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Džejms Hekman iDanijel Mekfaden
Nobelova nagrada za 2000.
DOPRINOS RAZVOJU ANALIZE
SELEKTIVNIH UZORAKA I
DISKRETNIH IZBORA
pregledni naučni članak
Svetlana Pantelić
Udruženje banaka [email protected]
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 [email protected]
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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Za 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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Nobel 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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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
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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.org3. www.jenni.uchicago.edu4. www.minneapolisfed.org5. 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.
