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Haavelmo's Identification Theory

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  • Aldrich, John

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.

Suggested Citation

  • Aldrich, John, 1994. "Haavelmo's Identification Theory," Econometric Theory, Cambridge University Press, vol. 10(1), pages 198-219, March.
    • Handle: RePEc:cup:etheor:v:10:y:1994:i:01:p:198-219_00
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    Cited by:

    1. John Aldrich, 2006. "When are inferences too fragile to be believed?," Journal of Economic Methodology, Taylor & Francis Journals, vol. 13(2), pages 161-177.
    2. David Hendry & Maozu Lu & Grayham E. Mizon, 2001. "Model Identification and Non-unique Structure," Economics Papers 2002-W10, Economics Group, Nuffield College, University of Oxford.
    3. Hendry, David F. & Johansen, Søren, 2015. "Model Discovery And Trygve Haavelmo’S Legacy," Econometric Theory, Cambridge University Press, vol. 31(1), pages 93-114, February.
    4. Aldrich, John, 2001. "How likelihood and identification went Bayesian," Discussion Paper Series In Economics And Econometrics 0111, Economics Division, School of Social Sciences, University of Southampton.
    5. Aldrich, John, 2001. "How likelihood and identification went Bayesian," Discussion Paper Series In Economics And Econometrics 111, Economics Division, School of Social Sciences, University of Southampton.
    6. Bjerkholt,O., 2001. "Tracing Haavelmo's steps from confluence analysis to the probability approach," Memorandum 25/2001, Oslo University, Department of Economics.
    7. Biørn, Erik, 2017. "Identification, Instruments, Omitted Variables, and Rudimentary Models: Fallacies in the ‘Experimental Approach’ to Econometrics," Memorandum 13/2017, Oslo University, Department of Economics.

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