HAAVELMO IDENTIFICATION THEORY

被引：10

作者：

ALDRICH, J

机构：

来源：

ECONOMETRIC THEORY | 1994年 / 10卷 / 01期

关键词：

D O I：

10.1017/S026646660000829X

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper treats the theory of identification presented in Haavelmo's classic work, The Probability Approach in Econometrics. This was the first identification theory for stochastic models to be developed in econometrics. The paper presents a detailed commentary on Haavelmo's analysis. It also examines the development of Haavelmo's theory from Frisch's analysis of multicollinearity and also the relationship between Haavelmo's analysis and later work on identification.

引用

页码：198 / 219

页数：22

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