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Džejms Hekman i
Danijel Mekfaden
Nobelova nagrada za 2000.
DOPRINOS
RAZVOJU
ANALIZE
SELEKTIVNIH
UZORAKA I
DISKRETNIH
IZBORA
pregledni naučni članak
Svetlana Pantelić
Udruženje banaka Srbije
svetlana.pantelic@ubs-asb.com
Rezime
Nobelovu nagradu iz ekonomije za
2000. godinu dobili su Džejms Hekman i
Danijel Mekfaden iz SAD. Džejms je postao
nobelovac ostvarivši doprinos razvoju teorije i
metodologije za analizu selektivnih uzoraka a
Danijel je ovo priznanje dobio za razvoj teorije i
metodologije za analizu diskretnih izbora.
Ključne reči: Nobelova nagrada, ekonomija,
analiza,
selektivni
uzorci,
diskretni
izbori, javni programi, tržište rada,
nezaposlenost, mikropodaci, ekonometrika,
makroekonometrija, životna sredina
JEL klasifikacija: B31, C81, J48
Rad primljen: 03.08.2011.
Odobren za štampu: 31.08.2011.
UDK 33:929 Hekman Dž. ; 33:929 Mekfaden D.
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James Heckman and
Daniel McFadden
Nobel Prize for 2000
CONTRIBUTION
TO THE
DEVELOPMENT
OF ANALYSIS
OF SELECTIVE
SAMPLES AND
DISCRETE
CHOICES
scientific review article
Svetlana Pantelić
Association of Serbian Banks
svetlana.pantelic@ubs-asb.com
Summary
Nobel Prize in Economics for 2000 was
awarded to James Heckman and Daniel
McFadden from the USA. James won the Prize
for his contribution to the development of
theory and methodology for selective samples
analysis, and Daniel for his development of
theory and methodology for discrete choices
analysis.
Key words: Nobel Prize, economy, analysis,
selective samples, discrete choices, public
programs, labour market, unemployment,
microdata, econometrics, macroeconometrics,
environment
JEL Classification: B31, C81, J48
Paper received: 03.08.2011
Approved for publishing: 31.08.2011
UDC 33:929 Hekman Dž. ; 33:929 Mekfaden D.
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7 - 8 2011
Z
a 2000. godinu
N o b e l o v u
nagradu
iz
ekonomije dobila su dva
Amerikanca:
Džejms
Hekman iz Čikaga - Ilinois
i Danijel Mekfaden iz
Rejlija - Severna Karolina.
Džejms je nagradu dobio
za razvijanje teorije i
metodologije za analizu
selektivnih uzroka, a
Danijel za razvijanje
teorije i metodologije za
analizu diskretnih izbora.
Veliki je doprinos
Džejmsa Hekmana u
razvoju
metode
r u k o v o đ e n j a
s e l e k t i v n i m
p r i m e r i m a
na
statistički
z a d o v o l j a va j u ć i
način. Pokazao je,
takođe, kako slične
metode mogu biti
korišćene za procenu
uticaja
javnih
programa na tržištu
rada i edukativnih
programa, kao i
za procenu uticaja
trajanja nezaposlenosti na
verovatnoću pronalaženja
posla.
Ništa
manji
doprinos
ekonomskoj
nauci nije dao Danijel
Mekfaden koji je pokazao
kako
se
statistički
rukovodi fudamentalnim
a s p e k t i m a
mikropodataka, odnosno
podataka o najvažnijim
životnim odlukama, kao
što su pravac školovanja,
izbor zanimanja, mesto
stanovanja, bračni status,
broj dece, što su sve
"diskretni izbori".
Džejms Hekman:
lepota eksperimenta
i spajanja teorije i
prakse
Sa
roditeljima
i
sestrom Džin Elen živeo
je u Čikagu od svog
rođenja 1944. do 1956.,
a potom u Kentakiju i
Oklahomi (od 1957. do
1958.). Jug SAD-a na njega
ostavlja neizbrisivi trag
zbog prisutnog sistema
rasne
diskriminacije.
Utisak je bio tako snažan
da ga je motivisao da se
celog života bavi
izučavanjem statusa
crnaca u Sjedinjenim
Državama i načinima
da se taj status
popravi.
Srednju školu je
završio u Lejkvudu,
predgrađu Denvera
(Kolorado).
Na
njegov intelektualni
razvoj
presudan
uticaj
imao
je
Frenk Openhajmer,
i s t a k n u t i
eksperimentalni fizičar,
čiji je brat Robert
učestvovao na projektu
izrade atomske bombe
tokom Drugog svetskog
rata. Zahvaljujući Frenku
spoznao je svu lepotu
eksperimentalne nauke
i zadovoljstvo spajanja
teorije sa praktičnim
dokazima. Iako kasnije
napušta fiziku da bi
se bavio ekonomijom,
njegov entuzijazam za
empirijski rad, vođen
teorijom, vuče korene iz
tog doba.
Zahvaljujući spletu
srećnih okolnosti dobija
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N
obel Prize in Economics for 2000 was
awarded to two Americans: James
Heckman from Chicago, Illinois, and
Daniel McFadden from Raleigh, North Carolina.
James won the Prize for his development of
theory and methodology for selective samples
analysis, and Daniel for his development of
theory and methodology for discrete choices
analysis.
James Heckman largely contributed to
the development of methods for handling
selective samples in a statistically satisfactory
way. He also showed how similar methods can
be used to evaluate the effect of public labour
market programs and educational programs,
and to estimate the
effect of length of
unemployment on
the probability of
getting a job. Equally
large contribution
to the economic
science was that of
Daniel McFadden,
who showed how to
statistically handle
fundamental aspects
of microdata, namely
data on the most important decisions we make
in life: the choice of education, occupation,
place of residence, marital status, number of
children, the so-called discrete choices.
James Heckman: The Beauty of
Experimental Science and Pleasure of
Matching Theory to Evidence
With his parents and sister, Jean Ellen,
James lived in Chicago from his birth in 1944
until 1956, when they moved to Kentucky and
then to Oklahoma (1957-1958). The American
South left lasting impressions on him as he
encountered the system of racial discrimination.
These impressions were so strong that they
motivated his lifelong study of the status of
African Americans in the USA, and the sources
of improvement of that status.
He spent his high school years in Lakewood,
Colorado, a suburb of Denver. A decisive
influence on his intellectual development
was Frank Oppenheimer, a distinguished
experimental physicist, whose brother Robert
took part in the development of the atomic
bomb in World War II. Under his guidance, he
learned the beauty of experimental science and
the pleasure of matching theory to evidence.
Although he later abandoned physics for
economics, his enthusiasm for scientific
empirical work guided by theory was born in
this period.
Through a series of fortuitous circumstances,
he gained a scholarship and attended Colorado
College, where he received a good education.
He majored in mathematics, but also took a
wide array of liberal arts courses, including
a course on economic development. Reading
Adam Smith, David
Ricardo,
Arthur
Lewis and others
shaped his desire
to
learn
more
about
economics.
Therefore,
after
college, he attended
the
University
of
Chicago
in
e c o n o m i c s ,
where he found
Milton
Friedman
fascinating. He then transferred to Princeton
University, in large part because of Arthur
Lewis and his work on economic development.
During his studies, he was drawn to labour
economics and econometrics.
After graduation, he was offered a position
at Columbia University, and learned a lot
from his colleagues there due to the open and
encouraging atmosphere. In the summer of
1974, he visited the working group of Daniel
McFadden at Berkeley. His ability to unite
theory and evidence to solve practical problems
enabled him to create his own approach to
empirical work. In 1973 he was recruited by the
University of Chicago, where he has remained
ever since, except for an occasional leave and a
two year appointment at Yale.
He underlines that he greatly enjoys
working with students, which is one of the
greatest pleasures of academic life. Since 1991,
the American Bar Foundation has supported
his work on the impact of law on the economy.
