摘要
20世纪经济学的发展具有以下的特征:其主流是实证化,与之相关的是经济学的数学化。21世纪刚刚过去四年,诺贝尔经济学奖就两次惠顾“计量经济学”分支学科,这标志着计量经济学时代的正式到来。计量经济学是统计学、经济理论和数学的统一,经济学研究必须运用计量经济学来达到统计上的正确性和合理性。目前以MCMC方法为代表的现代贝叶斯统计学已广泛应用于几乎所有的学科,并取得了显著的成果。以诺贝尔经济学奖得主的学术贡献为线索,简要描述了计量经济学的发展轨迹,总结了现代贝叶斯方法在计量经济学应用领域取得的成绩。并给出相关内容的网上资源。
The main feature of the economical development in 20th century is positive economics and applied widely with mathematics. The Prize in Economic Science in Memory of Alfred Noble has twice been obtained in the subject of econometrics in the last four years in 21th century. All this means that econometrics times is coming formally. Econometrics is the unification of Statistics. Economic Theory and Mathematics. The research of economics should apply econometrics to achieve the validity and reasonability of statistics. At present, Modern Bayesian Statistics that is the represent of MCMC methodology is applied widely in almost all subjects and achieved marked achievements. In this paper, the author reviews the accomplishments of econometrics in 20th century according to the rule of pioneering contributions of the Prize in Economic Sciences in Memory of Alfred Nobel, then the achievements obtained in Econometrics applied fields with Modern Bayesian Statistics are summarized. Finally, directions are given for obtaining Bayesian resources on the World Wide Web.
基金
国家社科基金重点项目"现代统计推断理论与方法研究"(01ATJ002)
国家社会科学基金"保险公司未决赔款准备金估计的方法研究"(03CTJ001)
江西省教育厅"十五"规划2004课题"现代贝叶斯方法在计量经济中的应用"的资助
