The use of sensitivity analysis is routine in some fields of empirical econometrics, although econometric theorists have generally taken a critical attitude towards it. This paper presents a framework in which arguments for and against such analysis can be evaluated. It appears that sensitivity...

This paper examines the experiment in macroeconometrics, the different forms it has taken and the rules that have been proposed for its proper conduct. Here an "experiment" means putting a question to a model and getting an answer. Different types of experiment are distinguished and the...

In 1922 R. A. Fisher introduced the fixed X regression model, synthesising the regression theory of Pearson and Yule with the least squares theory of Gauss. The innovation was based on Fisher's realisation that the distribution associated with the regression coefficient was unaffected by the...

The paper considers the statistical work of the applied mathematician Harold Jeffreys. In 1933-4 Jeffreys had a controversy with R. A. Fisher, the leading statistician of the time. Before this encounter Jeffreys had been developing probability as the basis for scientific inference and using the...

This paper considers J. M. Keynes as a statistician and philosopher of statistics and the reaction of English statisticians to his critique of their work. It follows the development of Keynes's thinking through the two versions of his fellowship dissertation The Principles of Probability...

This paper treats the theory of identification presented in Haavelmo's classic work, <italic>The Probability Approach in Econometrics</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...