Wednesday, June 25, 2014

New Zealand Association of Economists Conference

In a couple of days' time I'll be heading off to New Zealand to participate in the 55th Annual Conference of the N.Z. Association of Economists. I'll be one of the keynote speakers, and I'm honoured to be presenting the A. W. H. Phillips Memorial Lecture.

That's "Bill" Phillips of The Phillips Curve fame - a very interesting and immensely talented New Zealander about whom I've posted previously, here and here.

My talk is titled, "The Econometrics of Temporal Aggregation: 1956-2014". The link to Bill Phillips is through his seminal work on continuous-time econometrics, and the lessons it has for econometric modelling when our data have been aggregated over time.

You can guess that I'll be posting on this topic in more detail in the near future. As soon as I've given my address, I'll make the slides available through this blog.

© 2014, David E. Giles

More on Celebrating Trygve Haavelmo

In a recent post I drew attention to the special issue of Econometric Theory that is being devoted to the contributions that Trygve Haavelmo made to econometrics, and to the founding of the Econometric Society. In fact, there will be two issues of the journal that will be dealing with this topic.

Most of the papers that will appear in the first issue (to be published next year) are now available on the ET website. One paper that isn't there yet is one that I mentioned in an earlier post. It's titled, "Trygve Haavelmo at the Cowles Commission", by Olav Bjerkholt. You can download this paper here.

Olav wrote to me recently, saying: "My own paper will appear in ET with some pictures and also an unusual illustration, a page from Haavelmo's notebook showing the list of persons who received his 1941 early version of Probability Approach." Olav is referring to Haavelmo's seminal paper, "The Probability Approach in Econometrics", which was published in Econometrica in 1944. That paper is available in its entirety, here.

Olav has kindly given me permission to reproduce Haavelmo's list, so here it is: