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1、INTERMEDIATEECONOMETRICSEconomicsDoubleMajorYanShen,CCERFall,20051OutlineWhatiseconometricsWhatcaneconometricsdoforusData:TheInputStepsinEmpiricalAnalysisWhatWillbeCoveredinThisCourse2WhatiseconometricsRagnarFrisch（1933）:“The(econometric)society...mainobjectshallbetopromotestudiesthataim
2、ataunificationofthetheoretical-quantitativeandempirical-quantitativeapproachtoeconomicproblemsthatarepenetratedbyconstructiveandrigorousthinkingsimilartothatwhichhascometodominateinthenaturalsciences.”3WhatiseconometricsEconometricsisnotjusteconomicsstatistics,noreconomictheory,norapplic
3、ationofmathematicstoeconomics.Itistheunificationofthethree.4Whatcaneconometricsdoforus?TestingeconomictheoriesExplainbehaviorsthatareofeconomicnatureExplainbehaviorsdisguisednottobeofeconomicnaturePolicyevaluation5Whatcaneconometricsdoforus?AnExampley=f(x1,x2,x3,x4,x5,x6,,x7)y:hoursspent
4、incriminalactivityx1:”wage”ofthecriminalactivityx2,:hourlywageinlegalemploymentx3:Incomeotherthanfromcrimeoremploymentx4,:Probabilityofgettingcaught.x5:Expectedsentenceifgotcaughtx6,:Agex7:Discriminationdegreereceivedincities6Whatcaneconometricsdoforus?Overall,weuseeconometricstoexplainp
5、henomenaofeconomicnature,makepolicyrecommendationsandmakeforecastsaboutthefuture.7Data:TheInputCross–SectiondataAcross-sectionaldatasetconsistsofasampleofindividualsatagivenpointintime.Hereindividualsareconsideredinbroadersense.Cross-sectionaldataarewidelyusedineconomics,especiallyinfiel
6、dslikelaboreconomics,healtheconomics,urbaneconomics,etc.89Data:TheInputNoticethatcross-sectionaldatacanincludevariablesthatdescribessituationsinthepastorinthefuture.Inthiscoursewewillmainlydiscusstheanalysisofcross-sectionaldata,sinceitsdatastructureoftenmakesrandomsamplingassumptionreas
7、onable.10Data:TheInputTime–SeriesdataATime–Seriesdataconsistsofobservationsonavariableorseveralvariablesovertime.1112Data:TheInputTimeSeriesdatahasthreeimportantdifferencesfromcross-sectionaldata.TheorderingofobservationsinTimeseriesdataismeaningful.Observationsareoftenco
