THE CREATIVE TENSION BETWEEN STATISTICS AND ECONOMICS

CHENG HSIAO

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THE CREATIVE TENSION BETWEEN STATISTICS AND ECONOMICS

机译：统计与经济学之间的创新张力

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摘要

This paper warns the risks of uncritically adopting the mind set of statisticians in empirical analysis. The examples of vector autoregressions, forecast combinations and measurement of treatment effects are used to illustrate the fragility of statistical inference when sample observations are limited.

机译：本文警告了在实证分析中不加批判地采用统计学家的思维方式的风险。向量自回归，预测组合和治疗效果测量的示例用于说明样本观察受到限制时统计推断的脆弱性。

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来源
《The Singapore economic review 》 |2012年第3期| p.1250017.1-1250017.11| 共11页
作者
CHENG HSIAO;
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作者单位

Department of Economics University of Southern California Los Angeles, California, USA Nanyang Technological University, Singapore City University of Hong Kong, Hong Kong, China;

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原文格式 PDF
正文语种 eng
中图分类
关键词
time series modeling; non-parametric modeling; high dimensional data; structural approach; forecasting;

机译：时间序列建模;非参数建模;高维数据;结构方法;预测;

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THE CREATIVE TENSION BETWEEN STATISTICS AND ECONOMICS

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