In August 2003, I organized a panel at the Joint Statistical Meeting in SF on 
why econometrics does not have a code of ethics. The point was to contrast professional
economists with statisticians who certainly do have codes of ethics. Here is the most
recent one from the American Statistical Association:
 
http://www.amstat.org/profession/index.cfm?fuseaction=ethicalstatistics 
 
Papers were given by M. Ali Khan, Marty Zelder, David Levy & Sandra Peart. I could provide
email addresses for anyone interested. The sad randomness of life got in the way of prompt
publication of the papers.
 
David M Levy