学到了吗cointegration(cointegration test)

瑞典当地时间10月12日上午，保罗·米尔格罗姆和罗伯特·B·威尔逊因改进了拍卖理论，发明了新拍卖形式，获得2020年诺贝尔经济学奖。

 

诺贝尔经济学奖揭晓

获奖原因：For improvements to auction theory and inventions of new auction formats.对拍卖理论的改进和发明了新拍卖形式瑞典当地时间10月12日上午，保罗·米尔格罗姆（Paul R.Milgrom）和罗伯特·B·威尔逊（Robert B.Wilson）因改进了拍卖理论，发明了新拍卖形式，获得2020年诺贝尔经济学奖。

小编为大家整理了本次诺贝尔经济学奖获得者的馆藏著作，让大家先睹为快!2020年诺贝尔经济学奖保罗·米尔格罗姆罗伯特·B·威尔逊

保罗·米尔格罗姆（Paul R.Milgrom），1948年生于美国密歇根州底特律市，斯坦福大学统计学硕士，经济学博士美国经济学家，美国国家科学院院士、美国国家文理院院士，现任斯坦福大学经济系教授书目推荐

《Discovering prices : auction design in markets with complex constraints》

出版社/年份：Columbia University Press, 2017.索书号：F713.359/M644A//W馆藏地：外文图书借阅室（五楼）Traditional economics focuses on hypothetical markets in which prices alone can guide efficient allocation, with no need for central organization. Such models build from Adam Smiths famous concept of the invisible hand, which guides markets and renders regulation or interference largely unnecessary. Yet for many markets, prices alone are not enough, and regulation alone is not enough, either.

《Economics, Organization, and Management》

出版社/年份：Englewood Cliffs : Prentice-Hall, c1992.索书号：F08:C93/M644//W馆藏地：外文图书借阅室（五楼）《经济学、组织与管理》

出版社/年份：经济科学出版社/2004年作者：(美) 保罗·米尔格罗姆, 约翰·罗伯茨著 费方域主译索书号：F0/M397馆藏地：中文图书借阅室(二楼)369分部新书阅览室教师著作专架样本书阅览室本书是第一本把有关企业组织和管理的理论前沿研究汇整为一体的著作。

这本书有三个特点第一，它的理论内容广泛，包括了几乎所有的这一领域中的重要专题，并对这些专题提供了全面的、最新的理论方面的介绍这对于关心理论前沿的学者极具价值第二，本书引用了大量的案例研究，这些案例研究既用于阐明理论，又进一步延伸了理论。

在这个方面，本书不同于其他的经济理论著作，这对于企业的实际工作者十分有用第三，尽管本书介绍了许多研究前沿，但本书使用了较通俗的语言，使得任何大学本科和工商管理硕士研究生都较易读懂正是由于这些特征，本书出版后深受好评，并被美国许多学校采用为教科书。

《Putting Auction Theory to Work》

出版社/年份：Cambridge University Press,2004作者：Paul R.Milgrom索书号：F713.359/M644//W馆藏地：外文图书借阅室（五楼）Providing a comprehensive introduction to modern auction theory and its important new applications, this book is written by a leading economic theorist whose suggestions guided the creation of the new spectrum auction designs. Aimed at graduate students and professionals in economics, the volume provides the most up-to-date analysis of traditional theories of "optimal auctions" as well as newer theories of multi-unit auctions and package auctions, and shows by example how these theories are used.

罗伯特·威尔逊（Robert B.Wilson），先后获得哈佛大学学士、硕士、博士学位，美国经济学家，现为斯坦福大学教授研究和教学领域包括市场设计、定价、谈判以及与产业组织和信息经济学相关的课题书目推荐。

《Nonlinear Pricing》

出版社/年份：New York : Oxford University Press, c1993.作者：Robert B.Wilson索书号：F407.615/W752//W馆藏地：外文图书借阅室（五楼）

Nonlinear pricing is pricing that is strictly proportional to the quantity purchased. For example, railroad tariffs are often based on weight, volume, and distance to be shipped; airlines offer frequent flyer bonuses based on miles flown; and electric utilities charge different rates for different amounts of electricity used combined with the time it is used based on peak power demands. The book is divided into two parts. The first is a non-mathematical discussion of nonlinear pricing and the second part is more technical and is intended for readers interested in advanced topics.

