計(jì)量經(jīng)濟(jì)學(xué)總論課件

計(jì)量經(jīng)濟(jì)學(xué)偉武漢大學(xué)經(jīng)濟(jì)與管理學(xué)院」技術(shù)經(jīng)濟(jì)及管理研究所E-mail:liuwei0265comTe1:62273758計(jì)量經(jīng)濟(jì)學(xué)1課程內(nèi)容及教學(xué)安排第一部分總論第二部分經(jīng)典單方程計(jì)量經(jīng)濟(jì)學(xué)模型理論與方法第三部分動(dòng)態(tài)計(jì)量經(jīng)濟(jì)學(xué)模型理論與方法c分布滯后模型cRGranger因果關(guān)系檢驗(yàn)非平穩(wěn)時(shí)間序列計(jì)量建模技術(shù)(單位根過(guò)程、ADF檢驗(yàn)、協(xié)整過(guò)程與誤差修正模型)第四部分經(jīng)典聯(lián)立方程計(jì)量經(jīng)濟(jì)學(xué)模型理論與方法課程內(nèi)容及教學(xué)安排2第一部分總論§1.1計(jì)量經(jīng)濟(jì)學(xué)概述§12建立計(jì)量經(jīng)濟(jì)學(xué)模型的步驟和要點(diǎn)§1.3計(jì)量經(jīng)濟(jì)學(xué)模型的應(yīng)用第一部分總論3§1.1計(jì)量經(jīng)濟(jì)學(xué)概述、計(jì)量經(jīng)濟(jì)學(xué)的產(chǎn)生與發(fā)展O1926年挪威經(jīng)濟(jì)學(xué)家RFrish提出Econometrics,并把它定義為經(jīng)濟(jì)理論、統(tǒng)計(jì)學(xué)和數(shù)學(xué)三者的結(jié)合;O1930年成立世界計(jì)量經(jīng)濟(jì)學(xué)會(huì);○1933年創(chuàng)刊《Econometrica》;O20世紀(jì)40、50年代的大發(fā)展和60年代的擴(kuò)張;O20世紀(jì)70年代以來(lái)非經(jīng)典計(jì)量經(jīng)濟(jì)學(xué)的發(fā)展?！?.1計(jì)量經(jīng)濟(jì)學(xué)概述4、諾貝爾經(jīng)濟(jì)學(xué)獎(jiǎng)與計(jì)量經(jīng)濟(jì)學(xué)O1969-2019年51位獲獎(jiǎng)?wù)咧?0位直接因?yàn)閷?duì)計(jì)量經(jīng)濟(jì)學(xué)發(fā)展的貢獻(xiàn)而獲獎(jiǎng)1969RFrish;J.Tinbergen1973W,Leotief1980L.R.Klein1984RStone1989THaavelmo2000J,J.HeckmanD.L.McFadden2019CliveGranger:RobertEngleO16位擔(dān)任過(guò)世界計(jì)量經(jīng)濟(jì)學(xué)會(huì)會(huì)長(zhǎng)O30位左右在獲獎(jiǎng)成果中應(yīng)用了計(jì)量經(jīng)濟(jì)學(xué)O“二戰(zhàn)以后的經(jīng)濟(jì)學(xué)是計(jì)量經(jīng)濟(jì)學(xué)的時(shí)代”SamuelsonO“計(jì)量經(jīng)濟(jì)學(xué)的講授已經(jīng)成為經(jīng)濟(jì)學(xué)課程表中最有權(quán)威的一部分Klein、諾貝爾經(jīng)濟(jì)學(xué)獎(jiǎng)與計(jì)量經(jīng)濟(jì)學(xué)5計(jì)量經(jīng)濟(jì)學(xué)總論課件6計(jì)量經(jīng)濟(jì)學(xué)總論課件7計(jì)量經(jīng)濟(jì)學(xué)總論課件8計(jì)量經(jīng)濟(jì)學(xué)總論課件9計(jì)量經(jīng)濟(jì)學(xué)總論課件10計(jì)量經(jīng)濟(jì)學(xué)總論課件11計(jì)量經(jīng)濟(jì)學(xué)總論課件12計(jì)量經(jīng)濟(jì)學(xué)總論課件13計(jì)量經(jīng)濟(jì)學(xué)總論課件14計(jì)量經(jīng)濟(jì)學(xué)總論課件15計(jì)量經(jīng)濟(jì)學(xué)總論課件16計(jì)量經(jīng)濟(jì)學(xué)總論課件17計(jì)量經(jīng)濟(jì)學(xué)總論課件18計(jì)量經(jīng)濟(jì)學(xué)總論課件19計(