Hendry D.F., Morgan M.S. (eds.) The Foundations of Econometric Analysis

Cambridge University Press, 1995. — 560 p. — ISBN: 052138043X , 9780521380430, 9780521588706.This 1995 book contains a collection of the classic papers of the pioneer econometricians. Together, these papers form the foundations of econometric thought, and are essential reading for anyone seeking to understand the aims, method and methodology of econometrics and the development of this statistical approach in economics.