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M U

L KINH T LNG L G ?
Cho n nay chua c mt cu tr li dc mi ngi cng chp nhn cho cu
hi ny .Thut ng ting Anh "Econometrics" c ghp t hai gc t "Econo" c
ngha l "Kinh t v Metrics c ngha l "o lmg". Thut ng ny do gio s
kinh t hc ngi Na-Uy l A.K.Ragnar Frisch- gii thng Nobel v kinh t hc
(1969) cng vi J.Tinbergen, s dng ln tin vo khong nm 1930.
Kinh t lng c ngha o lng kinh t. Mc d o lmg kinh t l mt ni
dng quan trng ca kinh t lng nhng phm vi ca kinh t lng rng hn
nhiu.iu c th hin thng qua mt s' nh ngha sau y:
- Kinh t lng bao gm vic p dng thng k ton cho cc s liu kinh t
cng c v mt thc nghim cho cc m hnh do cc nh kinh t ton xut v
tm ra li gii bng s.a)
- Kinh t lng c th c nh ngha nh l s [fhn tch v lng cc vn
kinh t hin thri da trn vic vn dng ng thi l thuyt v thc t c tic
hin bng cc phng php suy on thch hp.<2)
- Kinh t lng c th c xem nh l mt khoa hc x hi trong cc cng
c ca l thuyt kinh t, ton hc v suy on thng k c p dng phn tch
cc vn kinh t.(3)
- Kinh t lng quan tm n vic xc nh v thc nghim cc lut kinh t.<4)
TTiut ng "Econometrics"" c dch sang ting Vit l "Kinh t lng hc''
hoc "o lng kinh t, ngn gn hn l "Kinh trc". C nhng nh ngha, quan
nim khc nhau v kinh t lng bt ngun t thc t: cc nh kinh t lng trc
ht v phn ln h l cc nh kinh t c kh nng s dng l thuyt kinh t ci
tin vic phn tch thc nghim v cc vn d m h t ra. H ng thi l cc
nh kinh t ton- m hnh ho l thuyt kinh t theo cch lm cho l thuyt kinh
t ph hp vi vic kim nh gi thit thng k. H cng l nhng nh k ton - '
tm kim, thu thp cc s liu kinh t, gn cc bin kinh t l thuyt vi cc bin
quan st c. H cng l cc nh thng k thc hnh- s dng k thut tnh ton
c lng cc quan h kinh t hoc d bo cc hin tng kinh t.

(1) Gerhard Tinlner, Methodology

of Mathematical Economics
and
Econometrics, The University of Chicago Press,Chicago, 1968, p .74 .
(2) P-ASammuelson, T.C.Koopmans, and jp.N.Stone, " Report o f the Evaluative
Committee for Economelrica", Econome trica.vol 22, no. 2, April 1954,pp. 141-146.
(3) ArthurS.Goldherger, Economet lie Theoiy, John Wiley & Sons, Inc.
(4) HJheil, Principles o f Econometrics, John Wiley & Sons, Inc.
5

M U

L KINH T LNG L G?
Cho n nay cha c mt cu tr li c mi ngi cng chp nhii cho cu
hi ny .Thut ng ting Anh "Econometrics" c ghp t hai gc t "Econo" c
ngha l "Kinh t v Metrics c ngha l "o lng". Thut ng ny do gio s
kinh t hc ngi Na-Uy l A.K,Ragnar Frisch- gii thng Nobel v kinh t hc
(1969) cng vi J.Tinbergen, s dng ln tin vo khong nm 1930.
. Kinh t lng c ngha do lng kinh t. Mc d o lng kinh t l mt ni
dng quan trng ca kinh t lng nhng phm vi ca kinh t lng rng hn
nhiu.iu c th hin thng qua mt s' nh ngha sau y:
- Kinh t lng bao gm vic p dng thng k ton cho cc s liu kinh t
cng c v mt thc nghim cho cc m hnh do cc nh kinh t ton xut v
tm ra li gii bng s.(1>
- Kinh t lng c th c nh ngha nh l s hn tch v lng cc vn
kinh t hin thi da trn vic vn dng ng thi l thuyt v thc t c thc
hin bng cc phng php suy on thch hp.c)
- Kinh t lng c th c xem nh l mt khoa hc x hi trong cc cng
c ca l thuyt kinh t, ton hc v suy on thng k c p dng phn tch
cc vn kinh t.<3)
- Kinh t lng quan tm n vic xc nh v thc nghim cc lut kinh t.(4)
Thut ng "Econometrics"" dc dch sang ting Vit l Kinh t lng hc''
hoc "o lmg kinh t", ngn gn hn l "Kinh trc". C nhng nh ngha, quan
nim khc nhau v kinh t lng bt ngun t thc t: cc nh kinh t lng trc
ht v phn ln h l cc nh kinh t c kh nng s dng l thuyt kinh t ci
tin vic phn tch thc nghim v cc vn m h t ra. H ng thi l cc
nh kinh t ton- m hnh ho l thuyt kinh t theo cch lm cho l thuyt kinh
t ph hp vi vic kim nh gi thit thng k. H cng l nhng nh k ton - '
tm kim, thu thp cc s liu kinh t, gn cac bin kinh t l thuyt vi cc bin
quan st c. H cng l cc nh thng k thc hnh- s dng k thut tnh ton
uc lng cc quan h kinh t hoc d bo cc hin tng kinh t.

