IDEAS home Printed from https://ideas.repec.org/p/hal/journl/hal-01320582.html
   My bibliography  Save this paper

The history of the histories of econometrics

Author

Listed:
  • Marcel Boumans

    (Universiteit Utrecht / Utrecht University [Utrecht])

  • Ariane Dupont-Kieffer

    (IFSTTAR/DEST - Département Économie et Sociologie des Transports - IFSTTAR - Institut Français des Sciences et Technologies des Transports, de l'Aménagement et des Réseaux - PRES Université Paris-Est)

Abstract

Econometricians have from the start considered historical knowledge of their own discipline as reflexive knowledge useful for delineating their discipline, that is, for setting its disciplinary boundaries with respect to its aims, its methods, and its scientific values. As such, the histories written by econometricians reflect the scientific image of their discipline in a given period. Each image of a period is drawn by denominating forerunners and founding fathers and uses the language of the dominant philosophy of science of that day. At the end of the nineteenth century, a scientific theory had to be mathematical; in the interbellum the image of science was that of logical positivism. In the 1970s and 1980s the dominant views were those of Karl Popper, Imre Lakatos, and Thomas Kuhn. Currently the scientific image in econometrics is the one of the Stanford school (Nancy Cartwright, Ian Hacking, and Patrick Suppes).
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Marcel Boumans & Ariane Dupont-Kieffer, 2011. "The history of the histories of econometrics," Post-Print hal-01320582, HAL.
  • Handle: RePEc:hal:journl:hal-01320582
    DOI: 10.1215/00182702-1158781
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Other versions of this item:

