Institutional Support for Innovations in Econometric and Statistical Computation

保罗·鲁德和丹尼尔·麦克法登经济学家在进行实证研究时使用先进的统计和计量经济学技术，一直受到可用的计算资源的限制。例如，在大约12年前个人电脑发明之前，大多数经济学家受限于有限的可用性和大型计算机的高成本，只能使用普通的最小二乘法。近年来，大多数经济学家可用的计算能力增长得如此之快，以至于计算上可行的计量经济学技术已经远远超出了大多数实践经济学家在日常研究中使用的技术，也超出了大多数大学生所学习的技术。越来越需要将许多新的可行的计量经济学方法引起应用研究人员的注意。这种传播是这一系列关于统计和计量计算创新的会议的目的。这些会议将提供一个中心，以便传播研究成果，使统计和计量经济学研究人员更密切地相互作用，展示最先进的软件，并指导研究生。这些会议有三个目标。第一个目标是汇集统计学家和计量经济学家。统计学家可以学习计量经济学家面临的方法和计算问题，计量经济学家可以学习统计学家开发的新方法。第二个目标是促进新的计算算法的发展。这是通过发明者“亲自”演示新的计算方法来实现的。第三个目标是向研究生和初级教师介绍统计和计量经济学社区。相对较小的会议规模创造了一个亲密的氛围，有利于活跃的互动。

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.