[计量经济学导论].(Introductory.Econometrics.-.A.Modern.Approach).Woodbridge.3rd.Edition.(文字版).pdf

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1、TheNatureofEconometricsandEconomicDatahapter1discussesthescopeofeconometricsandraisesgeneralissuesthatariseCintheapplicationofeconometricmethods.Section1.3examinesthekindsofdatasetsthatareusedinbusiness,economics,andothersocialsciences.Section1.4providesanintuitivediscussionofthedifficultie

2、sassociatedwiththeinferenceofcausalityinthesocialsciences.1.1WhatIsEconometrics?Imaginethatyouarehiredbyyourstategovernmenttoevaluatetheeffectivenessofapub-liclyfundedjobtrainingprogram.Supposethisprogramteachesworkersvariouswaystousecomputersinthemanufacturingprocess.Thetwenty-weekprogramo

3、fferscoursesdur-ingnonworkinghours.Anyhourlymanufacturingworkermayparticipate,andenrollmentinallorpartoftheprogramisvoluntary.Youaretodeterminewhat,ifany,effectthetrain-ingprogramhasoneachworker’ssubsequenthourlywage.Now,supposeyouworkforaninvestmentbank.Youaretostudythereturnsondif-ferenti

4、nvestmentstrategiesinvolvingshort-termU.S.treasurybillstodecidewhethertheycomplywithimpliedeconomictheories.Thetaskofansweringsuchquestionsmayseemdauntingatfirst.Atthispoint,youmayonlyhaveavagueideaofthekindofdatayouwouldneedtocollect.Bytheendofthisintroductoryeconometricscourse,youshouldkn

5、owhowtouseeconometricmethodstoformallyevaluateajobtrainingprogramortotestasimpleeconomictheory.Econometricsisbaseduponthedevelopmentofstatisticalmethodsforestimatingeconomicrelationships,testingeconomictheories,andevaluatingandimplementinggovernmentandbusinesspolicy.Themostcommonapplication

6、ofeconometricsistheforecastingofsuchimportantmacroeconomicvariablesasinterestrates,inflationrates,andgrossdomesticproduct.Whereasforecastsofeconomicindicatorsarehighlyvisibleandoftenwidelypublished,econometricmethodscanbeusedineconomicareasthathavenothingtodowithmacroeconomicforecasting.For

7、example,wewillstudytheeffectsofpoliticalcampaignexpendituresonvotingoutcomes.Wewillconsidertheeffectofschoolspendingonstudentperformanceinthefieldofeducation.Inaddition,wewilllearnhowtouseeconometricmethodsforforecastingeconomictimeseries.2Chapter1TheNat