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Haavelmo's identification theory

Haavelmo's identification theory
Haavelmo's identification theory
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.
198-219
Aldrich, John
a8ab8666-24a2-4d98-83bb-6053438c00ee
Aldrich, John
a8ab8666-24a2-4d98-83bb-6053438c00ee

Aldrich, John (1994) Haavelmo's identification theory. Econometric Theory, 10 (1), 198-219.

Record type: Article

Abstract

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.

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Published date: March 1994

Identifiers

Local EPrints ID: 32920
URI: http://eprints.soton.ac.uk/id/eprint/32920
PURE UUID: d6fb5927-9447-412a-9611-868dc6e8916a

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Date deposited: 21 Dec 2006
Last modified: 13 Dec 2023 17:47

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