    References listed on IDEAS

    as
    1. Pagan, Adrian, 1987. "Three Econometric Methodologies: A Critical Appraisal," Journal of Economic Surveys, Wiley Blackwell, vol. 1(1), pages 3-24.
    2. Kevin D. Hoover, 2010. "Minisymposium on the History of Econometrics: Introduction," History of Political Economy, Duke University Press, vol. 42(1), pages 19-20, Spring.
    3. McAleer, Michael & Pagan, Adrian R & Volker, Paul A, 1985. "What Will Take the Con out of Econometrics?," American Economic Review, American Economic Association, vol. 75(3), pages 293-307, June.
    4. K. Rao & A. Vijayakumar & R. Sarker, 2006. "Foreword," Annals of Operations Research, Springer, vol. 143(1), pages 19-20, March.
    5. Lindbeck, Assar, 1985. "The Prize in Economic Science in Memory of Alfred Nobel," Journal of Economic Literature, American Economic Association, vol. 23(1), pages 37-56, March.
    6. Ericsson, Neil R., 2004. "THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson," Econometric Theory, Cambridge University Press, vol. 20(4), pages 743-804, August.
    7. Hendry, David F. & Learmer, Edward E. & Poirier, Dale J., 1990. "A Conversation on Econometric Methodology," Econometric Theory, Cambridge University Press, vol. 6(02), pages 171-261, June.
    8. Bjerkholt, Olav & Qin, Duo, 2010. "Teaching Economics as a Science: the 1930 Yale Lectures of Ragnar Frisch," Memorandum 05/2010, Oslo University, Department of Economics.
    9. Christ, Carl F, 1994. "The Cowles Commission's Contributions to Econometrics at Chicago, 1939-1955," Journal of Economic Literature, American Economic Association, vol. 32(1), pages 30-59, March.
    10. Hendry,David F. & Morgan,Mary S., 1997. "The Foundations of Econometric Analysis," Cambridge Books, Cambridge University Press, number 9780521588706.
    11. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
    12. Coats, A.W., 1987. "Review Essay: History of Political Economy: The AEA and the History of Economics," Journal of the History of Economic Thought, Cambridge University Press, vol. 9(1), pages 61-66, October.
    13. Spanos,Aris, 1986. "Statistical Foundations of Econometric Modelling," Cambridge Books, Cambridge University Press, number 9780521269124.
    14. Neil R. Ericsson, 2004. "The ET interview: professor David F. Hendry," International Finance Discussion Papers 811, Board of Governors of the Federal Reserve System (U.S.).
    15. Christ, Carl F, 1983. "The Founding of the Econometric Society and Econometrica," Econometrica, Econometric Society, vol. 51(1), pages 3-6, January.
    16. Christ, Carl F, 1985. "Early Progress in Estimating Quantitative Economic Relationships in America," American Economic Review, American Economic Association, vol. 75(6), pages 39-52, December.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Robert W. Dimand, 2014. "James Tobin and Modern Monetary Theory," Center for the History of Political Economy Working Paper Series 2014-5, Center for the History of Political Economy.
    2. Robert W. Dimand, 2020. "Macroeconomic dynamics at the Cowles Commission from the 1930s to the 1950s," The European Journal of the History of Economic Thought, Taylor & Francis Journals, vol. 27(4), pages 564-581, July.
    3. Kolev, Stefan, 2021. "Ein Baltendeutscher bei den Preußen des Balkans: Oskar Anderson und das Sofioter Institut für Wirtschaftsforschung (SWIFO)," HWWI Research Papers 198, Hamburg Institute of International Economics (HWWI).
    4. M.J. Boumans, 2018. "Survey on Recent Work in the History of Econometrics: A Witness Report," Working Papers 18-10, Utrecht School of Economics.
    5. repec:hal:journl:dumas-00906285 is not listed on IDEAS
    6. n.d., 2015. "Glimpses of Henry Schultz in Mussolini?s 1934 Italy," HISTORY OF ECONOMIC THOUGHT AND POLICY, FrancoAngeli Editore, vol. 2015(2), pages 93-113.
    7. Belyanova, E. & Makasheva, N., 2020. "The constructivist project 'Econometrics-1930': Implementation of the impossible or realization of inevitable?," Journal of the New Economic Association, New Economic Association, vol. 47(3), pages 158-177.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Charles G. Renfro, 2009. "The Practice of Econometric Theory," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-540-75571-5, July-Dece.
    2. Spanos, Aris, 1989. "On Rereading Haavelmo: A Retrospective View of Econometric Modeling," Econometric Theory, Cambridge University Press, vol. 5(3), pages 405-429, December.
    3. Christopher L. Gilbert & Duo Qin, 2005. "The First Fifty Years of Modern Econometrics," Working Papers 544, Queen Mary University of London, School of Economics and Finance.
    4. Christopher L. Gilbert & Duo Qin, 2005. "The First Fifty Years of Modern Econometrics," Working Papers 544, Queen Mary University of London, School of Economics and Finance.
    5. Julia Campos & Neil R. Ericsson & David F. Hendry, 2005. "General-to-specific modeling: an overview and selected bibliography," International Finance Discussion Papers 838, Board of Governors of the Federal Reserve System (U.S.).
    6. Oxley, L.T., 1995. "An expert systems approach to econometric modelling," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 39(3), pages 379-383.
    7. Grahame Thompson, 1993. "Causality in economics: Rhetorical ethic or positivist empiric?," Quality & Quantity: International Journal of Methodology, Springer, vol. 27(1), pages 47-71, February.
    8. Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
    9. James H. Stock & Francesco Trebbi, 2003. "Retrospectives: Who Invented Instrumental Variable Regression?," Journal of Economic Perspectives, American Economic Association, vol. 17(3), pages 177-194, Summer.
    10. Bjerkholt, Olav, 2015. "Trygve Haavelmo At The Cowles Commission," Econometric Theory, Cambridge University Press, vol. 31(1), pages 1-84, February.
    11. Rahmanov, Ramiz, 2014. "A Historical Sketch of Macroeconometrics," MPRA Paper 56869, University Library of Munich, Germany.
    12. P.C.B. Phillips, 1988. "Reflections on Econometric Methodology," The Economic Record, The Economic Society of Australia, vol. 64(4), pages 344-359, December.
    13. Christopher L. Gilbert & Duo Qin, 2007. "Representation in Econometrics: A Historical Perspective," Working Papers 583, Queen Mary University of London, School of Economics and Finance.
    14. Jovanovic, Franck & Schinckus, Christophe, 2017. "Econophysics and Financial Economics: An Emerging Dialogue," OUP Catalogue, Oxford University Press, number 9780190205034.
    15. Duo Qin, 2006. "VAR Modelling Approach and Cowles Commission Heritage," Working Papers 557, Queen Mary University of London, School of Economics and Finance.
    16. Robert W. Dimand, 2020. "Macroeconomic dynamics at the Cowles Commission from the 1930s to the 1950s," The European Journal of the History of Economic Thought, Taylor & Francis Journals, vol. 27(4), pages 564-581, July.
    17. Spanos, Aris, 1990. "The simultaneous-equations model revisited : Statistical adequacy and identification," Journal of Econometrics, Elsevier, vol. 44(1-2), pages 87-105.
    18. Robert W. Dimand, 2019. "The Cowles Commission and Foundation for Research in Economics," Cowles Foundation Discussion Papers 2207, Cowles Foundation for Research in Economics, Yale University.
    19. Christopher L. Gilbert & Duo Qin, 2007. "Representation in Econometrics: A Historical Perspective," Working Papers 583, Queen Mary University of London, School of Economics and Finance.

    More about this item

    Keywords

    ECONOMETRIE;

    JEL classification:

    • B23 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Econometrics; Quantitative and Mathematical Studies

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hal:journl:hal-01320582. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: CCSD (email available below). General contact details of provider: https://hal.archives-ouvertes.fr/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.