# ... and its history ## Landmark events - [Galton](http://jse.amstat.org/v9n3/stanton.html) and Pearson - Tinbergen, Haavelmo - Cowles Commission - Lucas and Sims critique ## Overviews - [Econometrics: A Bird's Eye View](http://ftp.iza.org/dp2458.pdf) - [Econometrics: An Historical Guide for the Uninitiated](https://www.le.ac.uk/economics/research/RePEc/lec/leecon/dp14-05.pdf) - [The First Fifty Years of Modern Econometrics](https://www.researchgate.net/publication/24119912_The_First_Fifty_Years_of_Modern_Econometrics) ## By topic - [Pearl, J. (2014). Tygve Haavelmo and the emergence of causal calculus. Econometric Theory, 31(1), 152–179.](ucla.in/2mhxKdO) - [A Short History of Markov Chain Monte Carlo (arxiv)](https://arxiv.org/pdf/0808.2902.pdf) - [Working on 1960s macroeconometrics (blog)](https://beatricecherrier.wordpress.com/2018/10/15/working-on-1960s-macroeconometrics-theres-an-echo-on-the-line) - [Criticizing the Lucas Critique: Macroeconometricians' Response to Robert Lucas](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2837766) - [W N Venables. Exegeses on Linear Models (1998)](https://www.stats.ox.ac.uk/pub/MASS3/Exegeses.pdf)