计量经济学中的潜变量模型:一个方法论角度的考察  

Latent Variable Models in the Econometrics: A Research with Methodological View

作　　者：金玉国[1,2] 

机构地区：[1]山东财经大学统计学院 [2]山东财经大学计量经济研究所

出　　处：《统计研究》2012年第9期80-87,共8页Statistical Research

基　　金：教育部人文社会科学规划基金(11YJA790065);山东省自然科学基金(ZR2010GL026)资助

摘　　要：20世纪中叶,因子分析和典型相关分析方法的发展完善,解决了潜变量的测度及其相关关系衡量问题,奠定了潜变量因果模型的方法论基础。此后,潜变量模型被引入到计量经济学研究领域,依次经历了共同结构范式模型、经典潜变量模型和非经典潜变量模型三个阶段,逐步成为现代计量经济模型的重要组成部分。本文从方法论角度对计量经济学中的潜变量模型发展过程进行了全面考察,比较了各个阶段建模方法论的特征,归纳总结了其发展演化规律,并对下一步研究的重点领域进行了展望。In 1950s, the problems of measuring and correlation of latent variables were solved with the methods of factor analysis and canonical correlation analysis, it laid the methodological foundation of latent variables causal models. Since then,the latent variables models has been introduced into the econometrics through three stages of CSPM, classical latent variable models and non-classical latent variable models, and has became an important part of modern econometric models gradually. In this paper, we made a comprehensive study on development process of latent variable modeling from the methodological view, compared its methodology characteristics in various stages, summarized its development law, and prospected its next study focus.

关 键 词：计量经济学 潜变量模型 方法论 

分 类 号：F222.3[经济管理—国民经济]