References and further reading

Bjerkholt, O. (1995), ‘Ragnar Frisch, the originator of econometrics’, in O. Bjerkholt (ed.), Foundations of Modern Econometrics. The Selected Essays of Ragnar Frisch, Aldershot, UK and Brookfield, VT, USA: Edward Elgar, pp.

Bjerkholt, O. and A. Dupont (2010), ‘Ragnar Frisch’s conception of econometrics’, History of Political Economy, 42 (1), 21-73.

Bjerkholt, O. and D. Qin (2011), ‘Teaching economics as a science: the Yale lectures of Ragnar Frisch’, in O. Bjerkholt and D. Qin (eds), A Dynamic Approach to Economic Theory, London: Routledge, pp. 1-28.

Boumans, M. and A. Dupont-Kieffer (2011), ‘A history of the histories of econometrics’, History of Political Economy, 43 (supplement), 5-31.

Boumans, M., A. Dupont-Kieffer and D. Qin (eds) (2011), Histories on Econometrics, Durham, NC: Duke University Press.

Box, G.E.P. and G.M. Jenkins (1970), Time Series Analysis: Forecasting and Control, San Francisco, CA: Holden-Day.

Burns, A.F. and W.C. Mitchell. (1946), Measuring Business Cycles, New York: National Bureau of Economic Research.

Chao, H.-K. and C.-H. Huang (2011), ‘Ta-Chung Liu’s exploratory econometrics’, in M. Boumans, A. Dupont-Kieffer and D. Qin (eds), Histories on Econometrics, Durham, NC: Duke University Press, pp. 140-65.

Christ, C.F. (1952), ‘A history of the Cowles Commission, 1932-1952’, in Economic Theory and Measurement, Chicago, IL: Cowles Commission for Research in Economics.

Christ, C.F. (1983), ‘The founding of the Econometric Society and Econometrica’, Econometrica, 51 (1), 3-6.

Christ, C.F. (1994), ‘The Cowles Commission’s contributions to econometrics at Chicago, 1939-1955’, Journal of Economic Literature, 32 (1), 30-59.

Ciompa, P. (1910), Grundriss einer Oekonometrie und die auf der Nationaloekonomie aufgebaute naturliche Theorie der Buchhaltung, Lviv: Poeschel Verlag.

Darnell, A.C.

Davidson, J.H., D.H. Hendry, F. Srba and S. Yeo (1978), ‘Econometric modeling of the aggregate time-series relationship between consumers’ expenditure and income in the United Kingdom’, The Economic Journal, 88 (352), 661-92.

De Marchi, N. and C. Gilbert (eds) (1989), ‘History and methodology of econometrics’, Oxford Economic Papers, 41 (1), special issue.

Divisia, F. (1953), ‘La societe d’econometrie a attient sa majorite’, Econometrica, 21 (1), 1-30.

Epstein, R.J. (1987), A History of Econometrics, Amsterdam: North-Holland.

Frisch, R. (1926), ‘Sur un probleme d’economique pure’, Norsk Matematisk Forenings Skrifter, 1 (16), 1-40, English trans. ‘On a problem in pure economics’, in J.S. Chipman, L. Hurwicz, M.K. Richter, and H.F. Sonnenschein (eds) (1971), Preferences, Utility, and Demand: A Minnesota Symposium, New York: Harcourt Brace Jovanovich, pp. 386-423.

Frisch, R. (1933), ‘Editorial’, Econometrica, 1 (1), 1-4.

Frisch, R. (1936), ‘Note on the term “Econometrics”’, Econometrica, 4 (1), 95.

Frisch, R. (1971), ‘On a problem in pure economics’, in J.S. Chipman, L. Hurwicz, M.K. Richter, and H.F. Sonnenschein (eds), Preferences, Utility, and Demand: A Minnesota Symposium, New York: Harcourt Brace Jovanovich, pp. 386-423.

Gilbert, C.L. and D. Qin. (2006), ‘The first fifty years of modern econometrics’, in T.C. Mills and K. Patterson (eds), Palgrave Handbook of Econometrics. Volume 1 Econometric Theory, Basingstoke: Palgrave, pp. 117-55.

Granger, C.W.J. (2006), ‘Foreword’, in T.C. Mills and K. Patterson (eds), Palgrave Handbook of Econometrics. Volume 1 Econometric Theory, Basingstoke: Palgrave, pp. xi-xii.

Haavelmo, T. (1944), ‘The probability approach in econometrics’, Econometrica, 12 (supplement), i-viii, 1-118.

Hendry, D.F. (1980), ‘Econometrics - alchemy or science?’, Economica, 47 (188), 387-406.

Hendry, D.F. (1995), Dynamic Econometrics, Oxford: Oxford University Press.

Hendry, D.F. and M.S. Morgan (1995), ‘Introduction’, in D.F. Hendry and M.S. Morgan (eds), The Foundations of Econometric Analysis, Cambridge: Cambridge University Press, pp. 1-82.