(1) Gerhard Tintner, Methodology

of Mathematical Economics
and
Econometrics, The University of Chicago Press,Chicago, 1968, p.74 .
(2) PASammuelson, T.C.Koopmans, and J^i.N.Slone, " Report o f the Evaluative
Committee for Econometrica", Econome tricaol 22, no. 2, April 1954,pp. 141-146.
(3) ArthurS.Goldherger, Economet ric Theory. John Wiley & Sons, Inc.
(4) H.Theil, Principles o f Econometrics, John Wiley & Sons, Inc.
5

Trn cc lnh vc khc nhau, ngi ta c cc quan niem khc nhau v kinh t'
lng. Tuy vy, theo cc quan dim trn th kinh t lng la s kt hp cc l
thuyt kinh t, kinh t ton, thng k kinh t, thng k toan nhng n vii l 'tt 1
mn c lp v nhng l do sau y:
- Cc l thuyt kinh t thng nu ra cc gi thuyt hay cc gi thit. Phn ln
cc gi thuyt ny ni v cht.

V d: kinh t hc vi m khng nh Tng trong cc iu kin khc khng tha

i nu gim gi v mt loi hng ho no th s lm tng lng cu v loi
hng ho ny v ngc li. D rng l thuyt kinh t c khng nh quan h
nghch bin gia gi ca v lng cu nhung l thuyt ny khng a ra mt s o
bng s v quan h gia chng, khng ni cho ta bit lng cu s tng hoc
gim bao nhiu nu ta gim hoc tng mt n v gi c. Cc nh kinh t lung s
cho chng ta c lng bng s v cc con s ny.
- Ni dung chnh ca kinh t ton l trnh by l thuyt kinh t di dng ton
hc (cc phng tn h v bt phng trnh), nu thiu cc m hnh ton hc th
khng th o hoc kim tra bng thc nghim l thuyt kinh t. Kinh t lng ch
yu quan tm n kim inh v mt thc nghim cc l thuyt kinh t. Kinh t'
lng thng s dng cc phng trnh ton hc do cc nh kinh t ton
xut v t cc phng trnh di dng ph hp kim nh bng thc nghim.

Thng k kinh t ch yu lin quan n vic thu thp, x l v trnh by cc

s liu. Nhng s liu ny l nh&ng s liu th di vi Kinh t lng. Thng k
kinh t khng i xa hn, khng lin quan n vic s dng s liu kim tra
cc gi thuyt kinh t.
- Cc s liu kinh t l cc | liu khng phi do cc cuc th nghim dem li,
chng nm ngoi s kim sot ca tt c mi ngucri. Cc s liu v tiu dng, tit
kim, gi c,... do cc c quan Nh nc hoc t nhn thu thp u l cc s liu
phi thc nghim. Cc s liu ny cha sai s ca php o. Kinh t lng phi s
dng cc cng c, phng php ca thng k ton tm ra bn cht ca cc s
liu thng k.

n . PHNG PHP LUN CA KINH T LNG

Phn tch kinh t lung c thc hin theo cc bc sau y:
1. Nu ra cc gi thuyt hay gi thit v cc mi quan h gia cc bin kinh
t. Chng hn kinh t v m khng nh rng mc tiu dng cua cc h gia nh
ph thuc theo quan h cng chiu vi thu nhp kh dng ca h.
2. Thit lp cc m hnh ton hc m t mi quan h gia cc bin s ny
Chng hn:
Y = p, + Pj X + u
trong , Y :C tieu cho tiu dng ca mt h gia nh,
X :Thu nhp kh dng ca h gia nh
P (:H s chn, p2: H s gc, u: Yu t ngu nhin.

