《Introductory Econometrics》
计量经济学导论
--Jeffrey M. Wooldridge
Welcome to Econometrics
1
Chapter 1 The Nature of Econometrics and Economic Data
第一章 计量经济学的性质 与经济数据
2
Why study Econometrics
Rare in economics (and many other areas without labs!) to have experimental data Need to use nonexperimental, or observational, data to make inferences Important to be able to apply economic theory to real world data
3
Why study Econometrics
An empirical analysis uses data to test a theory or to estimate a relationship A formal economic model can be tested Theory may be ambiguous as to the effect of some policy change – can use econometrics to evaluate the program
4
What is Econometrics
Econometrics is based upon the development of statistical methods for estimating economic relationships,testing economic theories, and evaluating and implementing government and business policy.
5
Econometrics has evolved as a separate discipline from mathematical statistics because the former focuses on the problems inherent in collecting and analyzing nonexperimental economic data.
6
什么是计量经济学
利用数学和统计推断为工具,在经济理论 指导下对经济现象进行分析,并对经济理 论进行检验和发展的一门学科. 其内容涉及经济理论,数理经济,经 济统计和数理统计等.
7
Steps in Empirical Economic Analysis
Construct economic model 建立经济模型 Estimate the parameters 估计参数 Test hypotheses of interest 假设检验 Apply the econometric model 模型应用
8
Types of Data – Cross Sectional 横截面数据
Cross-sectional data is a random sample Each observation is a new individual, firm, etc. with information at a point in time If the data is not a random sample, we have a sample-selection problem
9
Types of Data – Panel 综列数据
Can pool random cross sections and treat similar to a normal cross section. Will just need to account for time differences. Can follow the same random individual observations over time – known as panel data or longitudinal data

下一页