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AN00234610-20031001-0001.pdf
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Title |
Title |
計量経済学の史的展開と現代の課題
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Kana |
ケイリョウ ケイザイガク ノ シテキ テンカイ ト ゲンダイ ノ カダイ
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Romanization |
Keiryo keizaigaku no shiteki tenkai to gendai no kadai
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Title |
Historical development of econometrics and its problems of the present day
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Creator |
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蓑谷, 千凰彦
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ミノタニ, チオヒコ
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Romanization |
Minotani, Chiohiko
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Affiliation |
慶應義塾大学経済学部教授
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慶應義塾経済学会
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Kana |
ケイオウ ギジュク ケイザイ ガッカイ
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Romanization |
Keio gijuku keizai gakkai
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Issued (from:yyyy) |
2003
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Source Title |
Name |
三田学会雑誌
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Name (Translated) |
Keio journal of economics
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Volume |
96
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Issue |
3
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Year |
2003
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Month |
10
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Start page |
275(1)
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End page |
290(16)
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Abstract |
計量経済学は政治算術学派を経て, 約250年後, 1910年代に「シュトルム・ウント・ドラングの時代」を迎える。戦後コールズ委員会によって確立された方法は, 1970年代に入って3陣営からの批判にさらされた。非生産的な批判を除外すれば, 注目すべきは時系列革命(とくに共和分)とLSE アプローチである。しかし, 計量経済学の統計的方法が余りにも高度化し, 応用計量経済学にもルールが必要な現在 , "計量経済学, 初心忘るべからず", ということが今, 求められている。
Approximately 250 years after the Political Arithmetic School, econometrics entered the era of "Sturm und Drang" in the 1910s.
The method established by the Coles Committee after the World War II faced criticisms from three camps in the 1970s.
Excluding unproductive criticisms, most noteworthy are the time-series evolution (especially cointegration) and the LSE approach to econometrics.
Now that the statistical method of econometrics has become too sophisticated, thus calling for the rules governing applied econometrics, we are expected to keep reminding ourselves by saying: "Never forget the ideals with which econometrics started out."
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History |
Jun 3, 2014 | | フリーキーワード, 本文 を変更 |
Jul 21, 2015 | | 抄録, 本文 を変更 |
Jul 21, 2015 | | 版 を変更 |
Dec 2, 2021 | | JaLCDOI を変更 |
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