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Ragnar Frisch and the Probability Approach

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  • Olav Bjerkholt
  • Ariane Dupont-Kieffer

Abstract

The title hints at the attention given to the lack of probability considerations in the econometric work of the recognized pioneer of econometrics, Ragnar Frisch. Clues to a better understanding of his position may be found in his comprehensive archive and correspondence. This essay gives a brief overview of Frisch's scientific archive and exhibits from his search for econometric methods. It also sets out a selection of letters exchanged between Frisch and other leading members of the Econometric Society. Our contention is that Frisch's role in the history of econometrics has not been fully appreciated owing to insufficient access to sources.

Suggested Citation

  • Olav Bjerkholt & Ariane Dupont-Kieffer, 2011. "Ragnar Frisch and the Probability Approach," History of Political Economy, Duke University Press, vol. 43(5), pages 109-139, Supplemen.
  • Handle: RePEc:hop:hopeec:v:43:y:2011:i:5:p:109-139
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    Keywords

    econometrics; Ragnar Frisch;

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