Ogled vira Ekonometrija

[[Slika:Okuns law differences 1948 to mid 2011.png|sličica|desno|Okunovo pravilo predstavlja odnos med gospodarsko rastjo in brezposelnostjo. Primerno krivuljo najdemo z regresijsko analizo.]]
'''Ekonometrija''' je aplikacija [[statistika|statističnih metod]] na ekonomske podatke z namenom dajanja [[empirični dokaz|empirične]] vsebine ekonomskim odnosom.<ref name="Pesaran">[[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'', [https://books.google.com/books?id=gBsgr7BPJsoC&dq=econometrics&printsec=find&pg=PA1=false#v=onepage&q&f=false p. 1] [pp. 1–34].  [http://www.dictionaryofeconomics.com/article?id=pde2008_E000007&edition=current&q=Econometrics&topicid=&result_number=2 Abstract] {{webarchive|url=https://web.archive.org/web/20120518001558/http://www.dictionaryofeconomics.com/article?id=pde2008_E000007&edition=current&q=Econometrics&topicid=&result_number=2 |date=18 May 2012 }} ([[The New Palgrave Dictionary of Economics|2008]] revision by J. Geweke, J. Horowitz, and H. P. Pesaran).</ref> Natančneje, je »kvantitativna analiza dejanskim ekonomskih pojavov na osnovi sočasnega razvoja teorije in opazovanj, povezanih s primernimi metodami sklepanja«.<ref>[[Paul Samuelson|P. A. Samuelson]], [[Tjalling Koopmans|T. C. Koopmans]], and [[Richard Stone|J. R. N. Stone]] (1954). "Report of the Evaluative Committee for ''Econometrica''," ''Econometrica'' 22(2), p. 142. [p [https://www.jstor.org/pss/1907538 p. 141]-146], as described and cited in Pesaran (1987) above.</ref> Uvodni učbenik ekonomije opisuje ekonometrijo kot vedo, ki omogoča ekonomistom, »da pregledajo goro podatkov, da povzamejo preprosta razmerja«.<ref>Paul A. Samuelson and [[William D. Nordhaus]], 2004. ''[[Economics (textbook)|Economics]]''. 18th ed., McGraw-Hill, p. 5.</ref> [[Jan Tinbergen]] je eden od dveh očetov ekonometrije.<ref>{{navedi splet|url=http://www.elsevierweekblad.nl/Economie/achtergrond/2015/10/1969---Jan-Tinbergen-Nobelprijs-economie-2700626W/?masterpageid=5573|title=1969 - Jan Tinbergen: Nobelprijs economie - Elsevierweekblad.nl|date=12 October 2015|website=elsevierweekblad.nl|access-date=1 May 2018|url-status=live|archive-url=https://web.archive.org/web/20180501212351/https://www.elsevierweekblad.nl/Economie/achtergrond/2015/10/1969---Jan-Tinbergen-Nobelprijs-economie-2700626W/?masterpageid=5573|archive-date=1 May 2018|df=dmy-all}}</ref><ref>Magnus, Jan & Mary S. Morgan (1987) ''The ET Interview: Professor J. Tinbergen'' in: 'Econometric Theory 3, 1987, 117–142.</ref><ref>Willlekens, Frans (2008) ''International Migration in Europe: Data, Models and Estimates.'' New Jersey. John Wiley & Sons: 117.</ref> Drugi, [[Ragnar Frisch]], je tudi oblikoval izraz, kot se uporablja danes.<ref>• H. P. Pesaran (1990), "Econometrics," ''Econometrics: The New Palgrave'', [https://books.google.com/books?id=gBsgr7BPJsoC&dq=econometrics&printsec=find&pg=PA2=false#v=onepage&q&f=false p. 2], citing Ragnar Frisch (1936), "A Note on the Term 'Econometrics'," ''Econometrica'', 4(1), p. 95.<br />&nbsp;&nbsp; • Aris Spanos (2008), "statistics and economics,"  ''[[The New Palgrave Dictionary of Economics]]'', 2nd Edition. [http://www.dictionaryofeconomics.com/article?id=pde2008_S000502&edition=current&q=statistics&topicid=&result_number=1 Abstract.] {{webarchive|url=https://web.archive.org/web/20120518001702/http://www.dictionaryofeconomics.com/article?id=pde2008_S000502&edition=current&q=statistics&topicid=&result_number=1 |date=18 May 2012 }}</ref>

