大数据时代下计量经济学若干重要发展方向

Several influential research directions of econometrics theory in big data era

基于第206期"双清论坛",本文回顾并总结了大数据时代新的数据形式和数据变量之间新型复杂关系给计量经济学带来的机遇和挑战,认为国内学者应该充分利用"互联网+"战略和数字经济快速发展背景下我国在大数据资源积累方面的优势,在宏观数据复杂关系建模和预测、高维度和非结构化数据建模、时空数据建模、大数据政策评估计量分析以及现代网络生态环境下金融数据建模等领域加强研究,力争取得原创性重大理论突破,服务国家重大战略需求。

As a review of the 206th"Shuangqing Forum",this article provides a summary about the opportunities and challenges for econometrics brought by new data form and complex relationship among variables in big data era.Forum participants reach a consensus that Chinese scholar should fully utilize the advantage of big data endowment under the background of the"Internet Plus"national strategy and fast development of digital economy,try to achieve certain significant and original theoretical breakthrough in the following areas,such as forecasting and modelling of Macro-level data,modelling of high dimensional and non-structural data,modelling of time series and spatial data,policy evaluation based on big data and financial data modelling with modern network.