
Residual refers to the difference between the true value and the estimated value.
Unbiasedness in Econometrics Proves Unbiasedness of Estimator Why σki equals 0 The best linear unbiased property (blue) means that the estimator has the following properties:
(1) linear, that is, this estimator is a random variable.
(2) Unbiasedness, that is, the mean or expected value E(a) of this estimator is equal to the true value a. 。
(3) It has an effective estimator, that is, this estimator has the smallest variance among all such linear unbiased estimators.
The estimator with the above properties is called the optimal linear unbiased estimator.
Gauss-Markov theorem
Under the assumption of classical linear regression model, the least square estimator in unbiased linear estimator has the smallest variance, that is, it satisfies the optimal linear unbiased.
What is Econometrics Pliem plim: Probability Limit Probability Limit
Econometrics is a difficult course, involving economic theory, calculus, statistics, probability theory, mathematical statistics, linear algebra and matrix, computer application and many other courses.
Probability theory is one of the important mathematical methods in econometrics. Random experiment, population, elements, samples, sample points, events, random phenomena, "frequency stability", probability, random variables and their distribution, etc.
Random variables and their probability distribution are the most basic and core concepts in probability theory. With the introduction of random variables, we can use mathematical methods to study random experiments, which makes the content of probability theory richer and more widely used. Investigate the change of random variables, and master the change law (probability distribution) and numerical characteristics (mathematical expectation, variance, etc. ) is a random variable.
The law of large numbers and the central limit theorem are important laws in probability theory.
How to understand the position of econometrics as a core course of economics, as an economics graduate?
I can give you a simple explanation.
Economics has a wide range of specialties.
It also involves many fields.
Related research has been carried out in both macro and micro fields.
From a macro perspective, the core courses include political economics, finance, econometrics, industrial economics, international economics and other major economic fields that design the national economy, people's livelihood and management. Related to economic planning
Microscopically, the core courses are accounting, western economics, etc., mainly studying the market discipline.
But from a big perspective, economics pays more attention to public management, that is, * * * * management.
Management focuses on regional and micro management, that is, internal management of enterprises.
The two involve different fields.
So the emphasis of the two theories is different.
Personal entrepreneurship suggests that you learn management first.
Have some experience.
You can run your own business.