Trygve Haavelmo’s visit in Aarhus 1938-39

Trygve Haavelmo spent the academic year 1938/39 at the University of Aarhus as a teacher in statistics. He would immediately after his Aarhus stay leave for the United States, where he completed The Probability Approach in Econometrics (1944) and later worked at the Cowles Commission before returning to Norway in 1947. The purpose of the paper has been to assess whether Haavelmo in Aarhus was already on a path towards the Probability Approach or, as suggested in the history of econometrics literature, this path did not really open up until Haavelmo came to the U.S.A. and got converted to probability reasoning. The paper gives a survey of Haavelmo’s papers and other work while in Aarhus. The evidence indicates that Haavelmo had adopted probability ideas by the time he was in Aarhus and seemed well prepared to embark on his magnum opus.