David F. Hendry

E764597

David F. Hendry is a prominent British econometrician known for his influential work on time-series econometrics, model selection, and the development of general-to-specific modeling strategies.

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David F. Hendry canonical 1

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Predicate Object
instanceOf British person
academic
econometrician
academicDegree PhD in economics
awardReceived Fellowship of the British Academy
Fellowship of the Econometric Society
Royal Economic Society Medal (lifetime achievement-type recognition)
countryOfCitizenship United Kingdom
educatedAt London School of Economics
University of Aberdeen
employer London School of Economics
Nuffield College, Oxford NERFINISHED
University of Oxford
familyName Hendry
fieldOfWork econometrics
economic methodology
macroeconometrics
time-series econometrics
fullName David Forbes Hendry
givenName David
hasResearchInterest automatic model selection
forecasting
macroeconomic modelling
model evaluation
non-stationary time series
structural breaks
influenced development of automatic model selection software in econometrics
practice of empirical macroeconomics in the UK
knownFor PC-Give software
automatic model selection algorithms
contributions to forecasting theory
econometric methodology
general-to-specific modeling
model selection in econometrics
time-series econometric methods
language English
memberOf British Academy
Econometric Society
notableWork Dynamic Econometrics
Econometric Modelling: A Likelihood Approach
Econometrics: Alchemy or Science?
Modelling Non-Stationary Economic Time Series
The Econometric Analysis of Economic Time Series
positionHeld Director of the Economic Modelling and Forecasting Group at Oxford
Fellow of Nuffield College, Oxford
Head of the Department of Economics at University of Oxford
Professor of Economics at University of Oxford

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Denis Sargan notableStudent David F. Hendry