The York Annual Meetings in Econometrics started in 2000. The first meeting was cosponsored by the University of York and the Royal Economic Society and featured invited talks by Grant Hillier (Southampton), Peter Phillips (Yale, Auckland, and York), and Richard Smith (Bristol). This year's program, which is appended below, featured more invited talks and introduced a poster session for Ph.D. students from the U.K. and beyond. The University of York and Cambridge University Press jointly sponsored this year's event and about 90 people attended. In both years, the keynote papers attracted much interest and audience interaction in lively discussions. We hope that the rising trend in the numbers of papers and the conference participants continues into the future.