ABSTRACT
Allow me first of all to say that it has been a very great pleasure for me to accept this invitation to give a series of lectures at the Henri Poincaré Institute. I consider it as a great honour to have the opportunity to present at this great intellectual centre some reflections on a subject of quite special interest for me. The purpose of these lectures will be to give you an impression of the problems and methods of the discipline we today call econometrics.
