Extra Reading Materials on Econometrics History

Extra Reading Materials on Econometrics History

In History of Economic Thought (Fourth Edition, Houghton MIFFLIN Company), the authors nominated following names as Important Writers in the section on econometrics:

William Petty Political Arithmetic 1690

Charles Davenant An Essay upon the Probable Methods of Making a People Gainers in the Balance of Trade 1699

Clement Juglar Des crises commerciales et de leur retour periodique en France, en Angleterre et aux Etats-Unis 1862

W. S. Jevons The Solar Period and the Prices of Corn 1875

Henry L. Moore Laws of Wages 1911

W. C. Mitchell Business Cycles 1913

Irving Fisher The Making of Index Numbers 1922

E. J. Working What do statistical Demand Curves Show? 1927

Henry Schultz Statistical Laws of Demand and Supply 1928

Ragnar Frisch Statistical Confluence Analysis by Means of Complete Regression Systems 1934

Jan Tinbergen Statistical Testing of Business Cycle Theories 1939

Wassily Leontief The Structure of the American Economy 1919-1929 1944

Trygve Haavelmo The Probability Approach to Econometrics 1944

Vernon Smith An Experimental Study of Competitive Market Behavior 1962

Robert W. Fogel Railroads and American Economic Growth: Essays in Econometrics History 1964

The authors also referred the following books on econometrics history: R. J. Epstein, A History of Econometrics (Chicago: University of Illinois at Chicago Press, 1987); Mary Morgan, A History of Econometric Ideas (Cambridge: Cambridge University Press, 1990); Ronald Bodkin, Lawrence Klein, and Kanta Marwah, A History of Macroeconmetric Model Building, (Brookfield, Vt.:Edward Elgar, 1991); and James Heckman, “Casual Parameters and Policy Analysis: A Twentieth Century Perspective, ” Quarterly Journal Economics, CXV (February 2000), pp. 45-97.


All above literatures needs to be read to understand fully the origin and development of econometrics. Try to make it in the semester 2. Anyway, let start to finish the History of Economic Thought first. Go!