Monday, October 15, 2012

Some Historical Links

You've probably noticed that some of my posts are essentially pieces that focus on some aspect of the history of econometrics, and/or the history of statistics.  I certainly have a bit of an interest in these topics, and I also find that it's helpful to inject a bit of historical content when I'm teaching. 

It doesn't necessarily have to be very much - just something interesting to make the name of the econometrician in question, or the origin of a concept a bit more memorable. Or perhaps some historical context that's intended to clarify why the literature took a certain turn at a certain time.

It's both interesting and enlightening to know something about where your discipline came from, how it evolved over time, and who the players were. Some of them were really interesting people!

With this in mind, you might want to check out the website, "Figures from the History of Probability and Statistics", run by John Aldrich of the Department of Economics at the University of Southampton. That site also links to a number of other interesting sites, where you can learn about the earliest uses of various words and symbols (in mathematics); the historical development of statistical graphics and data visualization; and other exciting things.

John's site has a link to Jan Kiviet's "Glimpses of the Prehistory of Econometrics" that's currently broken. Here's a correct link to Jan's slides of that title - they're well worth looking at.

Finally, there's another gem linked from John Aldrich's homepage - "Karl Pearson: A Reader's Guide".

If your library subscribes to the journal, Econometric Theory, edited by Peter Phillips, then you'll probably be aware of the numerous "E.T. Interviews" with various influential econometricians (such as Anil Bera's interview of George Judge that's discussed in this post). If not, check these out too!

© 2012, David E. Giles


  1. Hi Dave, there's also an R package called HistData that contains some famous datasets from the history of statistics: