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  • “Foreword” in (eds) Francois Gardes and Georges Prat, Price Expectations in Goods and Financial Markets: New Developments in the Theory and Empirical Research,  (2000), Cheltenham: Edward Elgar, ISBN 1-84064-322-6.
  • “Foreword” in (eds) Roberto Mariano, Til Schuermann, and Melvyn Weeks, Simulation-based Inference: Theory and Applications, (2000), Cambridge:  Cambridge University Press, ISBN 0-521-59112-0.
  • 2001, “Address given by M Hashem Pesaran at the Memorial Service for Professor David Gawen Champernowne, 1912-2000”, Trinity College Annual Record, Cambridge University Press
  • “David Gawen Champernowne: 1912 – 2000”, Biographical Dictionary of British Economists, 2004, Vol 1, pp 210-214
  • “John Richard Nicholas Stone: 1913 – 1991”, Biographical Dictionary of British Economists, 2004, Vol 2, pp 1166-1172
  • Obituary in memory of Clive Granger: An Advisory Board member of the Journal, 2009, Journal of Applied Econometrics, 24: 871-873