SOAS Research Online

A Free Database of the Latest Research by SOAS Academics and PhD Students

[skip to content]

Qin, Duo (2014) 'Inextricability of Autonomy and Confluence in Econometrics.' Oeconomia, 4 (3). pp. 321-341.

Full text not available from this repository.
Alternative Location:


This paper examines how “confluence” and “autonomy,” two key concepts introduced by Frisch around 1930, have disappeared in econometrics textbooks and why only some fragments of the two have survived mainstream econometrics. It relates the disappearance to the defect in the textbook position of equating a priori theoretical models as correct structural models unequivocally. It shows how the confluence-autonomy pair in unity reflects the complexity of econometricians’ goal to find and verify robust and economically meaningful models out of numerous interdependent variables observable from the real and open world. The complexity deems it essential for applied research to have a set of model design rules combining both a priori substantive reasoning and a posteriori statistical testing. Such a need also puts the task of ensuring an adequately minimum model closure to top priority for applied modellers, a task much more important than the textbook task of parameter estimation.

Item Type: Journal Article
Keywords: exogeneity, structural invariance, omitted variable bias, multicollinearity, model selection and design
SOAS Departments & Centres: Departments and Subunits > Department of Economics
Legacy Departments > Faculty of Law and Social Sciences > Department of Economics
ISSN: 22698450
DOI (Digital Object Identifier):
Date Deposited: 15 Mar 2015 17:48

Altmetric Data


Download activity - last 12 monthsShow export options
Downloads since deposit
6 month trend
6 month trend
Accesses by country - last 12 monthsShow export options
Accesses by referrer - last 12 monthsShow export options

Repository staff only

Edit Item Edit Item