----------------- HES POSTING ----------------- The obvious starting point is Judy Klein's STATISTICAL VISIONS IN TIME, which contains a nice discussion of early work on autoregression. As far as VAR goes, Christopher Simms did a few nice pieces in the Minneapolis Fed REVIEW back in the 80s, if memory serves. As Fed REVIEW pieces, they are a bit less technical than the standard journal literature and thus perhaps a bit better suited than some things for an undergrad. Steve Medema University of Colorado at Denver ------------ FOOTER TO HES POSTING ------------ For information, send the message "info HES" to [log in to unmask]