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LSE and Econometrics

In: The Palgrave Companion to LSE Economics

Author

Listed:
  • Jim Thomas

    (University of London)

Abstract

Given Lionel Robbins’s scepticism about the value of regression analysis, early LSE contributions to econometrics came from members of the Statistics Department, such as Arthur Bowley and Roy Allen. Much later, with the arrival of Bill Phillips, Rex Bergstrom, Denis Sargan and the graduate students he trained, the School developed the leading econometrics group in the UK for a time, with a distinctive ‘LSE Tradition in Econometrics’. This involved both econometric theory and methodology. With the retirement of Sargan and David Hendry’s move to Oxford, the econometric emphasis at LSE changed under Peter Robinson, with important applied econometric work being carried out across several of the School’s research institutions.

Suggested Citation

  • Jim Thomas, 2019. "LSE and Econometrics," Palgrave Macmillan Books, in: Robert A. Cord (ed.), The Palgrave Companion to LSE Economics, chapter 0, pages 3-33, Palgrave Macmillan.
  • Handle: RePEc:pal:palchp:978-1-137-58274-4_1
    DOI: 10.1057/978-1-137-58274-4_1
    as

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