Monday, March 2, 2015

The ET Interviews

Right from its inception in 1985, the journal Econometric Theory has featured the "ET Interviews". These are published interviews with key figures who have helped to shape the discipline of econometrics as we know it.

Many of these interviews have been conducted by ET Editor, Peter Phillips, but other interviewers ave also participated. This invaluable contribution provides us with a unique "window" on the history of econometrics, and the ET Interviews should be required reading for all of our graduate students.

The very first issue of ET included Peter's interview with Denis Sargan - one of the most influential British econometricians of all time, and Peter's Ph.D. supervisor at the LSE. Since then, interviews with 38 other econometricians and statisticians have been added to the collection. These recorded memories will become increasingly valuable with each passing year.

The majority of the interview articles can be downloaded freely from Peter's website (although they're not shown as links). In the following list of all of the "ET Interviews" to date, those articles that have to be accessed through the journal site itself are flagged with an asterisk (*):

The ET Interviewees

Takeshi Amemiya*

T. W. (Ted) Anderson

A. R. (Rex) Bergstrom

Herman Bierens*

Greogry C. Chow

Manfred Deistler*

Phoebus J. Dhrymes

James Durbin

Robert F. Engle (Nobel Laureate, 2003)

Eric Ghysels*

Arthur S. Goldberger

Christian Gourieroux & Alain Monfort*

Clive W. J. Granger (Nobel Laureate, 2003)

E. J. (Ted) Hannan

Michio Hatanaka

Sir David F. Hendry*

Cheng Hsiao*

Alan T. James

George G. Judge*

Joseph B. (Jay) Kadane

Lawrence R. Klein (Nobel Laureate, 1980)

Jan Kmenta*

G. S. Maddala

Edmmond Malinvaud

Marc L. Nerlove

B. L. S. Prakasa Rao*

C. R. Rao

Olav Reiersol

Peter M. Robinson*

J. D. (Denis) Sargan

Sir J. R. N. (Richard) Stone (Nobel Laureate, 1984)

Katsuto Tanaka*

George C. Tiao

Jan Tinbergen (Inaugural Nobel Laureate, 1969)

James Tobin (Nobel Laureate, 1981)

Herman O. A. Wold

Arnold Zellner

© 2015, David E. Giles

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