Haavelmo's Identification Theory
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。
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.