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来源类型Working Paper
规范类型报告
DOI10.3386/w19453
来源IDWorking 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
URLhttps://www.nber.org/papers/w19453
来源智库National Bureau of Economic Research (United States)
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资源类型智库出版物
条目标识符http://119.78.100.153/handle/2XGU8XDN/577127
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GB/T 7714
James J. Heckman,Rodrigo Pinto. Causal Analysis after Haavelmo. 2013.
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