{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,2,9]],"date-time":"2025-02-09T05:07:29Z","timestamp":1739077649939,"version":"3.37.0"},"reference-count":51,"publisher":"Cambridge University Press (CUP)","issue":"1","license":[{"start":{"date-parts":[[2009,2,11]],"date-time":"2009-02-11T00:00:00Z","timestamp":1234310400000},"content-version":"unspecified","delay-in-days":5461,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1994,3]]},"abstract":"<jats:p>This paper treats the theory of identification presented in Haavelmo's classic work,<jats:italic>The Probability Approach in Econometrics<\/jats:italic>. 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.<\/jats:p>","DOI":"10.1017\/s026646660000829x","type":"journal-article","created":{"date-parts":[[2009,3,10]],"date-time":"2009-03-10T15:45:17Z","timestamp":1236699917000},"page":"198-219","source":"Crossref","is-referenced-by-count":12,"title":["Haavelmo's Identification Theory"],"prefix":"10.1017","volume":"10","author":[{"given":"John","family":"Aldrich","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2009,2,11]]},"reference":[{"key":"S026646660000829X_ref051","first-page":"856","article-title":"From circuit theory to system theory","volume":"50","author":"Zadeh","year":"1962","journal-title":"Proceedings of the Institute of Radio Engineers"},{"key":"S026646660000829X_ref049","first-page":"238","volume-title":"Statistical Inference in Dynamic Economic Models","author":"Wald","year":"1950"},{"doi-asserted-by":"publisher","key":"S026646660000829X_ref048","DOI":"10.1214\/aoms\/1177729952"},{"doi-asserted-by":"publisher","key":"S026646660000829X_ref045","DOI":"10.1214\/aoms\/1177731095"},{"doi-asserted-by":"publisher","key":"S026646660000829X_ref043","DOI":"10.1017\/S0266466600012597"},{"doi-asserted-by":"publisher","key":"S026646660000829X_ref042","DOI":"10.1214\/aoms\/1177706259"},{"key":"S026646660000829X_ref037","first-page":"129","volume-title":"Automata Studies","author":"Moore","year":"1956"},{"doi-asserted-by":"publisher","key":"S026646660000829X_ref035","DOI":"10.2307\/1905674"},{"key":"S026646660000829X_ref033","first-page":"52","volume-title":"Statistical Inference in Dynamic Economic Models","author":"Koopmans","year":"1950"},{"key":"S026646660000829X_ref031","first-page":"393","volume-title":"Statistical Inference in Dynamic Economic Models","author":"Koopmans","year":"1950"},{"doi-asserted-by":"publisher","key":"S026646660000829X_ref030","DOI":"10.2307\/1905689"},{"key":"S026646660000829X_ref028","first-page":"135","volume-title":"Dynamical Systems II","author":"Kalman","year":"1982"},{"key":"S026646660000829X_ref026","first-page":"224","volume-title":"Handbook of Econometrics","volume":"I","author":"Hsiao","year":"1983"},{"key":"S026646660000829X_ref024","first-page":"258","volume-title":"Statistical Inference in Dynamic Economic Models","author":"Haavelmo","year":"1950"},{"volume-title":"On the Theory and Measurement of Economic Relations","author":"Haavelmo","key":"S026646660000829X_ref021"},{"doi-asserted-by":"publisher","key":"S026646660000829X_ref025","DOI":"10.1093\/oxfordjournals.oep.a041900"},{"doi-asserted-by":"publisher","key":"S026646660000829X_ref019","DOI":"10.2307\/1907052"},{"key":"S026646660000829X_ref017","doi-asserted-by":"crossref","first-page":"140","DOI":"10.1111\/j.2517-6161.1948.tb00007.x","article-title":"Studies in relations between economic time series","volume":"B 10","author":"Geary","year":"1948","journal-title":"Journal of the Royal Statistical Society"},{"volume-title":"League of Nations Memorandum","year":"1938","author":"Frisch","key":"S026646660000829X_ref015"},{"volume-title":"Statistical Confluence Analysis by Means of Complete Regression Systems","year":"1934","author":"Frisch","key":"S026646660000829X_ref014"},{"key":"S026646660000829X_ref012","first-page":"36","article-title":"Correlation and scatter in statistical variables","volume":"8","author":"Frisch","year":"1929","journal-title":"Nordic Statistical Journal"},{"doi-asserted-by":"publisher","key":"S026646660000829X_ref018","DOI":"10.2307\/1907066"},{"doi-asserted-by":"publisher","key":"S026646660000829X_ref011","DOI":"10.2307\/2552045"},{"key":"S026646660000829X_ref008","first-page":"39","article-title":"Early progress in estimating quantitative economic relationships in America","volume":"75","author":"Christ","year":"1985","journal-title":"American Economic