Econometria - i concetti base

Francesco Carlucci – Traccia per un corso di econometria

Modulo I – Concetti di base

Introduzione

Indice

• 1.1 Significato e obiettivi dell'econometria .................................................................2
• 1.2 L'impostazione delle lezioni ..................................................................................3
• 1.3 Riferimenti bibliografici........................................................................................50

3/12/01, 23.28 II edizione

Modulo I – Concetti di base

1.1 Significato e obiettivi dell'econometria

L'econometria è una scienza interdisciplinare nella quale si studiano relazioni quantitative definite dalla teoria economica, nonché il processo che genera le loro variabili, per mezzo di tecniche, procedure e risultati derivati dalla matematica e dalla statistica. L'economista Ragnar Frisch, fondatore di questa scienza, la caratterizza nel seguente modo:

"...there are several aspects of the quantitative approach to economics, and no single one of these aspects, taken by itself, should be confounded with econometrics. Thus, econometrics is by no means the same as economic statistics. Nor is it identical with what we call general economic theory, although a considerable portion of this theory has a definitely quantitative character. Nor should econometrics be taken as synonymous with the application of mathematics to economics. Experience has shown that each of these three viewpoints, that of statistics, economic theory, and mathematics, is a necessary, but not by itself a sufficient, condition for a real understanding of the quantitative relations in modern economic life. It is the unification of all three that is powerful. And it is this unification that constitutes econometrics.

This unification is more necessary today than at any previous stage in economics. Statistical information is currently accumulating at an unprecedented rate. But no amount of statistical information, however complete and exact, can by itself explain economic phenomena. If we are not to get lost in the overwhelming, bewildering mass of statistical data that are now becoming available, we need the guidance and help of a powerful theoretical framework. Without this no significant interpretation and coordination of our observations will be possible.

The theoretical structure that shall help us out in this situation must, however, be more precise, more realistic, and, in many respects, more complex, than any heretofore available. Theory, in formulating its abstract quantitative notions, must be inspired to a larger extent by the technique of observation. And fresh statistical and other factual studies must be the healthy element of disturbance t