以赛亚·安德鲁斯对理论计量经济学的贡献--2021年度约翰·贝茨·克拉克奖得主学术贡献评介  

Isaiah Andrews' Contributions to Theoretical Econometrics--A Review of the Academic Contributions of the 2021's John Bates Clark Medalist

作　　者：陈燕[1] 李军军[2] CHEN Yan;LI Junjun(Fujian Academy of Social Sciences,Fuzhou,China;Fujian Normal University,Fuzhou,China)

机构地区：[1]福建社会科学院,350001 [2]福建师范大学经济学院,350007

出　　处：《经济学动态》2021年第7期149-160,共12页Economic Perspectives

摘　　要：哈佛大学经济学教授以赛亚·安德鲁斯由于在理论计量经济学领域的突出贡献而荣获2021年度约翰·贝茨·克拉克奖。他在结构模型的参数估计和检验等方面取得了丰硕的研究成果:在完善结构模型参数估计的稳健性检验方面,提出了测度和提升模型透明度、参数估计敏感度和信息度的方法;在识别和纠正参数估计偏误方面,提出了纠正发表偏倚和"赢家诅咒"问题的新方法;在结构模型弱识别条件和弱工具变量方面,构建了新的检验和修正方法。安德鲁斯旨在解决结构模型参数估计的稳健性检验和可信度提升问题,使得实证研究更加规范和完善,促进了理论计量经济学的发展和应用。Isaiah Andrews is the 2021’s John Bates Clark Medalist for outstanding contributions to theoretical econometrics. He has published extensively in areas of parameter estimation and tests in structural models. He proposed methods such as measuring and improving model transparency, sensitivity and information of parameter estimation for improving robustness tests of structural models and new methods for correcting publication bias and "winner curse" in terms of identifying and correcting parameter estimation errors, as well as many innovations in weak identification conditions of models, inference of redundant parameters, weak instrumental variables in structural models. Andrews aims to solve the problems of robustness and credibility in applications of many models, making the empirical analysis of econometric models more standardized, greatly promoting the development and application of theoretical econometrics.

关 键 词：以赛亚·安德鲁斯 克拉克奖 结构模型 参数估计 

分 类 号：F224.0[经济管理—国民经济]