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Subject:
HES: QUERY -- History of Vector Auto Regression
From:
[log in to unmask] (Morgan,M)
Date:
Fri Mar 31 17:19:16 2006
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----------------- HES POSTING ----------------- 
Roy Epstein's book: A History of Econometrics (Elsevier, 1987) does have an acccount of
the history of VARs, and there are surely useful materials in Duo Qin's: Formation of
Econometrics (OUP, 1993)
 
Mary Morgan 
 
 
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