浅谈基于模拟的计量经济学方法

On Econometrics Methods Based on Simulation

简要介绍了目前国际上计量经济学中比较流行的非参数统计方法,旨在推动这些方法在实际工作中的应用;广义矩方法和间接推断方法理论较完善,但在实际工作中尚未得到广泛应用;通过小结说明了这些方法可以直接调用现成的函数实现计算,帮助实际工作者更快更好地掌握和应用这些方法。

This paper briefly introduces relatively popular non- parameter statistics methods in presently international econometrics, aiming to push forward the application of these methods to practical works.The theory of Generalized Method of Moments and Indirect Inference Method is relatively perfected, however, they have not been widely used in practical work.Thus, through summarization, this paper illustrates that these methods can directly be used by the existed function to realize the computation, helping the practical workers faster and better master and use these methods.