The relationship and development of economic statistics econometrics and other related disciplines

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1 Statistical Research Vol. 33 No. 5 May 2016 C A The relationship and development of economic statistics econometrics and other related disciplines Hong Yongmiao Abstract From the unity of statistics and economics it analyzes the relationship and development of economic statistics econometrics and other related disciplines such as probability mathematical statistics econometrics and economic theory including mathematical economics. As the general methodology for inferring the mother's characteristics from the sample information the mathematical statistics accords with the process and needs of science research so it is widely used in many fields of natural science and social science. Econometrics is the inference method of economic empirical research. Economic statistics and Econometrics together constitute a complete methodology of economic empirical research where the former is the methodology of economic measurements which is not only the theory method and tool to quantitatively descript the actual economic operation but also the precondition and foundation of economic empirical research and the important driving force of econometrics development. The economic statistics faces a lot of challenges but its role is not replaced by other disciplines because of its deep discipline foundation and huge development space. The cross fusion of each branch of Statistics will promote the common development of economic statistics and econometrics and improve the level and scientific nature of economic empirical research in China. Key words economic statistics econometrics mathematical economics empirical research 2011

2 descriptive statistics inferential statistics

3 science of economic measurements volatility clustering endogeneity Hansen Singleton Hansen GMM

4 Goldberger

5 CPI GDP GDP human capital Samuelson Nordhaus GDP 20 GDP Phillips

6 Mehra Prescott equity risk premium puzzle 11 Nelson Plosser GDP CPI partial 2003 identification econometrics Engle ARCH tick by tick data 19 econometrics of ultra-high frequency data Engle Engle & Russell PSID measurement errors

7 IBM Ramsey Silvema

8 experimetrics 25 ~ 28 aggregation hypathetic utility function 23 GDP GDP GDP Granger GDP Nordhaus Tobin β Repetto Daly Cobb long memory Pinter Hard Von Weizsacker GDP

9 CPI 1. M A M

10 J. 22. J Hansen L P K J Singeton. Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models. Econometrica J Hansen L P. Large Sample Properties of Generalized Method of Dynamic models J. Journal of Econometrics Moments Estimators J. Econometrica El-Gamal M A D. M. Grether Are People Bayesian Uncovering J Behavioral Strategies J. Journal of American Statistical 8 Goldberger S. Econometric Theory M. New York John Wiley Association and Sons Samuelson P A W D Nordhaus. Economics M. 15th ed. Frederick Mcgraw-Hill College Phillips A W. The relationship between Unemployment and the Rate of Change of Money Wages in the United Kingdom J. Economica Mehra R E C Prescott. The Equilty Premium A Puzzle J. Journal of Monetary Economics Nordhaus W J Tobin. Is Growth Obsolete M. Economic 12 Engle R E. The Econometrics of Ultra-high-frequency Data J. Econometrica Research Retrospect and Prospect Vol 5 Economic Growth. New York Columbia University Press Repetto et al. Wasting Assets Natural Resources in the National J Income Accounts M. Washington World Resources 14 Nelson C R C I Plosser. Trends and Random Walks in Macroeconmic Time Series Some Evidence and Implications J. Journal of Monetary Economics Phillips P C B. Time Series Regression with a Unit Root J. Econometrica Engle R E C W J Granger. Co-lntegration and Error Correction Representation Estimation and Testing J. Econometrica Manski C. Partial Identification of Probability Distributions M. New York Springer-Verlag Manski C. Identification Problems in the Social Sciences M. Cambiridge Harvard University O hara M. Market Microstructure Theory M. New York John Wiley and Sons Engle R E J R Russell. Autoreggresive Conditional Duration A New Model for Irregularly Spaced Transation Data J. Econometrica Ramsay J O B W Silverman. Functional Data Analysis M. 2nd ed. New York Springer Varian H. Microeconomic Analysis M. Cram101 Incorporated Moorpark Granger C W J. Long Memory Relationships and The Aggregation of 26 Bardsley N P Moffatt. The Experimetrics of Public Goods Inferring Motivations from Contributions J. Theory and Decision Andersen S et al. Behavioral Econometrics for Psychologists J. Journal of Economic Psychology Anna Conte J D Hey P G Moffatt. Mixture models of choice under risk J. Journal of Econometrics Institute Daly H E J B Cobb Jr. For the Common Good Redirecting the Economy Towards Community the Environment and a Sustainable Future M. Boston Beacon press Pinter L P Hardi. Performance Measurement for Sustainable Development Compendium of Experts Initiatives and Publications M. Lincoln International Institute for Sustainable Development Von Weizsacker E A B Lovins H Lovins. Factor Four Doubling Wealth Halving Resource Use M. London Earthscan

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