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
19952000
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).
20012002
The six authors of Volumes 14 came together at a festive launching meeting,
2021 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, 911 November 2001 with Abadir, Paruolo
and Magnus. Photos
20022003
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!
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