The Econometricians
Gauss, Galton, Pearson, Fisher, Hotelling, Cowles, Frisch and Haavelmo

Authors: Colin Read



Provides a thorough review of the history of econometric theory and theorists

Offers insight into the lives and times of some of the world’s foremost financial statisticians

Analyses the historic development of econometrics as a financial tool

This is the seventh book in a series of discussions about the great minds in the history and theory of finance. While the series addresses the contributions of scholars in our understanding of financial decisions and markets, this seventh book describes how econometrics developed and how its underlying assumptions created the underpinning of much of modern financial theory. The author shows that the theorists of econometrics were a mix of mathematicians and cosmologists, entrepreneurs, economists and financial scholars. The author demonstrates that by laying down the foundation of empirical analysis, they also forever determined the way in which we think about financial returns and the vocabulary we employ to describe them. Through this volume, the reader can discover the life stories, inspirations, and theories of Carl Friedrich Gauss, Francis Galton, Karl Pearson, Ronald Aylmer Fisher, Harold Hotelling, Alfred Cowles III, Ragnar Frisch, and Trygve Haavelmo, specifically. We learn how each theorist made an intellectual leap simply by thinking about a conventional problem in an unconventional way.

Table of contents (31 chapters)

Front Matter

Mathematicians and Astronomers
• Front Matter
• The Early Life of Carl Friedrich Gauss
• The Times of Carl Friedrich Gauss
• Carl Gauss’ Great Idea
• The Later Years and Legacy of Carl Friedrich Gauss

From Least Squares to Eugenics
• Front Matter
• The Early Life of Francis Galton
• The Times of Francis Galton
• The Later Life and Legacy of Sir Francis Galton
• The Early Life of Karl Pearson
• Karl Pearson’s Great Idea
• The Later Life and Legacy of Karl Pearson

The Formation of Modern Statistics
• Front Matter
• The Early Life of Ronald Aylmer Fisher
• The Times of Ronald Aylmer Fisher
• Ronald Fisher’s Great Idea
• Later Life and Legacy of Ronald Fisher
• The Early Life of Harold Hotelling
• The Times of Harold Hotelling
• Harold Hotelling’s Great Idea
• The Later Life and Legacy of Harold Hotelling

The Birth of a Commission and Econometrics
• Front Matter
• The Early Life of Alfred Cowles III
• The Times of Alfred Cowles III
• The Great Idea of Alfred Cowles III
• Legacy and Later Life of Alfred Cowles III
• The Early Life of Ragnar Frisch
• The Times of Ragnar Frisch
• Ragnar Frisch’s Great Idea
• Legacy and Later Life of Ragnar Frisch
• The Early Years of Trygve Haavelmo
• The Times of Trygve Haavelmo
• Haavelmo’s Great Idea
• Legacy and Later Life of Trygve Haavelmo

What We Have Learned
• Front Matter
• Conclusions

Back Matter

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