| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w19453 |
| 来源ID | Working Paper 19453 |
| Causal Analysis after Haavelmo | |
| James J. Heckman; Rodrigo Pinto | |
| 发表日期 | 2013-09-19 |
| 出版年 | 2013 |
| 语种 | 英语 |
| 摘要 | Haavelmo's seminal 1943 paper is the first rigorous treatment of causality. In it, he distinguished the definition of causal parameters from their identification. He showed that causal parameters are defined using hypothetical models that assign variation to some of the inputs determining outcomes while holding all other inputs fixed. He thus formalized and made operational Marshall's (1890) ceteris paribus analysis. We embed Haavelmo's framework into the recursive framework of Directed Acyclic Graphs (DAG) used in one influential recent approach to causality (Pearl, 2000) and in the related literature on Bayesian nets (Lauritzen, 1996). We compare an approach based on Haavelmo's methodology with a standard approach in the causal literature of DAGs- the "do-calculus" of Pearl (2009). We discuss the limitations of DAGs and in particular of the do-calculus of Pearl in securing identification of economic models. We extend our framework to consider models for simultaneous causality, a central contribution of Haavelmo (1944). In general cases, DAGs cannot be used to analyze models for simultaneous causality, but Haavelmo's approach naturally generalizes to cover it. |
| 主题 | Econometrics ; Estimation Methods |
| URL | https://www.nber.org/papers/w19453 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/577127 |
| 推荐引用方式 GB/T 7714 | James J. Heckman,Rodrigo Pinto. Causal Analysis after Haavelmo. 2013. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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