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亨德里因重构了计量经济动态建模思想,菲利普斯和佩萨兰因重塑和发展了时间序列以及面板数据建模方法,被汤森路透公司评为2013年度经济学领域的“引文桂冠”得主,并预测其可能问鼎未来的诺贝尔经济学奖。本文将就三位计量经济学大师对时间序列及面板数据模型建模所做出的基础性贡献进行评介。
Hendrick reconstructed the idea of econometric modeling, and Phillips and Pesharan reshaped and developed the time series and panel data modeling methodologies, which were rated by Thomson Reuters as “2013 Census of Economics Laureate ”winner and predict the future may win the Nobel Prize in Economics. This article reviews the three contributions made by econometric masters to modeling time series and panel data models.