关键词: 非经典计量经济学 , 建模方法论 , 比较研究

Abstract: The econometric models can be divided into classical models and non-classical models according to the evolution of contents. Non-classical econometric modeling methodology is not only the development and extension of classical econometric modeling methodology, but also be different from the former in the modeling concepts, modeling methods, models application and so on. In the paper, the evolution laws of the non-classical econometric modeling methodology was summarized and generalized， and a system summary and theoretical analysis on non-classical econometric modeling methodology was made from the data types, variables, object, parameter form and modeling ideology. The different characteristics of non-classical econometric modeling methodology was compared with the classical econometric modeling specifically.

Key words: Non-classical Econometrics, Modeling Methodology, Comparative Research