Back in 2012 I posted about a 4-volume set of readings, titled The Rise of Econometrics, edited by Duo Qin, and published by Taylor and Francis. That set appeared in January 2013.
In response to a comment on that post, Bill Greene has recently informed me that he is editing another comprehensive 4-volume set for T&F, due out later this year. This set is titled Applied Econometrics. It features 79 papers, in addition to the Editor's introduction.
The details of the Table of Contents can be found here.
This looks like a very comprehensive "must have" addition for any serious library.