Review"},{"doi-asserted-by":"publisher","key":"S026646660000829X_ref006","DOI":"10.2307\/1914036"},{"doi-asserted-by":"publisher","key":"S026646660000829X_ref004","DOI":"10.1214\/aoms\/1177729580"},{"volume-title":"A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models","year":"1988","author":"Gallant","key":"S026646660000829X_ref016"},{"doi-asserted-by":"publisher","key":"S026646660000829X_ref022","DOI":"10.2307\/1905714"},{"doi-asserted-by":"publisher","key":"S026646660000829X_ref040","DOI":"10.2307\/1913267"},{"volume-title":"Time Series Analysis, Forecasting and Control","year":"1970","author":"Box","key":"S026646660000829X_ref007"},{"key":"S026646660000829X_ref001","doi-asserted-by":"crossref","first-page":"154","DOI":"10.1111\/j.2517-6161.1960.tb00362.x","article-title":"Maximum-likelihood estimation procedures and associated tests of significance","volume":"B 22","author":"Aitchison","year":"1960","journal-title":"Journal of the Royal Statistical Society"},{"volume-title":"A History of Econometrics","year":"1987","author":"Epstein","key":"S026646660000829X_ref010"},{"doi-asserted-by":"publisher","key":"S026646660000829X_ref050","DOI":"10.1111\/j.1467-842X.1965.tb00035.x"},{"volume-title":"An Introduction to the Theory of Linear Spaces","year":"1961","author":"Shilov","key":"S026646660000829X_ref041"},{"unstructured":"20. Haavelmo T. The problem of testing economic theories by means of passive observationsPaper presented at the 1940 Cowles Commission Conference.","key":"S026646660000829X_ref020"},{"doi-asserted-by":"publisher","key":"S026646660000829X_ref046","DOI":"10.2307\/1905702"},{"volume-title":"Linear Regression Analysis of Economic Time Series","year":"1937","author":"Koopmans","key":"S026646660000829X_ref029"},{"doi-asserted-by":"publisher","key":"S026646660000829X_ref027","DOI":"10.2307\/2938278"},{"doi-asserted-by":"publisher","key":"S026646660000829X_ref032","DOI":"10.1214\/aoms\/1177729837"},{"key":"S026646660000829X_ref036","first-page":"135","volume-title":"Studies in Mathematical Economics and Econometrics in Memory of Henry Schultz","author":"Marschak","year":"1942"},{"doi-asserted-by":"publisher","key":"S026646660000829X_ref038","DOI":"10.1017\/CBO9780511522109"},{"key":"S026646660000829X_ref047","first-page":"93","article-title":"Review of Haavelmo's Probability Approach","volume":"6","author":"Wald","year":"1945","journal-title":"Mathematical Reviews"},{"volume-title":"Statistical Testing of Business Cycle Theories, I: A Method and Its Application to Investment Activity","year":"1939","author":"Tinbergen","key":"S026646660000829X_ref044"},{"key":"S026646660000829X_ref003","first-page":"247","article-title":"Reiersol, Geary and the idea of instrumental variables","volume":"24","author":"Aldrich","year":"1993","journal-title":"Economic and Social Review"},{"doi-asserted-by":"publisher","key":"S026646660000829X_ref023","DOI":"10.2307\/1906935"},{"key":"S026646660000829X_ref034","first-page":"405","article-title":"Econometric methodology: rise and maturity","volume":"5","author":"Malinvaud","year":"1988","journal-title":"Econometric Theory"},{"doi-asserted-by":"publisher","key":"S026646660000829X_ref039","DOI":"10.1093\/oxfordjournals.oep.a041923"},{"doi-asserted-by":"publisher","key":"S026646660000829X_ref002","DOI":"10.1093\/oxfordjournals.oep.a041889"},{"key":"S026646660000829X_ref009","first-page":"561","volume-title":"The New Palgrave, A Dictionary of Economics","volume":"3","author":"Corlett","year":"1987"},{"volume-title":"Ver\u00f6ffentlichungen der Frankfurter Gesellschaft f\u00fcr Konjuncturforschung","year":"1933","author":"Frisch","key":"S026646660000829X_ref013"},{"doi-asserted-by":"publisher","key":"S026646660000829X_ref005","DOI":"10.1214\/aoms\/1177706802"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S026646660000829X","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,2,8]],"date-time":"2025-02-08T05:47:05Z","timestamp":1738993625000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S026646660000829X\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1994,3]]},"references-count":51,"journal-issue":{"issue":"1","published-print":{"date-parts":[[1994,3]]}},"alternative-id":["S026646660000829X"],"URL":"https:\/\/doi.org\/10.1017\/s026646660000829x","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"type":"print","value":"0266-4666"},{"type":"electronic","value":"1469-4360"}],"subject":[],"published":{"date-parts":[[1994,3]]}}}