1-9 1.1 Introduction: The Nature and Purpose of Econometrics What is Econometrics? Literal meaning is"measurement in economics 对经济现象和经济关系的数量/计量分析 以经济理论和经济数据为依据,应用数学和统 计学的方法,通过建立数学模型来研究经济现象 及其变化规律的一门经济学科。 Definition of financial econometrics The application of statistical and mathematical techniques to problems in finance1-9 1.1 Introduction: The Nature and Purpose of Econometrics • What is Econometrics? Literal meaning is “measurement in economics”. 对经济现象和经济关系的数量/计量分析 以经济理论和经济数据为依据,应用数学和统 计学的方法，通过建立数学模型来研究经济现象 及其变化规律的一门经济学科。 • Definition of financial econometrics: The application of statistical and mathematical techniques to problems in finance