via Maha­lanobis:

Peter C.B. Phillips: This [free] issue of Econo­met­ric The­ory marks 20 full years of pub­li­ca­tion of the jour­nal ET and the begin­ning of our third decade. To cel­e­brate the occa­sion, I invited a group of econo­me­tri­cians, includ­ing all the present and past co-​​editors of ET, to reflect on the future of econo­met­rics. To focus dis­cus­sion, I selected a theme that relates to a recent trend in the prac­ti­cal use of econo­met­ric method­ol­ogy, one that seems des­tined to play an increas­ing role in the future of the subject%u2014automated mod­el­ing and infer­ence. Accord­ingly, this issue con­tains con­tri­bu­tions on var­i­ous aspects of the theme of automa­tion, intro­duc­ing the notion of auto­mated dis­cov­ery, ana­lyz­ing the valid­ity of selec­tion pro­ce­dures, and dis­cussing the prac­ti­cal util­ity of these auto­mated meth­ods in econo­met­ric mod­el­ing exercises.