Ekonometrik

Ekonometrik ialah penerapan kaedah statistik untuk data ekonomi untuk memberikan kandungan empirikal kepada hubungan ekonomi.^[1] Lebih tepat lagi, ia adalah "analisis kuantitatif fenomena ekonomi sebenar berdasarkan perkembangan teori dan pemerhatian bersamaan, yang berkaitan dengan kaedah kesimpulan yang sesuai".^[2] Buku teks ekonomi pengantar menggambarkan ekonometrik sebagai membenarkan para ahli "untuk menyaring data gunung untuk mengekstrak hubungan mudah".^[3] Penggunaan pertama istilah "ekonometrik" (dalam bentuk kognat) adalah oleh ahli ekonomi Poland Paweł Ciompa pada tahun 1910.^[4] Jan Tinbergen dianggap oleh ramai untuk menjadi salah seorang bapa pengasas ekonometrik.^[5]^[6]^[7] Ragnar Frisch dikreditkan dengan memasukkan istilah dalam erti kata yang digunakan hari ini.^[8]

Alat asas untuk ekonometrik adalah model regresi linear berganda.^[9] Teori ekonometrik menggunakan teori statistik dan statistik matematik untuk menilai dan membangunkan kaedah ekonomi.^[10]^[11] Ahli ekonomi berusaha mencari anggaran yang mempunyai sifat statistik yang dikehendaki termasuk ketidakseimbangan, kecekapan, dan konsistensi. Ekonometrik yang menggunakan ekoketrik teori dan data dunia untuk menilai teori ekonomi, membangunkan model ekonomi, menganalisis sejarah ekonomi, dan ramalan.

Nota

^ 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 (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.
^ "Archived copy". Diarkibkan daripada yang asal pada 2 May 2014. Dicapai pada 2014-05-01. Unknown parameter |dead-url= ignored (bantuan)CS1 maint: archived copy as title (link)
^ "1969 - Jan Tinbergen: Nobelprijs economie - Elsevierweekblad.nl". elsevierweekblad.nl. 12 October 2015. Diarkibkan daripada yang asal pada 1 May 2018. Dicapai pada 1 May 2018. Unknown parameter |dead-url= ignored (bantuan)
^ 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.
^ Greene, William (2012). "Chapter 1: Econometrics". Econometric Analysis (ed. 7th). Pearson Education. m/s. 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 (ed. 7th). Pearson Education. m/s. 34, 41–42. ISBN 9780273753568.
^ Wooldridge, Jeffrey (2012). "Chapter 1: The Nature of Econometrics and Economic Data". Introductory Econometrics: A Modern Approach (ed. 5th). South-Western Cengage Learning. m/s. 2. ISBN 9781111531041.

Bacaan lanjut

Buku Teori Ekonometrik di Wikibuku
Giovannini, Enrico Memahami Statistik Ekonomi, OECD Publishing, 2008, ISBN 978-92-64-03312-2

Pautan luar

Journal of Econometrics Financial
Persatuan Ekonomi
The Econometrics Journal
Pautan Ekonometrik
Pengajaran Ekonomi (Indeks oleh Rangkaian Ekonomi (UK))
Persatuan Ekonomi Terpilih
Persatuan Ekonomi Kewangan
Wawancara dengan Clive Granger - pemenang Nobel pada tahun 2003, tentang ekonometrik

[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 (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] "Archived copy". Diarkibkan daripada yang asal pada 2 May 2014. Dicapai pada 2014-05-01. Unknown parameter |dead-url= ignored (bantuan)CS1 maint: archived copy as title (link)

[5] "1969 - Jan Tinbergen: Nobelprijs economie - Elsevierweekblad.nl". elsevierweekblad.nl. 12 October 2015. Diarkibkan daripada yang asal pada 1 May 2018. Dicapai pada 1 May 2018. Unknown parameter |dead-url= ignored (bantuan)

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

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

[8] • 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.

[Greene_Econometrics_–_multiple_linear_regression_model-9] Greene, William (2012). "Chapter 1: Econometrics". Econometric Analysis (ed. 7th). Pearson Education. m/s. 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-10] Greene, William (2012). Econometric Analysis (ed. 7th). Pearson Education. m/s. 34, 41–42. ISBN 9780273753568.

[Wooldridge_Econometrics_–_mathematical_statistics-11] Wooldridge, Jeffrey (2012). "Chapter 1: The Nature of Econometrics and Economic Data". Introductory Econometrics: A Modern Approach (ed. 5th). South-Western Cengage Learning. m/s. 2. ISBN 9781111531041.

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