“引文桂冠奖”“具有可以衡量诺贝尔奖级别的影响力”自2002年以来，科睿唯安一直按照诺贝尔奖表彰的领域（即生理学或医学、物理学、化学和经济学）评选“引文桂冠奖”“引文桂冠奖”获得者往往是诺贝尔奖潜在得主乃至热门人选。

迄今为止，已经有59位“引文桂冠奖”得主获得诺贝尔奖曾于2007年被科睿唯安（Clarivate）授予“引文桂冠奖”的——美国经济学家保罗·米尔格罗姆（Paul R. Milgrom）和罗伯特·B·威尔逊（Robert B. Wilson）摘得今年的诺奖桂冠。

以下几位专家学者均是“2020年度引文桂冠奖”经济学领域的获奖人选，也是本年度诺贝尔经济学奖的热门人选，小编在此一并推荐给大家哦~1.David A.Dickey & Wayne A. Fuller获奖原因：时间序列分析中单位根的统计检验

合作文章：1.David A.Dickey,WayneA.Fuller. Distribution of the Estimators for Autoregressive Time Series With a Unit Root. Journal of the American Statistical Association. 1979 Part 1, Vol. 74 Issue 366, p427

2.David A.Dickey,WayneA.Fuller.LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME SERIES WITH A UNIT ROOT. Econometrica. 1981, Vol. 49 Issue 4, p1057-1072

David A. Dickey，美国北卡罗来纳州立大学特聘教授（William Neal Reynolds）。书目推荐

《Applied Regression Analysis. Springer Texts in Statistics》This book is aimed at the scientist who wishes to gain a working knowledge of regression analysis. The basic purpose of this book is to develop an understanding of least squares and related statistical methods without becoming excessively mathematical. It is the outgrowth of more than 30 years of consulting experience with scientists and many years of teaching an appied regression course to graduate students.

《SAS® for Forecasting Time Series, Third Edition》To use statistical methods and SAS® applications to forecast the future values of data taken over time, you need only follow this thoroughly updated classic on the subject.

Wayne A. Fuller，美国爱荷华州立大学特聘名誉教授。书目推荐

《Introduction to statistical Time Series》This book provides a lucid introduction to the field and, in this new Second Edition, covers the important advances of recent years, including nonstationary models, nonlinear estimation, multivariate models, state space representations, and empirical model identification. New sections have also been added on the Wold decomposition, partial autocorrelation, long memory processes, and the Kalman filter.

《Sampling Statistics》The author draws upon his extensive experience with survey samples in the books numerous examples. Both the production of "general use" databases and the analytic study of a limited number of characteristics are discussed. Exercises at the end of each chapter allow readers to test their comprehension of the presented concepts and techniques, and the references provide further resources for study.

《Measurement Error Models》"The effort of Professor Fuller is commendable . . . [the book] provides a complete treatment of an important and frequently ignored topic. Those who work with measurement error models will find it valuable. It is the fundamental book on the subject, and statisticians will benefit from adding this book to their collection or to university or departmental libraries."

——Biometrics2. Pierre Perron获奖原因：非平稳时间序列的统计分析

Pierre Perron，美国波士顿大学经济学教授部分学术成果：1. Residuals-based tests for cointegration with generalized least-squares detrended data，Econometrics Journal. Feb2016, Vol. 19 Issue 1, p84-111。

2. The limit distribution of the estimates in cointegrated regression models with multiple structural changes， Journal of Econometrics. Sep2008, Vol. 146 Issue 1, p59-73

3.Testing jointly for structural changes in the error variance and coefficients of a linear regression model. Quantitative Economics. Jul2020, Vol. 11 Issue 3, p1019-1057.

4. Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component. Oxford Bulletin of Economics & Statistics. Oct2017, Vol. 79 Issue 5, p822-850

5.Testing for Trend in the Presence of Autoregressive Error: A CommentJournal of the American Statistical Association. Jun2012, Vol. 107 Issue 498, p844-844.

