计量经济学与实验经济学的若干新近发展及展望

Abstract

计量经济学与实验经济学是经济学实证分析的重要方法与工具。本文主要概括了近十年来计量经济学与实验经济学领域的主要进展,包括面板数据计量经济学、微观计量经济学、大数据计量经济学、金融计量经济学、宏观计量经济学、新类型实验数据、非均衡博弈论框架以及市场机制与政策设计等方向。我们建议重点发展计量经济学与实验经济学在中国社会经济政策评估与分析方面的方法与理论的创新及应用,推动政府决策的科学化。

Econometrics and experimental economics are important tools for empirical studies in economics. This paper provides a selective survey of recent advancement and development in econometrics and experimental economics,including panel data econometrics,microeconometrics,big data econometrics,financial econometrics,macroeconometrics,new types of experimental data,non-equilibrium game theory framework,and market mechanism and policy designs. We suggest to put priority on developing econometric methods and experimental techniques and their applications to social-economic policy evaluation and policy analysis in China.