S tn ti ca yu t ngu nhin bt ngun t mi quan h gia cc bin kinh

t ni chung l khng chnh xc.
3. Thu thp s liu: c lng cc tham s ca m hnh, cn phi thu thp
s liu. Kinh t lng i hi kch thc mu kh ln.
4. c lng cc tham s ca m hnh nhm nhn c s o v mc nh
hng ca cc bin vi cc s liu hin c. Cc c lng ny l cc kim nh
thc nghim cho l thuyt kinh t.
5. Phn tch kt qu: Da trn l thuyt kinh t plkn tch v nh gi kt
qu nhn c. Xt xem cc kt qu nhn c c ph hp vi l thuyt kinh t
khng, kim inh cc gi thit thng k v cc c lng nhn c. Trong m
hnh:
Y= p, +p2X + u,
nu c lng ca p 2 l s dng
v nh hn 1 th c lng ny l
hp l v mt kinh t. Trong trng
hp ngc li ( < 0 hoc > 1) th
khng ph hp v mt kinh t. Khi
cn phi tm ra mt m hnh
ng.
Ngoi phn tch v mt kinh t
cn phi phn tch v k thut
cc yu cu v mt ton hc.
6 . D bo Nu nh m hnh ph
hp vi l thuyt kinh t th c th s
ng m hnh d bo. D bo gi
tr trung bnh hoc d bo gi tr c
bit.

7. Ra quyt nh: bo bo tnh

hin thc ca d bo cn c cc
chnh sch, cc gii php tng ng.
Cc bc trn y c nhim v khc nhau trong qu trnh phn tch mt vn kinh
t v chng c thc hin theo mt trnh t nht nh. Tm ra bn cht mt vn
kinh t l mt vic khng n gin. V vy, qu trnh trn y phi c thc hin
nhiu ln nh l cc php lp cho n khi chng ta thu c mt m hnh ng. C
th minh ha qu trnh phn tch kinh-t lng mt vn kinh t bng s trn.

Nhng iu ni tran y cho thy r ni dung nghin cu di tng v mc

ch, cng nh cng c v cch tip cn trong nghien cu ca b mn khoa hc
ny. Chnh v vy, t khi ra i n nay kinh t lng d em' li cho cc nh
kinh t mt cng c do lng sc bn o cc quan he kmh t Ngy nay.
phm vi s dng ca kinh t lng s vt qu phm vi kinh t ian sang cc
lnh vc khc nh x hi hc, v tr hc... Trong 30 nm gn day kinh t lng l
mt b phn khng th thiu c trong chung trnh o to cc cn b kinh t
ca hu ht cc nc trn th gii. S cc u sch Yt V kinh t lng, bao
gm cc sch gio khoa bc i hc v sau i hc, cc sch chuyn kho,
cng nh cc ti liu thc hnh, cc chuyin san v thuyt v ng dng knh t
lng, tr nn ht sc phong ph. S i hi phi phn tch nh lng cc hin
tng kinh t, kim nh s ph hp v tin cy ca cc gi thuyt trong qu
trnh hoch nh chnh sch v m cng nh ra cc quyt nh tc nghip, vic d
bo v d on c tin cy cao..., tt c lm cho kinh t lng hc c mt
vai tr ngy cng quan trng v bn than n cng khng ngng c pht trin
v hon thin. S pht trin ca my tnh in t lm ra rng sc mnh ca
kinh t i lng. iu , gip cc nh kinh t kim chng c cc l thuyt kinh
t c thch hp hay khng, dn ti nhng quyt nh ng n trong hot ng
kinh doanh tc nghip v hoch nh cc chnh sch v chin lc kinh t x hi.
Cng vi vic ging dy kinh t vi m v kinh t v m, th kinh t lng l mt
mn khng th thiu uc. Nu nh kinh t v m m t s vn ng ca ton b
nn kinh t, kinh t vi m m t hnh vi ca ngi sn xut v ngi tiu dng,
th kinh t lucmg trang b cho nh kinh t mt phng php lng ho v phn tch
s vn ng v cc hnh vi trn. Ba mn ny s trang b nhng kin thc c s
hc sinh v cc nh kinh t i vo cc chuyn ngnh hp.

