一名计量经济学家对大数据的展望

被引：10

作者：

萧政 ^{[1
]}

周波 ^{[2
]}

机构：

[1] 美国南加州大学经济系

[2] 对外经济贸易大学国际经济贸易学院财政税务学系

来源：

财经智库 | 2019年 / 4卷 / 01期

关键词：

大数据分析; 政策评估; 计量经济分析;

D O I：

暂无

中图分类号：

F49 [信息产业经济];

学科分类号：

1201 ;

摘要：

本文基于大数据的三个特征,分析大数据方法对计量经济学建模、预测以及评估或模拟社会政策效果的影响,并对大数据带来的一些方法论的挑战进行讨论。文章认为,大数据为经济分析和预测开辟了新的可能,但大数据并不是灵丹妙药,只要现实世界仍存在不确定性,基于概率论的统计分析以及对经济学、制度和历史背景的理解依然是必要的。此外,也必须考虑各种假设所带来的后果。

引用

页码：124 / 137+144 +144

页数：15

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