Haavelmo's Identification Theory
Haavelmo 的识别理论
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.