Since 1979 he has been married to Lynne
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7 - 8 2011
stipendiju i upisuje se na Univerzitet u Koloradu
gde stiče odlično obrazovanje. Matematika mu
je bila, uz mnoštvo drugih, glavni predmet,
uključujući i kurs na temu ekonomskog razvoja.
Čitajući dela Adama Smita, Dejvida Rikarda,
Artura Luisa i drugih poželeo je da nauči mnogo
više o ekonomiji. Zbog toga je posle koledža
otišao da studira ekonomiju na Univerzitetu u
Čikagu, gde ga je fascinirao Milton Fridman.
Potom prelazi na Prinston Univerzitet, najviše
zbog Artura Luisa i njegovog rada na temu
ekonomskog razvoja. Na studijama ga naročito
privlače ekonomija rada i ekonometrika.
Posle diplomiranja zapošljava se na
Kolumbija univerzitetu gde je u otvorenoj
i podsticajnoj atmosferi mnogo naučio od
svojih kolega. U leto
1974. godine posetio
je radnu grupu
Danijela Markfadena
na Berkliju. Njegova
sposobnost da spoji
teoriju i rešavanje
praktičnih problema
omogućila mu je da
ostvari
sopstveni
pristup empirijskom
radu. Prelazi 1973.
godine na Univerzitet
u Čikagu na kome, izuzev povremenih kraćih
odsustva i dve godine na Jejlu, ostaje do danas.
Ističe da uživa u radu sa studentima i da mu
to predstavlja jedno od najvećih zadovoljstava
koje mu pruža akademski život. Od 1991.
godine Američka advokatska komora podržava
njegov rad na proučavanju uticaja prava na
ekonomiju.
Od 1979. godine oženjen je sa Lin Petler.
Ima dvoje dece: Džonatana, rođenog 1982.
godine, izvrsnog matematičara i Almu (1986.)
talentovanu glumicu.
Danijel Mekfaden: vaspitan da
položaj i nagrade nisu najvažniji
Danijel Mekfaden rodjen je 1937. godine.
Otac mu je imao samo 4 razreda škole, ali je
zahvaljujući svojoj prirodnoj inteligenciji i
brzom računanju već sa 14 godina počeo da
radi kao knjigovođa u lokalnoj banci. Majka
mu je bila diplomirani arhitekta. Završila je
Univerzitet u Minesoti 1922. godine a master
na Univerzitetu Kolumbija. Nakon venčanja
roditelji mu 1936. godine odlaze da žive na
udaljenoj farmi, bez struje i tekuće vode, u
ruralnim predelima Severne Karoline, vodeći
skroman, nekonvencionalan život. Otac je
obožavao da skuplja i čita knjige i imao je
bogatu biblioteku u kojoj je Danijel voleo da
boravi. Nakon dolaska na farmu majka mu se
zaposlila kao profesor matematike u srednjoj
školi.
Odrastao je želeći da postane upravnik farme
ili romansijer, poput Tomasa Vulfa. Vaspitan je
da bude skroman, da uživa u plodovima svoga
rada i da mu borba za položaj i nagrade ne bude
glavni cilj. Pohađao je seoske škole u Severnoj
Karolini i bio odličan
đak. Zbog peticije
koju je pokrenuo
među đacima kako
bi izdejstvovao veću
slobodu
kretanja
izbačen je iz srednje
škole 1953. godine.
Kako ističe danas to
mu je otvorilo nove
vidike. Godinu dana
je radio kod ujaka
na farmi, a sa 16
godina položio je prijemni ispit za Univerzitet u
Minesoti. Sa 19 godina završio je fakultet gde je
fizika bila glavni predmet, sa najvišim ocenama.
Dok je bio na studijama zaposlio ga je
profesor Džon Vinkler u svojoj laboratoriji za
izučavanje kosmičkih zraka gde je dizajnirao i
napravio rendgenski teleskop i jedan rani oblik
tranzistora-kompjutera za obradu podataka
i telemetriju. Uskoro se zainteresovao za
psihološka merenja. Nastavio je studije fizike u
Minesoti, ali je počeo da se zanima za obrasce
ljudskog ponašanja. Uspeo je da se 1958. godine
uključi u ambiciozni Program obuke u oblasti
bihevioralnih nauka u Minesoti.
