The ANU Tapes: A Slice of History

by Christopher L. Skeels

From the late-1960s through to the early 1980s the Australian National University (ANU) boasted a very strong presence in econometrics. Like most things at ANU at that time it was geographically dispersed (with people spread across different departments scattered around the campus) but, largely on the backs of Ted Hannan and Bill Phillips (initially), the econometrics group expanded to include such names as Adrian Pagan, Ray Byron, Pravin Trivedi, Deane Terrell, Tony Hall, John Beggs, and Michael McAleer. In addition, the statistics group had names such as Pat Moran, Chris Heyde, Peter Hall, Chip Heathcote, Des Nicholls and Terry O'Neil. PhD students from around that time, other than those already mentioned as staff members, include Trevor Breusch, Peter Robinson, Anil Bera, Robert Kohn, Alan Welsh, Mervyn Silvapulle, amongst others. I mention this only to set the scene of a vibrant academic environment that was very successful in attracting visitors of the highest calibre. Read more

At the same time the London School of Economics (LSE) had arguably the strongest time-series econometrics group in the world, including Denis Sargan, David Hendry, Peter Phillips, Grayham Mizon and Ken Wallis. At various times in the late 1970s and early 1980s a number of staff from the LSE chose to visit the ANU. (It probably didn't hurt that the Australian dollar was strong relative to the British pound, so that doing some teaching was a good way to finance a period of sabbatical leave.) Sometime in amongst all this, somebody hit upon the idea that it might be sensible to record these lectures, presumably for use with future students, and they did. That is all that I know about the creation of the tapes.

When I joined the faculty at ANU in mid-1987 the tapes lived in a metal bookcase in a storage room. When I was first told about them I felt that it was done with some pride, so people recognised that they had something important but, so far as I could tell, they had never been used. Part of the reason for this was the format of the tapes. Forget the Betamax versus VHS 'format war', these tapes were U-matic, which was a format used primarily in the professional market rather than the consumer market. Their format may be why the tapes have lasted as well as they did but it also proved a major stumbling block in their use. Although the Instructional Resources Unit at ANU, who did the actually recording of the lectures, may have had U-matic equipment, nobody else did and so playing the tapes was problematic.

At some stage, probably around 1997 or 1998, the then Head of Department felt that we were sufficiently short of space that the storage room needed to become somebody's office and that its current contents had to go. When I protested that the tapes were too valuable to be thrown away I was told that I could keep them, if I wished, but under no circumstances would any departmental space be devoted to their storage. So began a period of nearly 20 years where the tapes became my constant travelling companions, typically stacked in boxes in that little bit of free wall space under the light switch by the door. They have travelled with me from ANU to the University of Melbourne, and have subsequently changed offices twice more and changed buildings once.

It had always been my intention to do something similar to what Stan Hurn has achieved here, although time and funds to cover the cost of getting the tapes converted to a format that was readily usable, always proved a stumbling block. There were a few false starts along the way, and once the prospect of getting it done seemed sufficiently close that I even went so far as to contact the ANU to ensure that there would be no legal barriers to doing so. Perhaps, unsurprisingly, the suggestion that they may be of use meant that they were deemed garbage no more. After consultation with the same Head of Department who had originally consigned them to the rubbish dump, they were suddenly deemed of interest once again. To his credit, while asserting the ANUs claim to the benefits of any commercial use to which the tapes might be put to (by others on the ANUs behalf, clearly), the Dean gave his permission for the tapes to be used for academic purposes, which was always the intent.

In January of 2015, Stan rang me to discuss the tapes. From memory, Stan had learned of them from Adrian Pagan. In any event, he suggested that we get them digitised and put them up on the website that you are visiting now. Stan found someone in Brisbane with the technology to do the conversion and we experimented with a single tape. The result was sufficiently good that the decision was made to get the rest converted. It was June of 2015 before that test run was completed. The remaining tapes were sent to Brisbane in August and by October of 2015 had all been digitised, although it was not until early 2016 that all the lectures had been pieced together in their final form.

