TRYGVE HAAVELMO’S EXPERIMENTAL METHODOLOGY AND SCENARIO ANALYSIS IN A COINTEGRATED VECTOR AUTOREGRESSION
Haavelmo 的实验方法论与协整向量自回归情景分析
The paper provides a careful, analytical account of Trygve Haavelmo’s use of the analogy between controlled experiments common in the natural sciences and econometric techniques. The experimental analogy forms the linchpin of the methodology for passive observation that he develops in his famous monograph, The Probability Approach in Econometrics (1944). Contrary to some recent interpretations of Haavelmo’s method, the experimental analogy does not commit Haavelmo to a…