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The Econometricians' Statisticians, 1895–1945

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  • John Aldrich

Abstract

Histories of econometrics describe what econometricians did with the ideas of statisticians—correlation, regression, maximum likelihood, testing statistical hypotheses, etc. The transfer of these ideas was made possible by institutions, practices, and personal contacts between statisticians and econometricians. This essay complements the usual history of econometrics with an account of these transactions from the statisticians' side. I concentrate on four statisticians and their interactions with econometricians: Karl Pearson, whose influence was exercised in the years before the First World War; Ronald Fisher, who began to be influential in the late 1920s; Jerzy Neyman, who appeared in the late 1930s; and Abraham Wald in the early 1940s.

Suggested Citation

  • John Aldrich, 2010. "The Econometricians' Statisticians, 1895–1945," History of Political Economy, Duke University Press, vol. 42(1), pages 111-154, Spring.
    • Handle: RePEc:hop:hopeec:v:42:y:2010:i:1:p:111-154
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    Cited by:

    1. Arthur Charpentier & Emmanuel Flachaire & Antoine Ly, 2017. "Econom\'etrie et Machine Learning," Papers 1708.06992, arXiv.org, revised Mar 2018.
    2. Arthur Charpentier & Emmanuel Flachaire & Antoine Ly, 2018. "Économétrie & Machine Learning," Working Papers hal-01568851, HAL.

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