In all, there were nearly 50 tapes, with most of them taken up by the lectures of Sargan, Mizon, and Wallis, which are presented here. After some administrative issues were taken care of they were ready to fulfil the purpose for which they were originally created. It is a credit to the foresight of those at ANU at the time, and to Stan Hurn and his team at the National Centre for Econometric Research, and the financial support of QUT Business School, that this piece of econometric history has been preserved and that these tapes are now freely available.

Special Topics in Econometrics - Lecture 1
Lecture by G. Mizon on 21st July 1977
Australian National University
Special Topics in Econometrics - Lecture 2
Lecture by G. Mizon on 26th July 1977
Australian National University
Special Topics in Econometrics - Lecture 3
Lecture by G. Mizon on 28th July 1977
Australian National University
Special Topics in Econometrics - Lecture 4
Lecture by G. Mizon on 2nd August 1977
Australian National University
Special Topics in Econometrics - Lecture 5
Lecture by G. Mizon on 4th August 1977
Australian National University
Special Topics in Econometrics - Lecture 6
Lecture by G. Mizon on 9th August 1977
Australian National University
Special Topics in Econometrics - Lecture 7
Lecture by G. Mizon on 11th August 1977
Australian National University
Special Topics in Econometrics - Lecture 8
Lecture by G. Mizon on 16th August 1977
Australian National University
Dynamic Models and Their Inter-Relationships - Part 1
Lecture by K. F. Wallis on 20th September 1976,
Australian National University
Lecture 1, Part 1
Dynamic Models and Their Inter-Relationships - Part 2
Lecture by K. F. Wallis on 22nd September 1976,
Australian National University
Lecture 1, Part 2
Forecast Comparisons - Part 1
Lecture by K. F. Wallis on 27th September 1976,
Australian National University
Lecture 2, Part 1
Some Theoretical Examples: Identification and Estimation - Part 1
Lecture by K. F. Wallis on 6th October 1976,
Australian National University
Lecture 3, Part 1
Some Theoretical Examples: Identification and Estimation - Part 2
Lecture by K. F. Wallis on 8th October 1976,
Australian National University
Lecture 3, Part 2
Empirical Examples - Part 1
Lecture by K. F. Wallis on 13th October 1976,
Australian National University
Lecture 4, Part 1
Finite Sample, Theory and Econometrics
Lecture by J. D. Sargan on 31st July 1984,
Australian National University
The Use of Numerical Integration of Characteristics Function - Lecture 1
Lecture by J. D. Sargan on 1st August 1984,
Australian National University
The Use of Numerical Integration of Characteristics Function - Lecture 2
Lecture by J. D. Sargan on 2nd August 1984,
Australian National University
The Use of Numerical Integration of Characteristics Function - Lecture 3
Lecture by J. D. Sargan on 7th August 1984,
Australian National University
The Use of Numerical Integration of Characteristics Function - Lecture 4
Lecture by J. D. Sargan on 8th August 1984,
Australian National University
The Use of Numerical Integration of Characteristics Function - Lecture 5
Lecture by J. D. Sargan on 9th August 1984,
Australian National University
The Use of Numerical Integration of Characteristics Function - Lecture 6
Lecture by J. D. Sargan on 15th August 1984,
Australian National University
The Use of Numerical Integration of Characteristics Function - Lecture 7
Lecture by J. D. Sargan on 16th August 1984,
Australian National University
The Use of Numerical Integration of Characteristics Function - Lecture 8
Lecture by J. D. Sargan on 21st August 1984,
Australian National University
Econometrics Lecture - Part 3a (incomplete)
Lecture by M. H. Pesaran on 21st August 1984,
Australian National University
Econometrics Lecture - Part 5b (incomplete)
Lecture by M. H. Pesaran on 8th August 1984,
Australian National University