计量经济分析如何体现其“经济性”特点——以我国农村居民消费行为的模拟实验为例

How does Econometric Analysis Reflect Its Economic Specialty?——Evidence from the Simulation Experiment of the Rural Residents' Consumption Behavior in China

通过一个简单线性回归模型的实验教学,说明计量经济模型的"经济性"特点表现在:①当利用不同形式的模型可以获得相近的拟合优度与解释能力时,一般倾向于选用"简单"的线性回归模型作为分析的基本工具;②为体现模型的经济含义,计量经济分析会着重使用增加解释变量后的多元线性回归模型,而不是利用基于泰勒定理的简单线性回归模型的主要解释变量高次幂的形式来实现较好的解释能力;③计量模型作为外生变量或内生变量的滞后形式对内生变量本身的影响和控制关系的反映,有时不显著影响的变量比显著性影响的变量、保留不显著的变量比去掉它能够使之在经济与政策含义上更有显著的认识和应用价值。

By an experimental teaching on a single linear regression model, this paper means that the economic speciahy of the econometric model exists： ① when different models can be brought into the same or similar effects, we usually prefer to select the single linear regression model as an analytical basic tool; ②in order to reflect the economic meaning of a model, we should trend to use the more variables in a linear regression model, rather than use the one based on the Taylor Theorem the powers of the main explanative variables; ③as a reflect of the exogenous variables or the lag endogenous variables to the endogenous variables themselves, sometimes the no significant variables can be more valuable in the economic theory or policy applications than the significant ones.