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Advances in Econometrics is a series of research annuals first published in 1982 by JAI Press. In this paper, we present a brief history of the series over its first 30 years. We describe key events in the history of the volume, and give information about the key contributors: editors, editorial board members, Advances in Econometrics Fellows, and authors who have contributed to the great success of the series.

The collection of chapters in this 30th volume of Advances in Econometrics provides a well-deserved tribute to Thomas B. Fomby and R. Carter Hill, who have served as editors of the Advances in Econometrics series for 25 and 21 years, respectively. Volume 30 contains a more varied collection of chapters than previous volumes, in essence mirroring the wide variety of econometric topics covered by the series over 30 years. Volume 30 starts with a chapter discussing the history of this series over the last 30 years. The next five chapters can be broadly categorized as focusing on model specification and testing. Following this section are three contributions that examine instrumental variables models in quite different settings. The next four chapters focus on applied macroeconomics topics. The final chapter offers a practical guide to conducting Monte Carlo simulations.