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15 Ağustos 2011 Pazartesi

The 'Biographical Econometrics' Project

Textbooks in econometrics usually present methods, techniques and applications primarily from the perspective of the actual subject matter, i.e. focussing on the econometric content and scope. Although, as a rule, perfunctory reference is made to the inventors of specific contributions, nothing is revealed in general about the actual genesis, nor the challenges, agony or eventual triumph experienced by the creators of econometrics. Often such personal details can be found in historical studies, encyclopaedia, biographies, interviews or obituaries, but they are - as far as econometrics is concerned - not systematically collected and made easily available for students and their teachers. There are many good reasons, including pedagogic, to pay substantial attention to historical aspects in teaching and to put econometric theory and applications into historical perspective.
A number of very good books are available on the history of statistics in general and on the history of econometrics more in particular, and these include substantial biographical details. Also a few special volumes - and even web-sites - are available which provide short biographies of important mathematicians, economists and statisticians. However, most of this wealth of professional literature is not easily accessible for students. Also practicing econometricians (including, until recently, myself) experience barriers in acquiring basic historical knowledge of their field because most of this literature is very extensive and lacks focus on the major tools and techniques of econometrics.
Therefore I have embarked on a project that aims to fill this gap. In classroom teaching of econometrics I have committed myself to providing basic biographical details on almost every scholar whose name is mentioned in teaching, such as Gauss, Markov, Student, Fisher, Aitken, Durbin, Watson, Lagrange, Wald, Rao, Chow, Bera and many many others. These details may include - if available - a picture, relevant dates, geographical coordinates, aims, career, family, collaborators, character and characteristics, etc. In order to organize this material (mostly based on secondary sources) and to disclose it for students and scholars I collect it (but progress is very slow) at my homepage under the heading: 'Erflaters der Econometrie'. Yet, at this stage, that material is only available in Dutch. At present my only contribution in this area in English is a 'powerpoint' presentation (which I gave in seminar form at various places) titled 'Glimpses of the Prehistory of Econometrics'. This contains major biographical information (including images) on - and the particular contributions by - those scholars who provided the basic statistical tools that allowed the genesis of econometrics proper in the 1940's. Besides this group of scholars, which developed standard multiple regression analysis, I plan to produce in the near or distant future presentations on the following groups of scholars: 'Developers of Calculus and Linear Algebra', 'Heroes of Calculation and Computerization', 'Protagonist Econometricians active from 1930 until 1970' (with perhaps a part I and a part II) and eventually 'Influential Modern Econometricians'.

Kaynak: Jan F. Kiviet (University of Amsterdam); 25 January 2002

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