计量经济学的地位、作用和局限

The Status,Roles and Limitations of Econometrics

目前,计量经济学和微观经济学与宏观经济学一起构成了中国高校经济管理类本科生和研究生必修的三门经济学核心理论课程。计量经济学在中国经济学界受到越来越广泛的关注,其方法与工具也在实证研究中被大量应用。本文将阐述现代计量经济学的基本思想和方法论,计量经济学在经济学研究中的地位、作用和局限性,计量经济学与数理经济学、数理统计学及经济统计学之间的差异,等等,并运用大量经济学和金融学中有代表性的实例说明计量经济学的应用以及在应用时应注意的若干问题。

Econometrics, microeconomics and macroeconomics now constitute three core courses in modern economics. In China, there has been increasing interest in econometrics, with wide applications of econometric models, methods and tools in empirical studies on the Chinese economy. In this paper, I discuss the basic ideas and methodologies of econometrics, its status, roles and limitations in modern economics, and its differences from mathematical economics, mathematical statistics, and economic statistics. A variety of economic and financial examples illustrate how econometrics can be used in empirical studies.