Robert E. Lucas was good at math and science, and it was expected that he would attend the University of Washington in Seattle and become an engineer. But by the time he was seventeen he was ready to leave home, a decision his parents agreed to support if he could obtain a scholarship. MIT did not grant him one but the University of Chicago did. Since Chicago did not have an engineering school, this ended Lucas’ engineering career.
Robert took some mathematics at Chicago, but lost interest soon after his courses got past the material he had half learned in high school. The real excitement for him was in the liberal arts core of the Chicago College, courses from the Hutchins era.
Lucas obtained a Woodrow Wilson Doctoral Fellowship, and entered the graduate program in History at the University of California. With no Greek or French and minimal Latin and German, he was in no position to pursue his classical interests, so he began work at Berkeley with little more than an open mind. The most exciting modern historian Lucas had read at Chicago had been the Belgian historian Henri Pirenne, whose account of the end of the Roman era stressed the continuity of economic life in the face of major political disruptions. For Robert, Pirenne's shift of focus away from emperors and dreary Merovingian kings and on to the daily lives of private citizens was novel and exciting, and fit his sense of what was important. At Berkeley, Lucas took courses in Economic History and audited an economic theory course. He liked economics at once, but it was obvious that to apply it with any confidence he would need to know much more than he could pick up on the side as a history student. RobertI decided to move into economics and, since there appeared to be no hope of financial support from Berkeley's Economics Department, he returned to Chicago. During the rest of that academic year Lucas took some undergraduate economics at Chicago and one or two graduate courses, to prepare for his real start as a graduate student the next fall.
In the fall of 1960, Lucas began Milton Friedman's price theory sequence. He took his first rigorous analysis courses, and a statistics course using Volume I of Willam Feller's An Introduction to Probability Theory and Its Applications. Robert's interest in probability and statistics stemmed from an interest in econometrics, stimulated by courses of Zvi Griliches and Gregg Lewis.