Ekonometrija

**Ekonometrija** se bavi primjenom statističkih metoda na ekonomske podatke. Ekonomisti koriste statistiku za testiranje svojih teorija ili pravljenje predviđanja budućih kretanja u ekonomiji. Pošto ekonomski podaci nisu eksperimentalne prirode, a nerijetko se javljaju i slučajnosti, u ekonometriji se koriste stohastički umjesto determinističkih modela.

## Historija

Prednosti primjene matematike i statistike na oblast ekonomije su uočene vrlo brzo. U drugom dijelu 17. vijeka, Sir Vilijam Piti je 1676. godine objavio jedan veoma važan članak o metodološkim osnovama ekonometrije. Po DŽejfiju  Lion Valras, profesor na Univerzitetu Luizijane je prepoznat kao začetnik ekonomske teorije opšte ravnoteže koja se smatra teorijskom osnovom moderne ekonomije.

29. decembra 1930. godine u Klivlendu, grupa ekonomista, statističara i matematičara je osnovala „Društvo ekonometrije“ s ciljem promovisanja matematičkih i statističkih teorija u vezi s ekonomijom. Tada je osnovan dvomjesečni časopis „Econometrica“ koji se prvi put pojavio u januaru 1933. godine. Razvoj simultanih modela jednačina koje bi se mogle koristiti u vremenskim serijama za ekonomska predviđanja, bio je momenat kada je ekonometrija postala posebna oblast ekonomije. Simultani modeli su i danas veoma bitan dio ekonometrije.

## Reference

## Literatura

* 
* Giovanini, Enrico ''Understanding Economic Statistics'', OECD Publishing. 
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* *Handbook of Statistics*, v. 11, *Econometrics* (1993), Elsevier. Links to first-page chapter previews.
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* 
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* Judea Pearl (2009, 2nd ed.). *Causality: Models, Reasoning and Inference*, Cambridge University Press, Description, TOC, and preview, ch. 1-10 and ch. 11. 5 economics-journal reviews, including Kevin D. Hoover, *Economics Journal*.
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* Ludwig von Auer: *Ökonometrie.* 4. Auflage, Springer, Berlin 2007, 
* William H. Greene: *Econometric Analysis.* 5. Auflage, Prentice Hall International, 2002,  englischsprachiges Standardlehrbuch
* Peter Hackl: *Einführung in die Ökonometrie.* Pearson Studium, München 2004, 
* Ullrich Heilemann, Werner Gaab, Jürgen Wolters: *Arbeiten mit ökonometrischen Modellen.* Physica-Verlag, 2004, 
* Volker Oppitz und Volker Nollau: *Taschenbuch Wirtschaftlichkeitsrechnung.* Carl Hanser Verlag, 2003, 

## Vanjske veze
* Journal of Financial Econometrics
* Econometric Society
* The Econometrics Journal
* Econometric Links 
* Teaching Econometrics (Index by the Economics Network (UK))
* Applied Econometric Association 
* The Society for Financial Econometrics 
* The interview with Clive Granger - Nobel winner in 2003, about econometrics