Wednesday, June 25, 2014

More on Celebrating Trygve Haavelmo

In a recent post I drew attention to the special issue of Econometric Theory that is being devoted to the contributions that Trygve Haavelmo made to econometrics, and to the founding of the Econometric Society. In fact, there will be two issues of the journal that will be dealing with this topic.

Most of the papers that will appear in the first issue (to be published next year) are now available on the ET website. One paper that isn't there yet is one that I mentioned in an earlier post. It's titled, "Trygve Haavelmo at the Cowles Commission", by Olav Bjerkholt. You can download this paper here.

Olav wrote to me recently, saying: "My own paper will appear in ET with some pictures and also an unusual illustration, a page from Haavelmo's notebook showing the list of persons who received his 1941 early version of Probability Approach." Olav is referring to Haavelmo's seminal paper, "The Probability Approach in Econometrics", which was published in Econometrica in 1944. That paper is available in its entirety, here.

Olav has kindly given me permission to reproduce Haavelmo's list, so here it is:

Koopmans, Wald, Marschak, Hotelling, Neyman, Tintner, Myrdal, Morgenstern, Lange, Wold, Schumpeter, Haberler, Samuelson, Metzler,....... the list is a veritable "Who's Who" of the day.

I'd love to see the feedback that he got!

The second issue of ET that's being devoted to Haavelmo's contributions is Vol. 31(2), and it will also appear in 2015. I believe that issue will include the following papers:

Erik Biørn, “VAR Interpretations of Haavelmo's Market Model of Capital and Investment”

Katarina Juselius, “Haavelmo’s Probability Approach and the Cointegrated VAR”

John S. Chipman, “Haavelmo’s Contributions to Simultaneous- Equations Estimation”

Kevin Hoover and Katarina Juselius, “Trygve Haavelmo’s Experimental Methodology and Scenario Analysis in a Cointegrated Vector Autoregression”

Duo Qin, “Consolidation of the Haavelmo-Cowles Commission Research Programme”

Something further to be looking forward to.

© 2014, David E. Giles

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