计量经济学局限性研究

Reflections on Limitations of Econometrics

计量经济学对当前经济危机预测与应对的无力引发了学术界对计量经济学在经济分析中角色与作用的争论,究其实质可归结为一个问题:计量经济学是不是无局限的绝对科学?本文从计量经济学语言分析、学科数理基础、模型过程方法论基础以及模型功用四个层面对计量经济学进行基础研究,指出计量经济学是非精确的、有局限的相对科学,其优势所在也是其局限所在:计量经济学经验实证模型语言的经济学表述充分性方面,概率、统计学科基础的精确数量关系度量方面,建模过程不平衡方法论基础的实践应用研究方面都存在一定程度的局限性,而这些局限性又内在地制约了计量经济学的模型功用,表现为其模型主要功用上的局限性。

The ineffectiveness of econometrics in respect of prediction of and reaction to current crisis has triggered a widelyspread discussion on the role it played in economic analysis. In its essence, the current debate is on one core issue： Is econometrics an absolute, unbounded science？ To answer the question, the author carried on a fundamental philosophical study from four aspects as language analysis of econometrics, mathematical foundation of models, Methodological foundation of modelling and model functions, concluded that econometrics is an imprecise science with following disadvantages： insufficiency of empirical positive model language in economics depiction, imprecise measurement of quantitative relations of its probability and statistics methods, imbalanced methodological foundations of modelling and limitations of model functions.