----------------- 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 ------------ FOOTER TO HES POSTING ------------ For information, send the message "info HES" to [log in to unmask]