计量经济学课程导论王维国幻灯片.pptVIP

微观计量经济学的主要内容包括： 平行（penal）数据模型的理论方法 离散选择模型的理论方法 选择性样本模型的理论方法 宏观计量经济学名称由来已久，但是它的主要内容和研究方向发生了变化。 经典宏观计量经济学：利用计量经济学理论方法，建立宏观经济模型，对宏观经济进行分析、评价和预测。 现代宏观计量经济学的主要研究方向：单位根检验、协整理论以及动态计量经济学。 The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 1969 for having developed and applied dynamic models for the analysis of economic processes Ragnar Frisch Norway Jan Tinbergen the etherlands The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 1973 for the development of the input-output method and for its application to important economic problems Wassily Leontief USA The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 1980 for the creation of econometric models and the application to the analysis of economic fluctuations and economic policies Lawrence R. Klein USA The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 1984 for having made fundamental contributions to the development of systems of national accounts and hence greatly improved the basis for empirical economic analysis Richard Stone Great Britain The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 1989 for his clarification of the probability theory foundations of econometrics and his analyses of simultaneous economic structures Trygve Haavelmo Norway 经典计量经济学 创立 建立第1个应用模型 建立概率论基础 发展数据基础 发展应用模型 Tinbergen Frisch Haavelmo Stone Klein 建立投入产出模型 Leontief The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 2000 for his development of theory and methods for analyzing selective samples” James J Heckman USA The Bank of Sweden Prize in Economic Sciences inMemory of Alfred Nobel 2000 for his development of theory and methods for analyzing discrete choice Daniel L McFadden USA The Bank of Sweden Prize in Economic Sciences inMemory of Alfred Nobel 2003 for methods of analyzing economic time series with common trends (cointegration) Clive W.