My Reminiscences Of Trygve Haavelmo At The Cowles Commission

Trygve Haavelmo was my colleague at the Cowles Commission for Research in Economics at the University of Chicago for a large part of the academic year 1945-46. Since then, we have met frequently in Oslo. Much of my research and writing was stimulated by his path-breaking work, particularly “The probability approach in econometrics,” 1944. My doctoral dissertation in mathematics at Princeton University was accepted in June, 1945; World War II was coming to an end in that summer. For several years I had been doing war research (evaluation of weather forecasting methods, analysis of battleship gunfire battles, and sequential methods of sensitivity testing). I was looking forward to getting back to full time academic pursuits: teaching and basic research. I tentatively accepted an instructorship in mathematics at Princeton for the academic year 1945-46 which started November 1st. However, it was understood that I would be excused from this obligation if I was offered a position that was more interesting to me. Because I was interested in statistics and economics, Oskar Morgenstern suggested I talk with Arthur Burns, Director of the National Bureau of Economic Research in New York City. At the end of my interview with Burns he said “The National Bureau has no need for someone as highly trained in statistics as you.” ∗Department of Statistics and Department of Economics, Stanford University, Stanford, CA 94305, USA; twa@stanford.edu. The author thanks Olav Bjorkholt for assistance in providing much of the historical material in this paper.