Hendry, D.F. and J.-F. Richard (1982), ‘On the formulation of empirical models in dynamic econometrics’, Journal of Econometrics, 20 (1), 3-33.

Hendry, D.F., E.E. Leamer and D.J. Poirier (1990), ‘The ET dialogue: a conversation on econometric methodology’, Econometric Theory, 6 (2), 171-261.

Hildreth, C. (1986), The Cowles Commission in Chicago, 1939-1955, Berlin: Springer-Verlag.

Hood, W.C. and T.C. Koopmans (eds) (1953), Studies in Econometric Method, New York: Wiley.

Johnston, J. (1984), Econometric Methods, Singapore: McGraw-Hill.

Jolink, A. (2003), Jan Tinbergen. The Statistical Turn in Economics: 1903-1955, Rotterdam: Chimes.

Keynes, J.M. (1939), ‘Professor Tinbergen’s method’, The Economic Journal, 49 (195), 558-68.

Keynes, J.M. (194θ), ‘Comment’, The Economic Journal, 50 (197), 154-6.

Koopmans, T.C. (1947), ‘Measurement without theory’, Review of Economic Statistics, 29 (3), 161-72.

Koopmans, T.C. (1949), ‘A reply’, Review of Economics and Statistics, 31 (2), 86-91.

Koopmans, T.C. (ed.) (1950), Statistical Inference in Dynamic Economic Models, New York: Wiley.

Kuhn, T.S. (1970), The Structure of Scientific Revolutions, 2nd enlarged edn, International Encyclopedia of Unified Science, vol. 2, no. 2, Chicago, IL and London: University of Chicago Press.

Leamer, E.E. (1978), Specification Searches: Ad Hoc Inferences with Nonexperimental Data, New York: Wiley. Leamer, E.E. (1983), ‘Let’s take the con out of econometrics’, American Economic Review, 73 (1), 31-43. Leamer, E.E. and H.B. Leonard (1983), ‘Reporting the fragility of regression estimates’, Review of Economics and Statistics, 65 (2), 306-17.

Liu, T.C. (1960), ‘Underidentification, structural estimation, and forecasting’, Econometrica, 28 (4), 855-65.

Louςa, F. (2007), The Years of High Econometrics: A Short History of the Generation that Reinvented Economics, London and New York: Routledge.

Mattessich, R. (2003), ‘Accounting research and researchers of the nineteenth century and the beginning of the twentieth century: an international survey of authors, ideas and publications’, Accounting, Business & Financial History, 13 (2), 125-70.

Morgan, M.S. (1990), The History of Econometric Ideas, Cambridge: Cambridge University Press.

Morgan, M.S. and D. Qin (2001), ‘Econometrics, history of’, in N.J. Smelser and P.B. Baltes (eds), International Encyclopedia of the Social & Behavioral Sciences, Amsterdam: Elsevier, pp. 4065-9.

Pagan, A. (1987), ‘Three econometric methodologies: a critical appraisal’, Journal of Economic Surveys, 1 (1), 3-24.

Phillips, P.C.B. (1985), ‘Editorial’, Econometric Theory, 1 (1), 1-5.

Qin, D. (1993), The Formation of Econometrics: A Historical Perspective, Oxford: Clarendon Press.

Qin, D. (2011), ‘Rise of VAR modelling approach’, Journal of Economic Surveys, 25 (1), 156-74.

Sims, C.A. (1980), ‘Macroeconomics and reality’, Econometrica, 48 (1), 1-48.

Tinbergen, J. (1936), ‘Kan hier te lande, al dan niet na overheidsingrijpen, een verbetering van de binnenlandse conjunctuur intreden, ook zonder verbetering van onze exportpositie?’, Prae-adviezen voor de Vereeniging voor de Staathuishoudkunde en de Statistiek, The Hague: Nijhoff, pp. 62-108, English trans. in J. Tinbergen (1959), ‘An economic policy for 1936’, in L.H. Klaassen, L.M. Koyck and H.J. Witteveen (eds), Jan Tinbergen - Selected Papers, Amsterdam: North-Holland, pp. 37-84.

Tinbergen, J. (1939), Statistical Testing of Business- Cycle Theories. Volume I: A Method and its Application to Investment Activity; Volume II Business Cycles in the United States of America. Geneva: League of Nations.

Tinbergen, J. (1940), ‘On a method of statistical business-cycle research: a reply’, The Economic Journal, 50 (197), 141-54.

Tinbergen, J. (1959), ‘An economic policy for 1936’, in L.H. Klaassen, L.M. Koyck and H.J. Witteveen (eds), Jan Tinbergen - Selected Papers, Amsterdam: North-Holland, pp. 37-84.

Tintner, G. (1953), ‘The definition of econometrics’, Econometrica, 21 (1), 31-40.

Vining, R. (1949a), ‘Koopmans on the choice of variables to be studied and the methods of measurement’, Review of Economics and Statistics, 31 (2), 77-86.

Vining, R. (1949b), ‘A rejoinder’, Review of Economics and Statistics, 31 (2), 91-4.