Aldrich, John (1994) Haavelmo's identification theory. Econometric Theory, 10 (1), 198-219.
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.
This record has no associated files available for download.
More information
Identifiers
Catalogue record
Export record
Contributors
Download statistics
Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.