“计量经济学”教学中强化建模案例教学的研究

Study of Strengthening the Case Teaching of Modeling in Teaching Econometrics

现有"计量经济学"教材逻辑推理严谨,过于强调经典假设,很多学生在学完本课程后,在实践应用中不知道如何建立计量经济学模型。本文以案例分析的方式,先易后难、由浅入深的论述了时间序列模型的建模过程。

The existing course books of Econometrics have rigorous logic reasoning and place too much empha- sis on classical assumptions. Some students have no idea of how to create econometric models in practical ap- plication after learning the course Econometrics. Based on the case analysis, this paper deals with the model- ing process of time - series model proceeding from the easy to the difficult, thus helping beginners start further discussion on it.