Institutional Support for Innovations in Econometric and Statistical Computation

对计量经济和统计计算创新的制度支持

• 批准号: 9422505
• 负责人: Paul Ruud
• 金额: $ 21.66万
• 依托单位: University of California-Berkeley
• 依托单位国家: 美国
• 项目类别: Continuing Grant
• 财政年份: 1995
• 资助国家: 美国
• 起止时间: 1995-07-01 至 1998-06-30
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=9422505&HistoricalAwards=false
• 关键词: Institutional; Support; Innovations; Econometric; Statistical

SBR-9422505 Paul Ruud and Daniel McFadden The use of advanced statistical and econometric techniques by economists doing empirical research has always been constrained by the computational resources available to them. For example, until the invention of the PC about twelve years ago, most economists were limited by the limited availability and high cost of mainframe computers to using ordinary least squares. In recent years the computational power available to most economists has grown so rapidly that the econometric techniques that are computationally feasible have advanced well beyond the ones used in day to day research by most practicing economists and taught to most cmllege students. There is a growing need to bring the many newly feasible econometric methods to the attention of applied researchers. Such dissemination is the purpose of this set of conferences on innovations in statistical and econometric computation. These conferences will provide a focal point for the dissemination of research, for the closer interaction of researchers in statistics and econometrics, for the demonstration of state-of-the-art software, and for instruction of graduate students. These conferences have three objectives. The first objective is to bring together statisticians and econometricians. Statisticians can learn of the methodological and computational problems facing econometricians and econometricians can learn of new methods developed by statisticians. The second objective it to foster the development of new computational algorithms. This is done through "hands-on" demonstrations of new computational methods by those who have invented them. The third objective is to introduce graduate students and junior faculty to the statistical and econometric community. The relatively small size of the conferences creates an intimate atmosphere conducive to lively interaction.

SBR-9422505 Paul Ruud和丹尼尔麦克法登 经济学家使用先进的统计和计量经济学技术， 实证研究一直受到计算资源的限制， 提供给他们。 例如，直到个人电脑的发明大约十二年 以前，大多数经济学家都受到有限的可用性和高昂的成本的限制， 大型计算机使用普通最小二乘法。 近年来 大多数经济学家可用的计算能力增长如此迅速， 计算上可行的经济计量技术已经取得了很大进展 超越了大多数实践经济学家在日常研究中使用的方法， 大多数高中生都学过。 越来越多的人需要 新的可行的计量经济学方法的应用研究人员的注意。 这种传播是这一系列关于创新的会议的目的， 统计学和计量经济学计算。 这些会议将提供一个重点 研究的传播点，研究人员之间更密切的互动， 统计学和计量经济学，用于演示最先进的软件， 和研究生的指导。 这些会议有三个目标。 第一个目标是将 统计学家和计量经济学家。 统计学家可以学习方法论 计量经济学家和计量经济学家面临的计算问题， 学习统计学家开发新方法。 第二个目标是 促进新的计算算法的发展。 这是通过 “动手”示范新的计算方法，由那些谁拥有 发明了它们。 第三个目标是介绍研究生和大三学生 统计和计量经济学界的教师。 规模相对较小 会议营造了一种有助于活跃互动的亲密气氛。