HAAVELMO’S PROBABILITY APPROACH AND THE COINTEGRATED VAR
在协整VAR框架下讨论了哈维尔莫和弗里希关注的计量经济学关键概念与问题，如多重共线性、伪回归、模型选择等，并指出单位根计量经济学的发展有助于解决这些问题。
Some key econometric concepts and problems of great importance to Trygve Haavelmo and Ragnar Frisch are discussed within the general framework of a cointegrated VAR. The focus is on problems typical of time-series data such as multicollinearity, spurious correlation and regression, time dependent residuals, model selection, missing simultaneity, autonomy, and identification. The paper argues that the more recent development of unit root econometrics has been instrumental for a solution to the above problems.