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qiaoqiaomy 发表于 2006-2-23 04:10

诺贝尔奖获得者全书【2000】【经济学奖】

  诺贝尔奖获得者全书【2000】【经济学奖】
【获奖类别】经济学奖
【获奖年代】2000年
【获得情况】詹姆斯·J·赫克曼(James J. Heckman)和 丹尼尔·L·麦克法登(Daniel L. McFadden)



[img]http://nobelprize.org/economics/laureates/2000/heckman.jpg[/img]
詹姆斯·J·赫克曼,美国公民,1944四月生于伊利诺斯州的芝加哥市。


[img]http://nobelprize.org/economics/laureates/2000/mcfadden.jpg[/img]
丹尼尔·L·麦克法登,美国公民,生于北卡罗莱纳州的罗利市。1962年获得美国明尼苏达大学博士学位,现为加州大学伯克利分校经济学教授和计量经济学实验室主任。

【获奖理由】赫克曼对分析选择性样本的理论和方法的发展和麦克法登对分析离散抉择的理论和方法的发展使得他们分享了2000年的诺贝尔经济学奖



【研究成果】

   赫克曼的主要贡献是提出对统计数据的选择偏差进行纠正的简单可行的理论和方法。所谓选择偏差是指在样本选取时因数据的局限或取样者的个人行为而引起的偏差。例如,考虑受教育程度与个人收入之间的统计关系问题。一般来说,数据来源总是有偏差的。教育程度高的人群的数据容易得到,而教育程度低的数据就不容易得到,因为他们的工作可能不固定,甚至常常失业。这样仅仅以搜集到的数据来作统计分析,受教育程度对个人收入的影响就会被低估。。


   麦克法登的所谓离散抉择分析是指个人在有限种可能中作出抉择的行为分析。例如,个人对职业、住地、交通工具等等的选择,都是有限的离散抉择。在麦克法登以前,对这种抉择的研究都缺乏经济理论基础。麦克法登的理论从经典的微观经济学出发,即个人都有一个以备选物为自变量的效用函数,抉择的原则是使效用函数达到极大。但是由于人们不可能观察到影响抉择的所有因素,因此,统计数据也都是有偏差的。麦克法登意识到观察上具有同样特征的个体群中还有随机变化,于是在模型中作了处理。由此可以预测人口中选择不同的备选物的人群比例。他的研究领域包括:计量经济学及经济学理论以往研究课题:隐含变量模式、选择模式及应用、大规模抽样计量经济学、抽样理论、经济生产理论以及消费理论。目前正在研究的课题有老龄化趋势经济学、储蓄行为,人口统计学趋势、住房流动性、健康和死亡比例研究、利用计量心理学数据进行的消费者需求分析以及计量经济学模拟方法研究。此次他以“对分析离散选择的原理和方法所做出的发展和贡献”而获奖。



【获奖感言】 

赫克曼提出了著名的赫克曼修正法:方法分为两个步骤,第一步先构造一个基于经济理论的工作概率模型,并由此对每个个人预测其工作的概率。第二步再把这些预测概率加到原来的模型中去,作为新的解释变量,由此就得到更确切的受教育程度与个人收入之间的统计模型。赫克曼用这样的方法处理了许多类似的问题,如失业者再就业的时间间隔问题 ,职业培训的估价问题等。

麦克法登更为系统的贡献是他发展了所谓条件logit分析理论。这一理论可以用下列例子来说明。假设人口中面临若干种备选物,如交通工具自行车、汽车、公交车、地铁等都有一定的特征,各种交通工具的费用、所需时间等等;每个个人都有一系列特征,例如,年龄、收入、教育程度等。有关数据都可以通过统计调查得到。但此外,还有一些不可观察的特征被处理为随机“误差项”。麦克法登假定这些随机误差都有一些特殊的分布特征。

当经济学真正可以投入应用就不会被大众看作学者的玩物,其实在欧美发达国家经济学是大多数民众都能接受的,而不是在我国被看作貌似高深的东西(我以为),赫克曼和麦克法登不仅由于其理论更由于其方法获得此诺贝尔奖。

【其它事件】

他35岁结婚,生有两个孩子,其中一个被他称作胸怀大志的数学家,说不定又多了一对诺贝尔奖父子呢。
赫克曼的获奖证书,呵,我还是第一次见诺贝尔获奖证书。
[img]http://nobelprize.org/economics/laureates/2000/heckman-diploma.jpg[/img]