Zahvaljujući saradnji sa istaknutim
profesorima ekonomije uzima ekonomiju za
glavnu oblast svojih istraživanja i 1960. godine
prijavljuje doktorsku disertaciju. Nakon
završetka disertacije 1962. godine odlazi na
Pitsburg univerzitet gde radi kao saradnik.
Naredne godine zapošljava se na Berkli
univerzitetu. Na MIT univerzitet, katedra
141
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7 - 8 2011
Pettler. They have two
children: Jonathan, born
in 1982, an aspiring
mathematician,
and
Alma (1986), a gifted
actress.
Daniel McFadden:
Taught to Avoid
Being Drawn into
Competition for
Status and Rewards
Daniel McFadden was
born in 1937. His father
had only four years of
formal schooling, but
thanks to his inborn
intelligence
and
excellent calculating
skills, at the age of 14
he was hired to keep
books for the local
bank. His mother
received a degree
in architecture from
the University of
Minnesota in 1922,
and a master degree
from
Columbia
University.
After
their wedding, in
1936 his parents
settled on a remote
farm in rural North
Carolina, and led an
unconventional life, with
no electricity or running
water. His father was a
great collector and reader
of books, and had an
impressive library which
Daniel adored. Upon
their arrival at the farm,
his mother became a
high school mathematics
teacher.
Daniel grew up
planning to become a
farm agent, or a novelist
in the style of Thomas
Wolfe. His parents
taught him to be modest,
to take satisfaction from
work done well, and
avoid being drawn
into competition for
status and rewards. He
attended rural schools in
North Carolina and was a
good student. Due to the
petition drive he started
among his classmates
demanding
greater
freedom of off-campus
movement for students,
he got suspended from
highschool in 1953. As
he underlines today,
that gave him an
opportunity to seek
new horizons. He
worked for a season
on an uncle’s farm,
and at age 16 entered
the
University
of Minnesota by
examination. At the
age of 19 he received
a B.S. in Physics with
highest honours.
While still an
u n d e r g r a d u a t e ,
he was hired by
Prof. John Winckler to
work in his Comic Ray
Laboratory, where he
designed and built an
X-ray telescope, and a
very early transistorized
computer
for
data
processing and telemetry.
Soon he developed an
interest in psychological
measurement.
He
continued his studies
in physics at Minnesota
University, but was
strongly attracted to
the study of human
behaviour. In 1958 he
gained admission to
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za ekonomiju, prelazi 1977. godine. Ovaj
univerzitet nije imao katedru za statistiku već
Centar za statistička istraživanja u kome 1986.
godine postaje direktor. Na Berkli univerzitet
vraća se 1991. godine da bi iskoristio prednosti
njegovih resursa u oblasti statistike i oformio
Laboratoriju za ekonometriku. Pored redovnih
predavanja bio je i gostujući profesor na
univerzitetima u Čikagu, Jejlu i na Tehnološkom
institutu Kalifornija.
Oženio se sa Beverli Tito Simboli 1962.
godine i ima troje dece, Ninu, Roberta i
Rejmonda, i troje unučadi. Supruga mu je
profesionalni fotograf.
Danijelova istraživanja odnose se na razvoj
teorije i metodologije analize diskretnog izbora
(između konačnog skupa alternativa), koji se
veoma često susreće u makroekonomskim
istraživanjima. Značajan je i njegov doprinos
u oblasti teorije proizvodnje i ekonomike
zaštite životne sredine. Osnovna karakteristika
njegovog rada je istovremeno razvoj teorije
i metodologije i njihova primena u rešavanju
brojnih ekonomskih problema.
Problem diskretnog izbora je veoma prisutan
u ekonomiji i drugim društvenim naukama.