jì)量經(jīng)濟(jì)學(xué)總論課件20計(jì)量經(jīng)濟(jì)學(xué)總論課件21計(jì)量經(jīng)濟(jì)學(xué)總論課件22計(jì)量經(jīng)濟(jì)學(xué)總論課件23計(jì)量經(jīng)濟(jì)學(xué)總論課件24計(jì)量經(jīng)濟(jì)學(xué)總論課件25計(jì)量經(jīng)濟(jì)學(xué)總論課件26計(jì)量經(jīng)濟(jì)學(xué)總論課件27計(jì)量經(jīng)濟(jì)學(xué)總論課件28計(jì)量經(jīng)濟(jì)學(xué)總論課件29計(jì)量經(jīng)濟(jì)學(xué)總論課件30計(jì)量經(jīng)濟(jì)學(xué)總論課件31計(jì)量經(jīng)濟(jì)學(xué)總論課件32計(jì)量經(jīng)濟(jì)學(xué)總論課件33計(jì)量經(jīng)濟(jì)學(xué)總論課件34計(jì)量經(jīng)濟(jì)學(xué)總論課件35計(jì)量經(jīng)濟(jì)學(xué)總論課件36計(jì)量經(jīng)濟(jì)學(xué)總論課件37計(jì)量經(jīng)濟(jì)學(xué)總論課件38計(jì)量經(jīng)濟(jì)學(xué)總論課件39計(jì)量經(jīng)濟(jì)學(xué)總論課件40計(jì)量經(jīng)濟(jì)學(xué)總論課件41計(jì)量經(jīng)濟(jì)學(xué)總論課件42計(jì)量經(jīng)濟(jì)學(xué)總論課件43計(jì)量經(jīng)濟(jì)學(xué)總論課件44計(jì)量經(jīng)濟(jì)學(xué)總論課件45計(jì)量經(jīng)濟(jì)學(xué)總論課件46計(jì)量經(jīng)濟(jì)學(xué)總論課件47計(jì)量經(jīng)濟(jì)學(xué)總論課件48計(jì)量經(jīng)濟(jì)學(xué)總論課件49計(jì)量經(jīng)濟(jì)學(xué)總論課件50計(jì)量經(jīng)濟(jì)學(xué)總論課件51計(jì)量經(jīng)濟(jì)學(xué)總論課件52計(jì)量經(jīng)濟(jì)學(xué)總論課件53計(jì)量經(jīng)濟(jì)學(xué)總論課件54計(jì)量經(jīng)濟(jì)學(xué)總論課件55計(jì)量經(jīng)濟(jì)學(xué)總論課件56計(jì)量經(jīng)濟(jì)學(xué)總論課件57計(jì)量經(jīng)濟(jì)學(xué)總論課件58計(jì)量經(jīng)濟(jì)學(xué)偉武漢大學(xué)經(jīng)濟(jì)與管理學(xué)院」技術(shù)經(jīng)濟(jì)及管理研究所E-mail:liuwei0265comTe1:62273758計(jì)量經(jīng)濟(jì)學(xué)59課程內(nèi)容及教學(xué)安排第一部分總論第二部分經(jīng)典單方程計(jì)量經(jīng)濟(jì)學(xué)模型理論與方法第三部分動(dòng)態(tài)計(jì)量經(jīng)濟(jì)學(xué)模型理論與方法c分布滯后模型cRGranger因果關(guān)系檢驗(yàn)非平穩(wěn)時(shí)間序列計(jì)量建模技術(shù)(單位根過(guò)程、ADF檢驗(yàn)、協(xié)整過(guò)程與誤差修正模型)第四部分經(jīng)典聯(lián)立方程計(jì)量經(jīng)濟(jì)學(xué)模型理論與方法課程內(nèi)容及教學(xué)安排60第一部分總論§1.1計(jì)量經(jīng)濟(jì)學(xué)概述§12建立計(jì)量經(jīng)濟(jì)學(xué)模型的步驟和要點(diǎn)§1.3計(jì)量經(jīng)濟(jì)學(xué)模型的應(yīng)用第一部分總論61§1.1計(jì)量經(jīng)濟(jì)學(xué)概述、計(jì)量經(jīng)濟(jì)學(xué)的產(chǎn)生與發(fā)展O1926年挪威經(jīng)濟(jì)學(xué)家RFrish提出Econometrics,并把它定義為經(jīng)濟(jì)理論、統(tǒng)計(jì)學(xué)和數(shù)學(xué)三者的結(jié)合;O1930年成立世界計(jì)量經(jīng)濟(jì)學(xué)會(huì);○1933年創(chuàng)刊《Econometrica》;O20世紀(