重读哈维尔莫:计量经济建模的回顾性视角

On Rereading Haavelmo: A Retrospective View of Econometric Modeling

Econometric Theory · 1989
被引 1
人大 A-ABS 4

中文导读

重新评估丁伯根和哈维尔莫的方法论贡献,指出教科书方法偏离了哈维尔莫1944年专著中的核心思想,并提出了一个替代性方法论框架,以回应当前对教科书方法的批评。

Abstract

The main aim of the paper is to reevaluate the methodological contributions of Tinbergen and Haavelmo in the context of the current discussions on econometric modeling and propose a reformulation of the Haavelmo methodology. The paper argues that the textbook methodology constitutes a less flexible version of Tinbergen's approach and apart from the probabilistic language, it has little in common with the methodology in Haavelmo's 1944 monograph, commonly acknowledged as having founded modern econometrics. The methodology in this monograph includes several important elements which have either been discarded or never fully integrated within the textbook approach. A re-synthesis of these elements gives rise to an alternative methodological framework. This framework can be used to meet most of the objections to the textbook methodology and provides a framework in the context of which the recent methodological controversies can be evaluated.

计量经济学方法论Haavelmo方法论Tinbergen方法论概率论语言计量模型构建