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Jingdong book

当代世界学术名著:经济学中的经验建模·设定与评价

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当代世界学术名著:经济学中的经验建模·设定与评价

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在《当代世界学术名著:经济学中的经验建模·设定与评价》中,格兰杰(Granger)阐明了构建和评价经验模型的过程。《当代世界学术名著:经济学中的经验建模·设定与评价》中广泛借鉴和引用了来自经济学、金融学、政治学和环境经济学,乃至艺术、文学和娱乐业的案例和小品,将精确性与累积的直觉融为一体,从而就这个主题为我们提供了独特且十分有趣的见解。
《当代世界学术名著:经济学中的经验建模·设定与评价》的第一章分析模型的设定问题,以巴西亚马逊流域的森林垦伐为例,讨论了模型的设定过程。第二章考虑评价问题,指出了经济学家们对于评价的忽视,以及应该以模型的结果的质量为准绳来评价模型。第三章使用比前两章更为复杂和技术化的方法,进一步讨论如何评价预测的问题。
《当代世界学术名著:经济学中的经验建模·设定与评价》给我们带来了关于怎样构建和评价模型的新思想,即我们在今后的建模中应当更多地考虑模型的经济意义上的显著性而非统计意义上的显著性,更多地考虑模型的实用价值而非其本身的华丽性。

Author Description

克莱夫·格兰杰(Clive Granger),1934年生于英国威尔士的斯旺西,现为英国公民。他于1959年获得英国诺丁汉大学博士学位,现为美国加利福尼亚大学圣迭戈分校的荣誉经济学教授,并担任该校经济学秘书协会主席。他于1995年当选为美国艺术与科学院院士,并于2003年获诺贝尔经济学奖。 格兰杰是目前全球最杰出的计量经济学家之一,他在学 术界的建树几乎包括了近40年来计量经济学在时间序列方面,的所有重大发展。经济时间序列时,格兰杰和另一位学者汉塔纳卡(Hatanaka)首创使用了谱分析方法(spectral analysis),并与著名学者摩根斯坦(Oscar Morgenstern)一起对纽约股票市场的股票价格进行了相关分析。在预测研究 上,他在1959年发表的论文《关于潮汐河流泛洪的概率估 计》被认为是现代成本一收益分析教材的范本案例。在菲线性问题的研究上,他和焦克斯(R.Joyeux)于1980年发表的论文《长期记忆时间序列模型与分数差分法简介》对长期记忆理论做出了很大贡献。所有这些都是计量经济学界最前沿的领域。格兰杰的发现对研究“财富与消费、汇率与物价水平,以及短期利率与长期利率之间的关系”都具有非常重要的意义。

Catalogue

第1章 经验模型的设定
模型与变化
亚马孙工程
建模
模型设定的深层问题
向前看、向后看
参考文献
第2章 经验模型的评价
一般的讨论
经济学中的评价
检验霍尔的消费理论
预测与金融中的评价
政策模型的评价
一些结论
参考文献
第3章 再论对计量经济模型与预测的评价
本章体例
1 INF 经验模型的意义何在?
1 FOR 计量经济模型
2 INF 对使用二次成本的预测的评价
2 ROR 对预测的评价——出发点
3 INF 使用一般的成本函数
3 ROR 一般化成本函数情形下的评价
4 INF 使用者与成本函数
4 FOR 不同的使用者有着不同的成本函数
5 INF预测的来源
5 FOR 预测从哪里来?
6 INF 比较分布
6 FOR 比较预测分布
7 INF 一个例子
7 FOR 一个简单的例子
8 INF 检验与估计
8 FOR 经验意义
9 计量经济模型的评价
参考文献

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