Ekonometrija

Ekonometrija je aplikacija statističnih metod na ekonomske podatke z namenom dajanja empirične vsebine ekonomskim odnosom.^[1] Natančneje, je »kvantitativna analiza dejanskim ekonomskih pojavov na osnovi sočasnega razvoja teorije in opazovanj, povezanih s primernimi metodami sklepanja«.^[2] Uvodni učbenik ekonomije opisuje ekonometrijo kot vedo, ki omogoča ekonomistom, »da pregledajo goro podatkov, da povzamejo preprosta razmerja«.^[3] Jan Tinbergen je eden od dveh očetov ekonometrije.^[4]^[5]^[6] Drugi, Ragnar Frisch, je tudi oblikoval izraz, kot se uporablja danes.^[7]

Osnovno orodje ekonometrije je model multiple linearne regresije.^[8] Ekonometrična teorija uporablja statistično teorijo in matematično statistiko za evalvacijo in razvoj ekonometričnih metod.^[9]^[10] Ekonometriki posušajo najti cenilke, ki imajo želene statistočne lastnosti, vključno z nepristranskostjo, učinkovitostjo in konsistentnostjo. Aplikativna ekonometrija uporablja teoretično ekonometrijo in praktične podatke za vrednotenje ekonomskih teorij, razvoj ekonometričnih modelov, analizo ekonomske zgodovine in napovedovanje.

Osnovni modeli: linearna regresija

Osnovno orodje ekonometrije je model multiple linearne regresije.^[8] V sodobni ekonometriji se pogosto uporabljajo tudi druga statistična orodja, toda najpogostejša začetnna točka za analizo je še vedno linearna regresija.^[8] Ocenjevanje linearne regresije z dvema spremenljivkama lahko vizualiziramo s premico, ki poteka skozi podatkovne točke, ki predstavljajo parne vrednosti neodvisnih in odvisnih spremenljivk.

Primer je Okunovo pravilo, ki povezuje gospodarsko rast z ravnjo brezposelnosti. To razmerje predstavlja linearna regresija, kjer je sprememba v ravni brezposelnosti ( $\Delta \ {\text{Brezposelnost}}$ ) funkcija presečišča ( $\beta _{0}$ ), dane vrednosti rasti BDP, pomnožene s koeficientom naklona $\beta _{1}$ in napake $\varepsilon$ :

\Delta \ {\text{Brezposelnost}}=\beta _{0}+\beta _{1}{\text{Rast}}+\varepsilon .

Sklici

↑ M. Hashem Pesaran (1987). "Econometrics," The New Palgrave: A Dictionary of Economics, v. 2, p. 8 [pp. 8–22]. Reprinted in J. Eatwell et al., eds. (1990). Econometrics: The New Palgrave, p. 1 [pp. 1–34]. Abstract Arhivirano 18 May 2012 na Wayback Machine. (2008 revision by J. Geweke, J. Horowitz, and H. P. Pesaran).
↑ P. A. Samuelson, T. C. Koopmans, and J. R. N. Stone (1954). "Report of the Evaluative Committee for Econometrica," Econometrica 22(2), p. 142. [p p. 141-146], as described and cited in Pesaran (1987) above.
↑ Paul A. Samuelson and William D. Nordhaus, 2004. Economics. 18th ed., McGraw-Hill, p. 5.
↑ »1969 - Jan Tinbergen: Nobelprijs economie - Elsevierweekblad.nl«. elsevierweekblad.nl. 12. oktober 2015. Arhivirano iz spletišča dne 1. maja 2018. Pridobljeno 1. maja 2018.
↑ Magnus, Jan & Mary S. Morgan (1987) The ET Interview: Professor J. Tinbergen in: 'Econometric Theory 3, 1987, 117–142.
↑ Willlekens, Frans (2008) International Migration in Europe: Data, Models and Estimates. New Jersey. John Wiley & Sons: 117.
↑ • H. P. Pesaran (1990), "Econometrics," Econometrics: The New Palgrave, p. 2, citing Ragnar Frisch (1936), "A Note on the Term 'Econometrics'," Econometrica, 4(1), p. 95.
• Aris Spanos (2008), "statistics and economics," The New Palgrave Dictionary of Economics, 2nd Edition. Abstract. Arhivirano 18 May 2012 na Wayback Machine.
↑ ^8,0 ^8,1 ^8,2 Greene, William (2012). »Chapter 1: Econometrics«. Econometric Analysis (7th izd.). Pearson Education. str. 47–48. ISBN 9780273753568. Ultimately, all of these will require a common set of tools, including, for example, the multiple regression model, the use of moment conditions for estimation, instrumental variables (IV) and maximum likelihood estimation. With that in mind, the organization of this book is as follows: The first half of the text develops fundamental results that are common to all the applications. The concept of multiple regression and the linear regression model in particular constitutes the underlying platform of most modeling, even if the linear model itself is not ultimately used as the empirical specification.
↑ Greene, William (2012). Econometric Analysis (7th izd.). Pearson Education. str. 34, 41–42. ISBN 9780273753568.
↑ Wooldridge, Jeffrey (2012). »Chapter 1: The Nature of Econometrics and Economic Data«. Introductory Econometrics: A Modern Approach (5th izd.). South-Western Cengage Learning. str. 2. ISBN 9781111531041.

