Institutional Support for Innovations in Econometric and Statistical Computation

在过去的二十年里， 能力，并相应调整统计和 计量经济学的方向是密集使用计算来揭示 更多地了解数据，并使得出的推论更加清晰。 统计 实例是稳健估计方法的开发， 用于数据检查和引导的图形界面， 其他的恢复技术，以锐化有限样本的推论。 计量经济学的例子是半参数的发展 方法、非线性时间序列技术和模拟方法 进行推理。 将这些方法纳入计量经济学 课程和应用计量经济学软件一直参差不齐， 特别是主要在统计学中开发的方法。 这 政府拨款资助统计研究及教学会议 计算和计量经济学应用，以解决这一问题 问题. 该项目计划开展的活动促进了 使用当前的统计方法和UNIX工作站软件 在计量经济学中，鼓励增加统计 软件系统（如S语言）的程序和 许多标准计量经济学程序所需的模块， 使统计人员熟悉一些方法， 计量经济学应用中鼓励的计算问题， 并鼓励计算方法的共同发展。 计划举行三次研究会议，每年一次， 提议 这些会议涉及计算机领域的当前问题- 统计学和计量经济学的密集方法。 三个教学 会议将每年举行一次。 这些 会议旨在提供一个密集的介绍， 统计计算的方法和问题 由经济系提名的研究生， 全国各地的统计数据。 这些活动得到协调 实现以下目标：（1）提供一个 一种集成了统计学和计量经济学的计算环境 软件，文档和教程，鼓励更多 计量经济学和统计学有效利用现有软件 教师和研究生，（2）确定生产领域 用于统计算法的研究和开发，以及 建议计量经济学软件的标准，（3）鼓励 在"开放式外观"软件中实施新算法，以及 (4)为计量经济学研究提供"如何"的材料 建立和运行统计计算 研究和教学环境，以及计量经济学 软件标准。

The last two decades have seen an explosion in computational capacity, and a corresponding reorientation of statistics and econometrics toward making intensive use of computation to reveal more about data and sharpen the inferences drawn. Statistical examples are the development of robust estimation methods, graphical interfaces for data examination, and bootstrap and other resampling techniques to sharpen finite-sample inferences. Econometrics examples are the development of semiparametric methods, nonlinear time series techniques, and simulation methods for inference. Incorporation of these methods into econometrics courses and applied econometrics software has been uneven, particularly for methods developed primarily in statistics. This grant supports research and teaching conferences on statistical computation and econometric applications in order to address this problem. The activities planned under this project promote the use of current statistical methods and UNIX workstation software in econometrics, encourage the augmentation of statistical software systems (such as the S language) with the procedures and modules needed for many standard econometric procedures, familiarize statisticians with some of the methodological and computational problems encouraged in econometrics applications, and encourage joint developments of computational methods. Three research conferences are planned, one in each year of the proposal. The conferences deal with current issues in computer- intensive methods in statistics and econometrics. Three teaching conferences will be held, again one in each year. These conferences are designed to provide an intensive introduction in methods and issues in statistical computation to groups of graduate students nominated by Departments of Economics and Statistics around the country. These activities are coordinated to achieve the objectives of (1) providing a statistical computing environment that integrates statistical and econometric software, with documentation and tutorials that encourage more effective use of existing software by econometrics and statistics faculty and graduate students, (2) identifying productive areas for research and development on statistical algorithms, and suggesting standards for econometric software, (3) encouraging the implementation of new algorithms in "open look" software, and (4) providing "how to" materials to the econometric research community on setting up and operating a statistical computing environment for research and teaching, and on econometric software standards.