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Le statut changeant de la corrélation en économétrie (1910-1944)

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  • Michel Armatte

Abstract

We study how the concept and measurement of correlation has been transformed as econometrics methodology was introduced. They were first imported from British biometrics studied at the turn of the century, then played a major part in the building of the economic barometers in the twenties, until they were abandonned in the forties, to be partly replaced by the theory of hypothesis testing in the Cowles Commission structural approach. We emphasize the fact that econometricians have to adapt correlation measurement to the economics objects and topics, and stress the fact that they do not have the same approach to the meanings and usages of correlation. Classification JEL : B1, B2, C1

Suggested Citation

  • Michel Armatte, 2001. "Le statut changeant de la corrélation en économétrie (1910-1944)," Revue économique, Presses de Sciences-Po, vol. 52(3), pages 617-631.
  • Handle: RePEc:cai:recosp:reco_523_0617
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    References listed on IDEAS

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    1. Charles Himmelberg & Christopher Mayer & Todd Sinai, 2005. "Assessing High House Prices: Bubbles, Fundamentals and Misperceptions," Journal of Economic Perspectives, American Economic Association, vol. 19(4), pages 67-92, Fall.
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    Cited by:

    1. Chatelain, Jean-Bernard, 2010. "Can statistics do without artefacts?," MPRA Paper 42867, University Library of Munich, Germany.

    More about this item

    JEL classification:

    • B1 - Schools of Economic Thought and Methodology - - History of Economic Thought through 1925
    • B2 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925
    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General

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