----------------- HES POSTING ----------------- The Fall 2001 volume of the Journal of Economic Perspectives is entirely devoted to Econometric Tools. (It's not in JSTOR quite yet -- I wish that wall would move a little faster.) Stock and Watson have an article titled "Vector Autoregressions" with a very brief (thin :-))) history (including a footnote to Watson's 1994 survey article), a nice non-expert presentation, and a solid bibliography (with lots of Sims, but alas no Judy Klein). Humberto Barreto ------------ FOOTER TO HES POSTING ------------ For information, send the message "info HES" to [log in to unmask]