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Title
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Letter to B. Hansen
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Date
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1954
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Date in document
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yes
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Formulas or calculations
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no
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Inventory number
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NL-RtEUR_TBCOR01_022H009
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8396
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Storage location
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Specifiek Magazijn
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Filename
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CDM8396_NL-RtEUR_TBCOR01_022H009.pdf
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Provenance
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Jan Tinbergen
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Accrual Method
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donation
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Revised transcript
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en
18 October 1954
Dr Bent Hansen,
University,
Uppsala
Dear Dr Hansen,
Thank you very much for yours of October 21. I think your program is excellent and it is especially your formulation about how the complete model may come in which, I think, is a happy one. The models we use are models in which we "believe", either because they represent a priority opinion or because they have, at least partly been tested statistically. By this term of yours you avoid going into all econometric discussion on the reliability of the models As I already wrote to you I think you went into several points which I had not touched and your work therefore has its own importance.
I am glad you met Schouten and found him stimulating.
So do I.
I am sending you as printed matter a copy of the proofs of the 2nd booklet for your orientation. It is not necessary to send these proofs back since I have a copy myself. You will, of course, get the book upon its publication.
Yours very sincerely,
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extracted text
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18 Ootoher 1 :ih
Dr Bent Hansen,
University^
JJvvaals.
Dear Dr Hansen,
Thank you very much i or ,/oura of October 21. I think
your program is excellent and it is eepeciall- your formulation
about how the ooiaplate model raay come In \
I tiiink, is a happy
one» The models we us© are models in v;hteh v;e 'jelleve",either because
they represent a priority opinion or becmiee they have, at least
partly been tasted statistically» By thle term of yours you avoid
going into all econometric discussion on the reliability of the
models As I already wrote to you I think you went into several
points which I had not touched and your work therefore has its own
importance.
I am glad you met Sdioutan and found him Btimulatlng.
So do I,
•
•
I am sending you as printed matter a copy of the proofs
of the 2nd booklet for yoiH* orientation. It is not necessary
to send these proofs Ijaok since X have a oop;. cjyself• You will,
of course, ti©* the hook upon its puDlication,
Yours very aincer«lyt
-
18 Ootoher 1 :ih
Dr Bent Hansen,
University^
JJvvaals.
Dear Dr Hansen,
Thank you very much i or ,/oura of October 21. I think
your program is excellent and it is eepeciall- your formulation
about how the ooiaplate model raay come In \
I tiiink, is a happy
one» The models we us© are models in v;hteh v;e 'jelleve",either because
they represent a priority opinion or becmiee they have, at least
partly been tasted statistically» By thle term of yours you avoid
going into all econometric discussion on the reliability of the
models As I already wrote to you I think you went into several
points which I had not touched and your work therefore has its own
importance.
I am glad you met Sdioutan and found him Btimulatlng.
So do I,
•
•
I am sending you as printed matter a copy of the proofs
of the 2nd booklet for yoiH* orientation. It is not necessary
to send these proofs Ijaok since X have a oop;. cjyself• You will,
of course, ti©* the hook upon its puDlication,
Yours very aincer«lyt
-
18 Ootoher 1 :ih
Dr Bent Hansen,
University^
JJvvaals.
Dear Dr Hansen,
Thank you very much i or ,/oura of October 21. I think
your program is excellent and it is eepeciall- your formulation
about how the ooiaplate model raay come In \
I tiiink, is a happy
one» The models we us© are models in v;hteh v;e 'jelleve",either because
they represent a priority opinion or becmiee they have, at least
partly been tasted statistically» By thle term of yours you avoid
going into all econometric discussion on the reliability of the
models As I already wrote to you I think you went into several
points which I had not touched and your work therefore has its own
importance.
I am glad you met Sdioutan and found him Btimulatlng.
So do I,
•
•
I am sending you as printed matter a copy of the proofs
of the 2nd booklet for yoiH* orientation. It is not necessary
to send these proofs Ijaok since X have a oop;. cjyself• You will,
of course, ti©* the hook upon its puDlication,
Yours very aincer«lyt
-
18 Ootoher 1 :ih
Dr Bent Hansen,
University^
JJvvaals.
Dear Dr Hansen,
Thank you very much i or ,/oura of October 21. I think
your program is excellent and it is eepeciall- your formulation
about how the ooiaplate model raay come In \
I tiiink, is a happy
one» The models we us© are models in v;hteh v;e 'jelleve",either because
they represent a priority opinion or becmiee they have, at least
partly been tasted statistically» By thle term of yours you avoid
going into all econometric discussion on the reliability of the
models As I already wrote to you I think you went into several
points which I had not touched and your work therefore has its own
importance.
I am glad you met Sdioutan and found him Btimulatlng.
So do I,
•
•
I am sending you as printed matter a copy of the proofs
of the 2nd booklet for yoiH* orientation. It is not necessary
to send these proofs Ijaok since X have a oop;. cjyself• You will,
of course, ti©* the hook upon its puDlication,
Yours very aincer«lyt
-
18 Ootoher 1 :ih
Dr Bent Hansen,
University^
JJvvaals.
Dear Dr Hansen,
Thank you very much i or ,/oura of October 21. I think
your program is excellent and it is eepeciall- your formulation
about how the ooiaplate model raay come In \
I tiiink, is a happy
one» The models we us© are models in v;hteh v;e 'jelleve",either because
they represent a priority opinion or becmiee they have, at least
partly been tasted statistically» By thle term of yours you avoid
going into all econometric discussion on the reliability of the
models As I already wrote to you I think you went into several
points which I had not touched and your work therefore has its own
importance.
I am glad you met Sdioutan and found him Btimulatlng.
So do I,
•
•
I am sending you as printed matter a copy of the proofs
of the 2nd booklet for yoiH* orientation. It is not necessary
to send these proofs Ijaok since X have a oop;. cjyself• You will,
of course, ti©* the hook upon its puDlication,
Yours very aincer«lyt
-
18 Ootoher 1 :ih
Dr Bent Hansen,
University^
JJvvaals.
Dear Dr Hansen,
Thank you very much i or ,/oura of October 21. I think
your program is excellent and it is eepeciall- your formulation
about how the ooiaplate model raay come In \
I tiiink, is a happy
one» The models we us© are models in v;hteh v;e 'jelleve",either because
they represent a priority opinion or becmiee they have, at least
partly been tasted statistically» By thle term of yours you avoid
going into all econometric discussion on the reliability of the
models As I already wrote to you I think you went into several
points which I had not touched and your work therefore has its own
importance.
I am glad you met Sdioutan and found him Btimulatlng.
So do I,
•
•
I am sending you as printed matter a copy of the proofs
of the 2nd booklet for yoiH* orientation. It is not necessary
to send these proofs Ijaok since X have a oop;. cjyself• You will,
of course, ti©* the hook upon its puDlication,
Yours very aincer«lyt
