ناصر خیابانی1 
، فهیم مطوری*2
، فهیم مطوری*2
1- گروه اقتصاد بازرگانی، دانشکده اقتصاد، دانشگاه علامه طباطبائی، تهران، ایران.
2- دانشکده اقتصاد، دانشگاه علامه طباطبائی، تهران، ایران ،F.matoori@yahoo.com
2- دانشکده اقتصاد، دانشگاه علامه طباطبائی، تهران، ایران ،
چکیده: (568 مشاهده)
رویکردهای اقتصادسنجی براساس تأکیدی که به هر یک از شاخص‌‌های ارزیابی و انتخاب مدل من‌جمله نظریات اقتصادی، داده‌‌ها، کیفیت پیش‌بینی و شبیه‌سازی سیاستی دارند، قابل تحلیل هستند. به‌‌صورت تاریخی، پیش‌فرض‌‌های نظری عموماً با داده‌‌های نامانای اقتصادی سازگاری ندارند که این پدیده به‌دلیل بروز شوک‌‌های انتقال مکانی توزیع‌‌های آماری متغیرها در واقعیت رخ می‌دهد که این امر می‌تو‌اند منجر به شکست در پیش‌بینی، شبیه‌سازی و حتی پایه‌‌های اثبات ریاضی مدل‌ها گردد؛ بنابراین، در این مطالعه ضمن بررسی این مشکلات، رویکرد اتومتریکس که به‌وسیله اجازه ورود تعداد متغیرهای بیش از مشاهدات (N>>T) رویکردهای نظریه‌محور و داده‌محور را با هم ادغام می‌کند، ارائه می‌شود. در این رویکرد متغیرهای نظریات رقیب، وقفه‌‌های متعدد تمام متغیرها، توابع غیرخطی، روندهای قطعی و تصادفی، متغیرهای شاخص (SIS IIS,
واژه‌های کلیدی: روش‌شناسی اقتصادسنجی، اتومتریکس، رویکرد کل‌‌به‌‌جزء، رویکرد جزء‌به‌‌کل، انتقال مکانی، انتخاب مدل.
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