英文原版经济学系列-计量经济学导论：现代视角

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1、d7/14/994:34PMPage1ChapterOneTheNatureofEconometricsandEconomicDatahapter1discussesthescopeofeconometricsandraisesgeneralissuesthatresultCfromtheapplicationofeconometricmethods.Section1.3examinesthekindsofdatasetsthatareusedinbusiness,economics,andothersocialsciences.Section1.4provide

2、sanintuitivediscussionofthedifficultiesassociatedwiththeinferenceofcausalityinthesocialsciences.1.1WHATISECONOMETRICS?Imaginethatyouarehiredbyyourstategovernmenttoevaluatetheeffectivenessofapubliclyfundedjobtrainingprogram.Supposethisprogramteachesworkersvariouswaystousecomputersinthe

3、manufacturingprocess.Thetwenty-weekprogramofferscoursesduringnonworkinghours.Anyhourlymanufacturingworkermayparticipate,andenrollmentinallorpartoftheprogramisvoluntary.Youaretodeterminewhat,ifany,effectthetrainingprogramhasoneachworker’ssubsequenthourlywage.Nowsupposeyouworkforaninves

4、tmentbank.Youaretostudythereturnsondif-ferentinvestmentstrategiesinvolvingshort-termU.S.treasurybillstodecidewhethertheycomplywithimpliedeconomictheories.Thetaskofansweringsuchquestionsmayseemdauntingatfirst.Atthispoint,youmayonlyhaveavagueideaofthekindofdatayouwouldneedtocollect.Byth

5、eendofthisintroductoryeconometricscourse,youshouldknowhowtouseecono-metricmethodstoformallyevaluateajobtrainingprogramortotestasimpleeco-nomictheory.Econometricsisbaseduponthedevelopmentofstatisticalmethodsforestimatingeconomicrelationships,testingeconomictheories,andevaluatingandimpl

6、ementinggovernmentandbusinesspolicy.Themostcommonapplicationofeconometricsistheforecastingofsuchimportantmacroeconomicvariablesasinterestrates,inflationrates,andgrossdomesticproduct.Whileforecastsofeconomicindicatorsarehighlyvisibleandareoftenwidelypublished,econometricmethodscanbeuse

7、dineconomicareasthathavenothingtodowithmacroeconomicforecasting.Forexample,wewillstudytheeffectsofpoliticalcampaignexpendituresonvotingoutcomes.Wewillconsidertheeffectofschoolspendingonstudentperformanceinthefieldofeducation.Inaddition,wewilllearnhowtouseeconometricmethodsforforecasti

8、ngeco