In this compelling 1995 book, David Hendry and Mary Morgan bring together the classic papers of the pioneer econometricians. Together, these papers form the foundations of econometric thought. They are essential reading for anyone seeking to understand the aims, method and methodology of econometrics and the development of this statistical approach in economics. However, because they are technically straightforward, the book is also accessible to students and non-specialists. An editorial commentary places the readings in their historical context and indicates the continuing relevance of these early, yet highly sophisticated, works for current econometric analysis. While this book provides a companion volume to Mary Morgan's acclaimed The History of Econometric Ideas, the editors' commentary both adds to that earlier volume and also provides a stand-alone and synthetic account of the development of econometrics.

A 1995 collection of the classic papers of the pioneer econometricians which form the foundations of econometric thought.
Reviews
'Hendry and Morgan assemble in one place the classics of econometric thought. It is required reading for any student of the history of econometrics or anyone interested in the evolution of one body of thinking about how to interpret empirical evidence.' James Heckman, University of Chicago



Book Information
ISBN 9780521588706
Author David F. Hendry
Format Paperback
Page Count 576
Imprint Cambridge University Press
Publisher Cambridge University Press
Weight(grams) 910g
Dimensions(mm) 244mm * 170mm * 30mm