The History of Econometrics is a two volume collection of major papers which have shaped the development of this subject. Part I includes articles which together provide an overview of the history of econometrics, part II addresses the relationship between econometrics and statistics, the...

This important new dictionary – the first of its kind, now available in paperback - presents an accessible source of reference on the main concepts and techniques in econometrics. Featuring entries on all the major areas in theoretical econometrics, the dictionary will be used by students,...