Osnovno orodje ekonometrije je model [[multipla linearna regresija|multiple linearne regresije]].<ref name="Greene Econometrics – multiple linear regression model">{{navedi knjigo|author=Greene, William|title=Econometric Analysis|date=2012|publisher=Pearson Education|isbn=9780273753568|pages=47–48|edition=7th|chapter=Chapter 1: Econometrics | quote = 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.}}</ref> ''Ekonometrična teorija'' uporablja [[statistična teorija|statistično teorijo]] in [[matematična statistika|matematično statistiko]] za evalvacijo in razvoj ekonometričnih metod.<ref name="Greene Econometrics – mathematical statistics and statistical theory">{{navedi knjigo | author=Greene, William | title=Econometric Analysis | date=2012 | publisher=Pearson Education | isbn=9780273753568 | pages=34, 41–42 | edition=7th }}</ref><ref name="Wooldridge Econometrics – mathematical statistics">{{navedi knjigo | author=Wooldridge, Jeffrey | title=Introductory Econometrics: A Modern Approach | date=2012 | publisher=South-Western Cengage Learning | isbn=9781111531041 | page=2 | edition=5th | chapter=Chapter 1: The Nature of Econometrics and Economic Data }}</ref> Ekonometriki posušajo najti [[cenilka|cenilke]], ki imajo želene statistočne lastnosti, vključno z [[pristranskost cenilke|nepristranskostjo]], [[učinkovitost (statistika)|učinkovitostjo]] in [[konsistentna cenilka|konsistentnostjo]]. ''Aplikativna ekonometrija'' uporablja teoretično ekonometrijo in praktične [[ekonomski podatki|podatke]] za vrednotenje ekonomskih teorij, razvoj [[ekonometrični model|ekonometričnih modelov]], analizo [[ekonomska zgodovine|ekonomske zgodovine]] in [[ekonomsko napovedovanje|napovedovanje]].

==Osnovni modeli: linearna regresija==
Osnovno orodje ekonometrije je model multiple linearne regresije.<ref name="Greene Econometrics – multiple linear regression model"/> V sodobni ekonometriji se pogosto uporabljajo tudi druga statistična orodja, toda najpogostejša začetnna točka za analizo je še vedno linearna regresija.<ref name="Greene Econometrics – multiple linear regression model">{{navedi knjigo|author=Greene, William|title=Econometric Analysis|date=2012|publisher=Pearson Education|isbn=9780273753568|pages=47–48|edition=7th|chapter=Chapter 1: Econometrics | quote = 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.}}</ref> Ocenjevanje linearne regresije z dvema spremenljivkama lahko vizualiziramo s premico, ki poteka skozi podatkovne točke, ki predstavljajo parne vrednosti neodvisnih in odvisnih spremenljivk.

Primer je [[Okunovo pravilo]], ki povezuje [[Bruto domačip roizvod|gospodarsko]] rast z ravnjo brezposelnosti. To razmerje predstavlja linearna regresija, kjer je sprememba v ravni brezposelnosti (<math>\Delta\ \text{Brezposelnost}</math>) funkcija presečišča (<math> \beta_0 </math>), dane vrednosti rasti BDP, pomnožene s koeficientom naklona <math> \beta_1 </math> in napake <math>\varepsilon</math>:

:<math> \Delta\ \text {Brezposelnost} = \beta_0 + \beta_1\text{Rast} + \varepsilon. </math>

==Sklici==
{{sklici|2}}

==Glej tudi==
* [[Ekonometrična programska oprema]]
* [[Makroekonomski modeli]]
* [[Finančno modeliranje]]
* [[Enotski koren]]

==Nadaljnje branje==
* [[b:Econometric Theory|Knjiga Econometric Theory na Wikibooks]]
* Giovannini, Enrico [http://www.oecd.org/sdd/41746710.pdf ''Understanding Economic Statistics''], OECD Publishing, 2008, {{ISBN|978-92-64-03312-2}}

==Zunanje povezave==
{{Kategorija v Zbirki|Econometrics}}
* [https://academic.oup.com/jfec Journal of Financial Econometrics]
* [https://www.econometricsociety.org/ Econometric Society]
* [https://www.res.org.uk/journals/the-econometrics-journal.html The Econometrics Journal]
* [https://sbe.vu.nl/en Econometrične povezave]
* [https://www.economicsnetwork.ac.uk/subjects/econometrics.htm Poučevanje ekonometrije] (Indeks [[Economics Network]] (UK))
* [https://web.archive.org/web/20071014045229/http://aea-eu.com/ Applied Econometric Association]
* [http://sofie.stern.nyu.edu/ The Society for Financial Econometrics]
* [https://philpapers.org/rec/BRACAI-3 Intervju z Clivom Grangerjem – Nobelovim nagrajencem leta 2003, o ekonometriji]

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[[Kategorija:Ekonometrija| ]]