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Haavelmo—Cowles 委员会研究纲领的巩固AI 解读

Much of modern econometrics stems directly from the post-1940 works of Haavelmo and the Cowles Commission (CC) Monograph 10. This paper examines the consolidation process of the Haavelmo-CC research program mainly during the 1950–70 period from three aspects: (i) developments of econometrics textbooks, (ii) emerging themes and trends in econometric research, and (iii) the contribution of the program to empirical modeling of real-world issues. The examination reveals that the…

时间序列计量经济学史中的误差项AI 解读

We argue that many methodological confusions in time-series econometrics may be seen as arising out of ambivalence or confusion about the error terms. Relationships between macroeconomic time series are inexact, and, inevitably, the early econometricians found that any estimated relationship would only fit with errors. Slutsky interpreted these errors as shocks that constitute the motive force behind business cycles. Frisch tried to dissect the errors further into two parts:…

贝叶斯计量经济学：最初二十年AI 解读

This paper sketches the history of how Bayesian inference was adopted and utilized in econometrics during its first 20 years. It focuses on the causes of the Bayesian movement, the ways in which Bayesian inference was applied, the problems that the application was intended to solve, and the results achieved. It shows that Bayesian research has largely followed mainstream econometric development as far as the major econometric ideas and methods are concerned and that Bayesian…