哈维尔莫的识别理论

Haavelmo's Identification Theory

Econometric Theory · 1994
被引 17
人大 A-ABS 4

中文导读

详细评述了哈维尔莫在《计量经济学的概率方法》中提出的识别理论,这是计量经济学中首个针对随机模型的识别理论,并探讨了其与弗里希多重共线性分析及后续识别研究的关系。

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.

识别理论Haavelmo概率方法计量经济学