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Nadaljnje branje

Knjiga Econometric Theory na Wikibooks
Giovannini, Enrico Understanding Economic Statistics, OECD Publishing, 2008, ISBN 978-92-64-03312-2

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[Pesaran-1] M. Hashem Pesaran (1987). "Econometrics," The New Palgrave: A Dictionary of Economics, v. 2, p. 8 [pp. 8–22]. Reprinted in J. Eatwell et al., eds. (1990). Econometrics: The New Palgrave, p. 1 [pp. 1–34]. Abstract Arhivirano 18 May 2012 na Wayback Machine. (2008 revision by J. Geweke, J. Horowitz, and H. P. Pesaran).

[2] P. A. Samuelson, T. C. Koopmans, and J. R. N. Stone (1954). "Report of the Evaluative Committee for Econometrica," Econometrica 22(2), p. 142. [p p. 141-146], as described and cited in Pesaran (1987) above.

[3] Paul A. Samuelson and William D. Nordhaus, 2004. Economics. 18th ed., McGraw-Hill, p. 5.

[4] »1969 - Jan Tinbergen: Nobelprijs economie - Elsevierweekblad.nl«. elsevierweekblad.nl. 12. oktober 2015. Arhivirano iz spletišča dne 1. maja 2018. Pridobljeno 1. maja 2018.

[5] Magnus, Jan & Mary S. Morgan (1987) The ET Interview: Professor J. Tinbergen in: 'Econometric Theory 3, 1987, 117–142.

[6] Willlekens, Frans (2008) International Migration in Europe: Data, Models and Estimates. New Jersey. John Wiley & Sons: 117.

[7] • H. P. Pesaran (1990), "Econometrics," Econometrics: The New Palgrave, p. 2, citing Ragnar Frisch (1936), "A Note on the Term 'Econometrics'," Econometrica, 4(1), p. 95.
• Aris Spanos (2008), "statistics and economics," The New Palgrave Dictionary of Economics, 2nd Edition. Abstract. Arhivirano 18 May 2012 na Wayback Machine.

[Greene_Econometrics_–_multiple_linear_regression_model-8] 8,0 ^8,1 ^8,2 Greene, William (2012). »Chapter 1: Econometrics«. Econometric Analysis (7th izd.). Pearson Education. str. 47–48. ISBN 9780273753568. Ultimately, all of these will require a common set of tools, including, for example, the multiple regression model, the use of moment conditions for estimation, instrumental variables (IV) and maximum likelihood estimation. With that in mind, the organization of this book is as follows: The first half of the text develops fundamental results that are common to all the applications. The concept of multiple regression and the linear regression model in particular constitutes the underlying platform of most modeling, even if the linear model itself is not ultimately used as the empirical specification.

[Greene_Econometrics_–_mathematical_statistics_and_statistical_theory-9] Greene, William (2012). Econometric Analysis (7th izd.). Pearson Education. str. 34, 41–42. ISBN 9780273753568.

[Wooldridge_Econometrics_–_mathematical_statistics-10] Wooldridge, Jeffrey (2012). »Chapter 1: The Nature of Econometrics and Economic Data«. Introductory Econometrics: A Modern Approach (5th izd.). South-Western Cengage Learning. str. 2. ISBN 9781111531041.

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Normativna kontrola
Narodne knjižnice	Španija Francija (data) Ukrajina Nemčija Izrael ZDA Latvija Japonska Češka republika NLK id KSH1998010497 ni veljaven.
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