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2013年诺贝尔经济学奖获得者之一汉森的学术贡献主要体现在两个方面:一是提出和创立了广义矩方法,二是与托马斯·萨金特一同提出了基于稳健控制方法的模型不确定理论(HS模型不确定理论)。相较于传统的参数估计和计量检验方法,广义矩方法优势明显,因而在经济和金融分析中应用广泛。同时,在统计技术层面和具体应用中,广义矩方法也存在一定的局限性。HS模型不确定理论主要应用于资产定价与货币政策方面。这一理论是对多主观概率理论的进一步发展和扩充,推动经济学的研究又向现实迈进了一步。当然,要正确对待汉森的学术贡献,在实践中还必须注意把握好与其相关的一些问题。
Hansen’s academic contribution, one of the winners of the Nobel Prize in Economics in 2013, is mainly reflected in two aspects. One is to propose and create a generalized moment method, and the second is to propose a model based on the robust control method together with Thomas Sargent Uncertainty Theory (HS Model Uncertainty Theory). Compared with the traditional method of parameter estimation and measurement test, the generalized moment method has obvious advantages and is therefore widely used in economic and financial analysis. At the same time, the generalized moment method also has some limitations in the aspects of statistical techniques and applications. HS model uncertainty theory is mainly used in asset pricing and monetary policy. This theory is a further development and expansion of the theory of multi-subjective probability, and pushing forward the study of economics takes another step toward the reality. Of course, to correctly treat Hansen’s academic contribution, in practice, we must also pay attention to grasp some of the problems associated with it.