Further Reading
A survey of the literature on the history of econometrics showed that interest in the history of econometrics has arisen primarily from within econometrics itself and that its histories have been written mainly by econometricians (Boumans and Dupont-Kieffer 2011).
This tradition started with the very first issue of Econometrica. From 1933 until the 1960s, Econometrica regularly published articles on denominated forerunners: Emile Borel, Augustin Cournot, Francis Ysidro Edgeworth, Francesco Fuoco, William Stanley Jevons, Hans von Mangoldt, Johann Heinrich Von Thunen, Vilfredo Pareto, Leon Walras, and Knut Wicksell. Also, from 1939 onwards, articles on “founding fathers” were published whenever the occasion arose (anniversary or death): Oskar Anderson, Bernard Chait, Clement Colson, Georges Darmois, Franςois Divisia, Luigi Einaudi, Irving Fisher, Eraldo Fossati, Ragnar Frisch, Yehuda Grunfeld, Leif Johansen, John Maynard Keynes, Oskar Ryszard Lange, Ta-Chung Liu, Henri L. Moore, Hans Peter, Charles Frederick Roos, Henry Schultz, Joseph A. Schumpeter, Eugen Slutsky, Abraham Wald, and Frederik Zeuthen.This tradition of bringing the history of econometrics to the econometrician’s attention and awareness almost died out in the 1960s. It was Econometric Theory, established in 1985, that continued this tradition.
The first issue of Econometric Theory contains an explanation of the objectives of the journal’s editorial policy. Besides the obvious objectives, the editor Peter C.B. Phillips added two historical aims: “to publish historical studies on the evolution of econometric thought and on the subject’s early scholars” (Phillips 1985: 4) and “to publish high-level interviews with leading econometricians” (ibid.). As a result of this latter objective, interviews with the following econometricians have been published: Takeshi Amemiya, Theodore W. Anderson, Albert Rex Bergstrom, Gregory C. Chow, Manfred Deistler, Phoebus J. Dhrymes, James Durbin, Robert F. Engle, Arthur S. Goldberger, Clive Granger, Edward James Hannan, Michio Hatanaka, David F. Hendry, Alan T. James, Joseph B. Kadane, Lawrence R. Klein, Jan Kmenta, G.S. Maddala, Edmond Malinvaud, Marc Nerlove, C.R. Rao, Olav Reiers0l, John Denis Sargan, Richard Stone, George C. Tiao, Jan Tinbergen, James Tobin, H.O.A. Wold, and Arnold Zellner.
Beside the more general histories mentioned in the first paragraph of this section, the following publications should be mentioned as they provide collections of more specific histories of econometrics: De Marchi and Gilbert (1989) and Boumans et al. (2011).
Marcel Boumans