CHNG I
MA HNH HI QUY HAI BIN
MVi TNG C BN

Hi quy l mt cng c c bn ca o lng kinh t. Phn tch hi quy gii

quyt nhng vn d c th g, phn tch hi quy khc vi cc phn tch khc nh
th no, c s thng tn phn tch hi quy l g, v sao phi xy dng m hlnh
h'i quy...? Cc vn d trn v bn cht ca chng s c cp mt cch vn tt
trong chng ny.
Thut ng "Hi quy" c Francis Galon s dng vo nm 1886. Trong
mt bi bo ni ting ca mnh, ng cho rng c mt xu hng v chiu cao ca
nhng a tr do cha m cao khng bnh thng hoc thp khng bnh thng sinh
ra. Ngi ta gi xu hung ny l lut Galton. Trong bi bo ca mnh Galton dng
cin t "regression to mediocrity" - quy v trung bnh. T vn hi quy c
nhiu ngi quan tm v hon thin, cc ng dng ca phn tch hi quy d c ni
dung rng hn nhiu.
1.1. PHN TCH HI QUY
Phn tch hi quy nghin cu mi lin h ph thuc ca mt bin (gi l bin
ph thuc hay bin dc gii thch) vi mt hay nhiu bin khc (c gi l (cc)
bin c lp hay gii thch) nhm c lng v/ hoc d bo gi tr trung bnh ca
bin ph thuc vi cc gi tr bit ca (cc) bin c lp.
Ta xem xt cc th d sau y:
T h d 1.1
a.
Lut Galton Karl Pearson nghin cu s ph thuc chiu cao ca cc chu
trai vo chiu cao ca b nhng a tr ny. ng xy dng c th chi ra
phn b chiu cao ca cc chu trai ng vi chiu cao ca ngi cha. Qua m hnh
ny c th thy:
Th nht, vi chiu cao bit ca ngi cha th chiu cao ca cc chu trai s
l mt khong, dao ng quanh gi tr trung bnh;
Th hai, chiu cao ca cha tng th chiu cao ca cc chu trai cng tng. M
hnh ny gii thch c iu m Galton t ra v cn c ng trong d bo.

Hnh 1.1.

Tip tc nghin cu vn d trn, Karl Pearson pht hin ra rng: chiu cao
trung bnh ca cc chu trai ca nhm b cao nh hn chiu cao ca b v chiu
cao trung bnh c <^c chu trai ca nhm b thp ln hn chiu cao ca b. iu
ny duc th hin: h \ gc ca ng thng trn hnh 1.1 nh hn 1 .
Trong th d ny, chS cao ca cc chu trai l bin ph thuc, chiu cao ca
ngi b l bin c lp.
b. Mt ngi nghin cu s ph thuc ca lng cu v mt lot hng ha vo
gi bn thn hng ha, thu nhp ca ngui tiu dng v gi ca nhng hng ha
khc cnh tranh vi hng ha ny.
Trong trng hp ny, lng cu l bin ph thuc, gi ca bn thn hng ha,
ca cc hng ha cnh anh, v thu nhp ca ngi tiu dng l cc bin c lp.
c. Mt nh kinh t lao ng nghin cu t l thay i ca tin lng trong
quan h vi t l tht nghip a ra th hnh 1.2. ng cong trn hnh 1.2
c gi l ng cong Phillips, trong : t l thay i ca tin lng l bin ph
thuc, t l tht nghip - bin c lp. M hnh cho php d on uc s thay i
trung bnh ca t l tin lung vi mt t l tht nghip nht nh.
I'
d. Trong iu kin cc yu t khc khng thay i, t l lm pht cng cao th
t l thu nhp ca nhn dn c gi di dng tin mt cng t.
05 th minh ha iu bng th hnh 1.3.

10

Hnh 1.2

Hnh 1 3

Ta c th a ra c rt nhiu v d v s ph thuc ca mt bin vo mt

hoc nhiu bin khc. K thut phn tch hi quy gip ta nghin cu mi quan l
nh vy gia cc bin.
Cc k hiu: Y - bin ph thuc [hay bin c gii thch]
Xi - bin c lp [hay bin gii thch] th i
Trong , bin ph thuc Y l i lng ngu nhin, c quy lut phn b xc
sut, cc bin c lp X khng phi l bin ngu nhin, gi tr ca chng c
cho trc.
Phn tch hi quy gii quyt cc vn d sau y:
l U6 c lng gi tr trung bnh ca bin ph thuc vi gi tr cho ca bin
c lp.
2. Kim nh gi thit v bn cht ca s ph thuc.
3. D on gi tr trung bnh ca bin ph thuc khi bit gi tr ca cc bin
c lp.
4. Kt hp cc vn trn.
Trong phn ch hi quy chng ta phn bit cc quan h sau y:
1. Q an h thng k v quan h hm s
Vn mu cht trong phn tch hi quy l s ph thuc thng k ca bin
ph thuc vo mt hay nhiu bin gii thch. Bin ph thuc l i lng ngu
nhin, c phn b xc sut. Cc bin gii thch th gi tr ca chng bit. Bin
ph thuc l ngu nhin v c v vn nhn t tc ng n n m trong m hnh ta
11