Econometric Exercises

SERIES ORIGINS


VOLUMES OF
WORKED ECONOMETRIC EXERCISES

(INTRODUCTORY TO ADVANCED)

Published by Cambridge University Press

Editors:
Karim M. Abadir, Tanaka Business School, Imperial College, London, UK
Jan R. Magnus, CentER for Economic Research, Tilburg University, Netherlands
Peter C.B. Phillips, Cowles Foundation for Research in Economics, Yale University, USA

CHRONOLOGY

1995–2000

The series was conceived in December 1995 during a visit of Jan Magnus to Peter Phillips at Yale University. Scott Parris at Cambridge University Press was quickly convinced this was a good idea. Contracts were signed, emails were exchanged, letters were written, and plans were made.

Contents of the first few volumes were laid out and prospective authors agreed. A tentative start was made on Volume 2 (Statistics) by Heijmans and Magnus, and Volume 4 (The Linear Model: Empirical Applications) by van Soest and Verbeek.

New energy to the project was provided by Karim Abadir during a visit in March 2000 to Tilburg University. Karim joined the existing editors, and agreed to co-author Volume 1 (Matrix Algebra) and Volume 2 (Statistics). Paolo Paruolo agreed to write Volume 3 (The Linear Model: Theory).

2001–2002

The six authors of Volumes 1–4 came together at a festive launching meeting, 20–21 January 2001, at Jan Magnus's house in Amsterdam. We discussed the contents of the various volumes, problems of notation, problems relating to LaTeX and Scientific Workplace, and many other things. We were happy to discover that we were in agreement on almost everything, and we drank Champagne in order to mark this agreement. Photos

Since we all believed that close integration of the first four volumes was important, we met again, 17-18 August 2001, at CentER, Tilburg University and at Arthur van Soest's house. Photos

A third meeting was held in Varese, Italy, 9–11 November 2001 with Abadir, Paruolo and Magnus. Photos


2002–2003

The Editors (Abadir, Phillips, and Magnus) met in York during June 2002 for intensive sessions to discuss detailed contents of the volumes under way and to plan the content of future volumes

Subsequent semi-annual and annual meetings of the series editors have been held at York in 2004 and 2005. The editors have taken up responsibility for individual volumes in the series and are working with Cambridge to see these volumes through to completion. We hope that volumes will appear at the rate of two or three a year. The whole series should be complete by the end of the decade!