Darnell, Adrian C. and J. Lynne Evans. (1990) The Limits of Econometrics. Aldershot: Edward Elgar.
Davis, George C. (2000) “A Semantic Conception of Haavelmo’s Structure of Econometrics”, Economics and Philosophy, 16(2), 205–28.
Davis, George (2005) “Clarifying the ‘Puzzle’ Between Textbook and LSE Approaches to Econometrics: A Comment on Cook’s Kuhnian Perspective on Econometric Modelling”, Journal of Economic Methodology
Epstein, Roy J. (1987) A History of Econometrics. Amsterdam: North-Holland.
Gregory, Allan W. and Gregor W. Smith. (1991) “Calibration as Testing: Inference in Simulated Macroeconomic Models,” Journal of Business and Economic Statistics 9(3), 297-303.
Haavelmo, Trgyve. (1944) “The Probability Approach in Econometrics,” Econometrica 12 (supplement), July. 41
Heckman, James J. (2000) “Causal Parameters and Policy Analysis in Economics: A Twentieth Century Retrospective,” Quarterly Journal of Economics 115(1), 45-97.
Hoover, Kevin D. (1995b) “Why Does Methodology Matter for Economics?” Economic Journal 105(430), 715-734.
Hoover, Kevin D. (ed.) (1995c) Macroeconometrics: Developments, Tensions, and Prospects. Dordrecht: Kluwer.
Hoover, Kevin D. “The Methodology of Econometrics,” revised 15 February 2005
Hoover, Kevin D. and Stephen J. Perez. (1999) “Data Mining Reconsidered: Encompassing and the General-to-Specific Approach to Specification Search,” Econometrics Journal 2(2), 167-191. 43
Juselius, Katarina. (1999) “Models and Relations in Economics and Econometrics,” Journal of Economic Methodology 6(2), 259-290.
Leamer, Edward E. (1983) “Let’s Take the Con Out of Econometrics,” American Economic Review 73(1), 31-43.
Mizon, Grayham E. (1995) “Progressive Modelling of Economic Time Series: The LSE Methodology,” in Hoover (1995c), pp. 107–170.