【晚宴致辞】


所谓的Banquet Speech,个人认为很重要,有些也颇有意思,找不到中文的,又没精神翻译,就贴原版的上来,不感兴趣的请掠过。
Daniel L. McFadden – Banquet Speech
Daniel L. McFadden's speech at the Nobel Banquet, December 10, 2000

Your Majesties, Your Royal Highnesses, Ladies and Gentlemen,

The term "economics", in its original Greek, means "of the hearth", the ancient and practical science of household management. Over the millennia, the discipline has transformed itself into a grander enterprise, speaking sagely of the organization of economies, and admonishing capitalists and kings on incentives, constraints, and unintended consequences. This is important business, but economists have felt the loss of their practical side. In the words of John Maynard Keynes, "If economists could manage to get themselves thought of as humble, competent people, on a level with dentists, that would be splendid!".

I think of the public edifice of economics as being like the inflatable buildings that cover tennis courts in cold climates, entirely supported by air. Yet, the air has a direction and purpose, and is the result of carefully designed and systematically maintained mechanical equipment that provides stability and form. It is at this practical, mechanical level, closer to the hearth than to the throne, that the science is put into economic science. Measurements are taken, designs are tested, and new machines are constructed.

Jim Heckman and I are engineers who build and operate machines that explain how people make choices, and how they select themselves into groups. Our machines are crafted with mathematics and live in computers, so they do not fire the public imagination like a new bridge or a new particle accelerator. However, in each case an innovative design can advance the science. Whether it is a well-written novel, a well-made wine, a fine dish, a clever computer chip, or a well-crafted microeconometric analysis, good design instructs, brings pleasure, and lifts the human spirit.

In light of the occasion and this season, and in the language of our subject, Jim Heckman and I offer you the following salutation: May you all select yourselves into the group that advances the welfare of humankind. May all your choices be discrete.





【研究文献原文存放:】


Welfare Economics at the Extensive Margin Giving Gorman Polar Consumers Some Latitude, Working Paper, June 2004

Characteristics of Generalized Extreme Value Distributions, Daniel L. McFadden with M. Bielaire and D. Bolduc, April, 2003.

Healthy, Wealthy, and Wise Tests for Direct Causal Paths between Health and Socioeconomic Status, Daniel L. McFadden with P. Adams, M. Hurd, A. Merrill, and T. Ribeiro, Journal of Econometrics 112, 2003.

James J. Heckman & Dimitriy V. Masterov, 2005. "Allander Series: Skill Policies for Scotland," NBER Working Papers 11032, National Bureau of Economic Research, Inc. [Downloadable!]

James J. Heckman & Edward Vytlacil, 2005. "Structural Equations, Treatment Effects and Econometric Policy Evaluation," NBER Technical Working Papers 0306, National Bureau of Economic Research, Inc. [Downloadable!]


James J. Heckman, 1999. "Accounting for Heterogeneity, Diversity, and General Equilibriumin Evaluating Social Programs," NBER Working Papers 7230, National Bureau of Economic Research, Inc. [Downloadable!]

Heckman, James J & Lochner, Lance & Taber, Christopher, 1998. "Tax Policy and Human-Capital Formation," American Economic Review, American Economic Association, vol. 88(2), pages 293-97. [Downloadable!]

John Cawley & James Heckman & Edward Vytlacil, 1998. "Meritocracy in America: An Examination of Wages Within and Across Occupations," NBER Working Papers 6446, National Bureau of Economic Research, Inc. [Downloadable!]

John Cawley & James Heckman & Edward Vytlacil, 1998. "Understanding the Role of Cognitive Ability in Accounting for the Recent Rise in the Economic Return to Education," NBER Working Papers 6388, National Bureau of Economic Research, Inc. [Downloadable!]

James Heckman & Neil Hohmann & Jeffrey Smith, 1998. "Substitution and Dropout Bias in Social Experiments: A Study of an Influential Social Experiment," UWO Department of Economics Working Papers 9819, University of Western Ontario, Department of Economics. [Downloadable!]

James J. Heckman & Jeffrey A. Smith, 1998. "Evaluating the Welfare State," NBER Working Papers 6542, National Bureau of Economic Research, Inc. [Downloadable!]


James J. Heckman, 1995. "Instrumental Variables: A Cautionary Tale," NBER Technical Working Papers 0185, National Bureau of Economic Research, Inc. [Downloadable!]


Nancy Clements & James Heckman & Jeffrey Smith, 1994. "Making the Most Out Of Social Experiments: Reducing the Intrinsic Uncertainty in Evidence from Randomized Trials with an Application to the JTPA Exp," NBER Technical Working Papers 0149, National Bureau of Economic Research, Inc. [Downloadable!]


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