jì)40、50年代的大發(fā)展和60年代的擴(kuò)張;O20世紀(jì)70年代以來(lái)非經(jīng)典計(jì)量經(jīng)濟(jì)學(xué)的發(fā)展?！?.1計(jì)量經(jīng)濟(jì)學(xué)概述62、諾貝爾經(jīng)濟(jì)學(xué)獎(jiǎng)與計(jì)量經(jīng)濟(jì)學(xué)O1969-2019年51位獲獎(jiǎng)?wù)咧?0位直接因?yàn)閷?duì)計(jì)量經(jīng)濟(jì)學(xué)發(fā)展的貢獻(xiàn)而獲獎(jiǎng)1969RFrish;J.Tinbergen1973W,Leotief1980L.R.Klein1984RStone1989THaavelmo2000J,J.HeckmanD.L.McFadden2019CliveGranger:RobertEngleO16位擔(dān)任過(guò)世界計(jì)量經(jīng)濟(jì)學(xué)會(huì)會(huì)長(zhǎng)O30位左右在獲獎(jiǎng)成果中應(yīng)用了計(jì)量經(jīng)濟(jì)學(xué)O“二戰(zhàn)以后的經(jīng)濟(jì)學(xué)是計(jì)量經(jīng)濟(jì)學(xué)的時(shí)代”SamuelsonO“計(jì)量經(jīng)濟(jì)學(xué)的講授已經(jīng)成為經(jīng)濟(jì)學(xué)課程表中最有權(quán)威的一部分Klein、諾貝爾經(jīng)濟(jì)學(xué)獎(jiǎng)與計(jì)量經(jīng)濟(jì)學(xué)63計(jì)量經(jīng)濟(jì)學(xué)總論課件64計(jì)量經(jīng)濟(jì)學(xué)總論課件65計(jì)量經(jīng)濟(jì)學(xué)總論課件66計(jì)量經(jīng)濟(jì)學(xué)總論課件67計(jì)量經(jīng)濟(jì)學(xué)總論課件68計(jì)量經(jīng)濟(jì)學(xué)總論課件69計(jì)量經(jīng)濟(jì)學(xué)總論課件70計(jì)量經(jīng)濟(jì)學(xué)總論課件71計(jì)量經(jīng)濟(jì)學(xué)總論課件72計(jì)量經(jīng)濟(jì)學(xué)總論課件73計(jì)量經(jīng)濟(jì)學(xué)總論課件74計(jì)量經(jīng)濟(jì)學(xué)總論課件75計(jì)量經(jīng)濟(jì)學(xué)總論課件76計(jì)量經(jīng)濟(jì)學(xué)總論課件77計(jì)量經(jīng)濟(jì)學(xué)總論課件78計(jì)量經(jīng)濟(jì)學(xué)總論課件79計(jì)量經(jīng)濟(jì)學(xué)總論課件80計(jì)量經(jīng)濟(jì)學(xué)總論課件81計(jì)量經(jīng)濟(jì)學(xué)總論課件82計(jì)量經(jīng)濟(jì)學(xué)總論課件83計(jì)量經(jīng)濟(jì)學(xué)總論課件84計(jì)量經(jīng)濟(jì)學(xué)總論課件85計(jì)量經(jīng)濟(jì)學(xué)總論課件86計(jì)量經(jīng)濟(jì)學(xué)總論課件87計(jì)量經(jīng)濟(jì)學(xué)總論課件88計(jì)量經(jīng)濟(jì)學(xué)總論課件89計(jì)量經(jīng)濟(jì)學(xué)總論課件90計(jì)量經(jīng)濟(jì)學(xué)總論課件91計(jì)量經(jīng)濟(jì)學(xué)總論課件92計(jì)量經(jīng)濟(jì)學(xué)總論課件93計(jì)量經(jīng)濟(jì)學(xué)總論課件94計(jì)量經(jīng)濟(jì)學(xué)總論課件95計(jì)量經(jīng)濟(jì)學(xué)總論課件96計(jì)量經(jīng)濟(jì)學(xué)總論課件97計(jì)量經(jīng)濟(jì)學(xué)總論課件98計(jì)量經(jīng)濟(jì)學(xué)總論課件99計(jì)量經(jīng)濟(jì)學(xué)總論課件100計(jì)量經(jīng)濟(jì)學(xué)總論課件101計(jì)量經(jīng)濟(jì)學(xué)總論課件102計(jì)量經(jīng)濟(jì)學(xué)總論課件103計(jì)量經(jīng)濟(jì)學(xué)總論課件104計(jì)量經(jīng)濟(jì)學(xué)總論課件105計(jì)量