计量经济学(英文:Econometrics),是以数理经济学和数理统计学为方法论基础,对于经济问题试图对理论上的数量接近和经验(实证)上的数量接近这两者进行综合而产生的经济学分支。 该分支的产生,使得经济学对于经济现象从以往只能定性研究,扩展到同时可以进行定量分析的新阶段。 “计量”的意思是“以统计方法做定量研究”,所以“量”字应读作“亮”,而不读作“良”。
Econometrics is concerned with the tasks of developing and applying quantitative or statistical methods to the study and elucidation of economic principles. Econometrics combines economic theory with statistics to analyze and test economic relationships. Theoretical econometrics considers questions about the statistical properties of estimators and tests, while applied econometrics is concerned with the application of econometric methods to assess economic theories. Although the first known use of the term "econometrics" was by Paweł Ciompa in 1910, Ragnar Frisch is given credit for coining the term in the sense that it is used today. Although many econometric methods represent applications of standard statistical models, there are some special features of economic data that distinguish econometrics from other branches of statistics. Economic data are generally observational, rather than being derived from controlled experiments. Because the individual units in an economy interact with each other, the observed data tend to reflect complex economic equilibrium conditions rather than simple behavioral relationships based on preferences or technology. Consequently, the field of econometrics has developed methods for identification and estimation of simultaneous equation models. These methods allow researchers to make causal inferences in the absence of controlled experiments.
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