3. Claudia Goldin获奖原因：对劳动经济学的贡献，尤其是对女性和性别收入差距的分析

Claudia Goldin，哈佛大学经济系讲座教授（Henry Lee Professor of Economics）。书目推荐

《Women Working Longer Increased Employment at Older Ages》Today, more American women than ever before stay in the workforce into their sixties and seventies. This trend emerged in the 1980s, and has persisted during the past threedecades, despite substantial changes in macroeconomic conditions. Why is this so? Today’s older American women work full-time jobs at greater rates than women in other developed countries.

《The Race Between Education and Technology》The book argues that technological change, education, and inequality have been involved in a kind of race. During the first eight decades of the twentieth century, the increase of educated workers was higher than the demand for them.

高被引论文：1、A Grand Gender Convergence: Its Last Chapter，AMERICAN ECONOMIC REVIEW，2014,104（4）：1091-11192、Dynamics of the Gender Gap for Young Professionals in the Financial and Corporate Sectors，AMERICAN ECONOMIC JOURNAL-APPLIED ECONOMICS，2010,2（3）：228-255

其他Claudia Goldin学术成果，可扫描二维码4.StevenT. Berry&James A. Levinsohn&Ariel Pakes获奖原因：对随机系数Logit模型需求的估计合作文章：

1. StevenBerry,JamesLevinsohn,ArielPakes.Voluntary Export Restraints on Automobiles: Evaluating a Trade Policy. American Economic Review.1999, Vol. 89 Issue 3, p400-430

2. Pakes, Ariel Berry, Steven Levinsohn, James A .StevenBerry,JamesLevinsohn,ArielPakesApplications and limitations of some recent advances in empirical industrial organization: Price...American Economic Review. 1993, Vol. 83 Issue 2, p240

3. Berry, Steven Levinsohn James Pakes, Ariel.AUTOMOBILE PRICES IN MARKET EQUILIBRIUM. Econometrica. 1995, Vol. 63 Issue 4, p841-890

4. Berry, Steven Levinsohn, James Pakes, Ariel.Differentiated Products Demand Systems from a Combination of Micro and Macro Data: The New Car Market.Journal of Political Economy. Feb2004 Part1 of 2, Vol. 112 Issue 1, p68-105

Steven T. Berry，美国耶鲁大学经济学教授（David Swensen Professor），托宾中心经济政策学术主任（Jeffrey Talpins Faculty Director）部分学术成果：

1. Identification of Nonparametric Simultaneous Equations Models With a Residual Index Structure，ECONOMETRICA，2018，86（1）：289-315

2. Do Increasing Markups Matter? Lessons from Empirical Industrial Organization，Journal of Economic Perspectives. Summer2019, Vol. 33 Issue 3, p44-68

3. THE PURE CHARACTERISTICS DEMAND MODEL. International Economic Review. Nov2007, Vol. 48 Issue 4, p1193-1225

James A. Levinsohn，美国耶鲁大学杰克逊全球事务研究所主任、全球事务教授（Charles W. Goodyear Professor），经济学和管理学教授部分学术成果：1.AUTOMOBILE PRICES IN MARKET EQUILIBRIUM，Econometrica. 1995, Vol. 63 Issue 4, p841-890。

2.Prospective analysis of a wage subsidy for Cape Town youth. Journal of Development Economics. May2014, Vol. 108, p169-183.

Ariel Pakes，美国哈佛大学经济系教授（Thomas Professor）部分学术成果：1. Pakes A, Sobel J. Parag Pathak: Winner of the 2018 Clark Medal. Journal of Economics Perspectives. 2019;33 (1) :231-246.

2. Ho K, Pakes A, Shepard M. The Evolution of Health Insurer Costs in Massachusetts, 2010-12. Review of Industrial Organization. 2018;53 (1) :117-137.

3. Doraszelski U, Lewis G, Pakes A. Just Starting Out: Learning and Equilibrium in a New Market. American Economic Review. 2018;108 (3) :565-615.

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