This major volume of essays by Kenneth F. Wallis features 28 articles published over a quarter of a century on the statistical analysis of economic time series, large-scale macroeconometric modelling, and the interface between them. The first part deals with time-series econometrics and includes...

Jan Tinbergen presented the first macroeconometric model of the Dutch economy to a meeting in The Hague in October 1936. Since that time econometric models of national economies have developed enormously and proliferated worldwide, thanks to improvements in economic data, progress in economic...