Veoma često je predmet makroekonometrijskog
modeliranja izbora pojedinca između
ograničenog skupa alternativa. Na primer,
učešće pojedinaca u radnoj snazi, izbor
zanimanja, mesto stanovanja ili prevoznog
sredstva, predstavljaju primere istraživanja
u kojima je zavisna promenljiva prekidna.
Modelom može biti predstavljen binarni izbor,
ali se proširivanjem skupa mogućih alternativa
model usložnjava i postaje model višestrukog
izbora. Ekonometrijski pristup Mekfadena
izbor pojedinca tretira deterministički.
Značajan doprinos ostvario je u razvoju
brojnih oblasti primenjenih ekonomskih
istraživanja. Tokom šezdesetih i sedamdesetih
godina intenzivno je proučavao problematiku
ekonometrijskog modeliranja proizvodnje.
Uspostavio je princip troškovno-profitne i
proizvodne funkcije, koja se danas koristi kao
standard u empirijskoj analizi proizvodnje.
Tokom devedesetih godina bavio se
problemom ekonomike zaštite životne sredine,
proučavajući "spremnost plaćanja" za prirodne
izvore. Istraživao je različite metode procene
sadašnje vrednosti prirodnih izvora i ponudio
ekonometrijske tehnike za njihovo izučavanje.
Sa još dvojicom naučnika u zajedničkom radu
definisao je model diskretnog izbora za procenu
gubitaka uzrokovanih zagađenjem prirodne
sredine.
Literatura / References
1. Ekonomisti Nobelovci 1990-2003. Centar za
izdavačku delatnost Ekonomskog fakulteta
u Beogradu, 2004
2. www.nobelprize.org
3. www.jenni.uchicago.edu
4. www.minneapolisfed.org
5. www.econlib.org
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the ambitious Behavioural Science Training
Program at Minnesota.
Thanks to his cooperation with eminent
professors of economics, he made economics the
lead field in his research and in 1960 applied for
the economics PhD. Following the completion
of his PhD in 1962, he went to the University
of Pittsburgh as a Mellon post-doctoral fellow.
The following year he joined the faculty at the
University of California, Berkeley. In 1977, he
moved to the economics faculty at MIT. MIT
did not have a department of statistics, and
in its place had a Statistics Research Center,
whose Director he became in 1986. In 1991, he
chose to return to Berkeley to take advantage
of its resources in statistics, and to establish
the Econometrics Laboratory. In addition to
his regular teaching appointments, he visited
the University of Chicago, Yale and California
Institute of Technology.
He married Beverlee Tito Simboli in 1962,
and they have three grown children, Nina,
Robert and Raymond, and three grandchildren.
His wife is a professional photographer.
Daniel’s research concerns the development
of theory and methodology of discrete
choice analysis (choice among a finite set of
alternatives), which are often to be found in
macroeconomic investigations. He also hugely
contributed to the theory of production and
environmental economics. A common theme
of his research has been an emphasis on tightly
binding economic theory and methodology,
and their implementation in solving numerous
economic issues.
Discrete choice issue is highly present
in economics and other social sciences. It
has frequently been the subject of macro-
econometric modelling of individual choice
among a finite set of alternatives. For instance,
number of working individuals, choice of
occupation, place of residence or modes of
transport are examples of investigations in
which the dependable variable is discontinuous.
A model may represent a binary choice,
but by expanding the number of potential
alternatives the model is getting complex and
turns into a multiple choice model. McFadden’s
econometric approach treats individual choice
deterministically.
He achieved considerable contribution to
the development of numerous fields of applied
economic research. In the 1960s and 1970s, he
intensely studied the problems of econometric
production modelling. He established the
principle of cost-profit and production
function, which is today used as a standard in
the empirical production analysis.
In 1990s he dealt with the problem of
environmental economics, having studied
the “readiness to pay” for natural resources.
His research focused on various methods of
assessment of present value of natural resources
and offered econometric techniques for their
exploration. With another two scientists he
jointly defined the discrete choice model for
assessment of losses caused by environmental
pollution.
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