David Forbes Hendry
| David Forbes Hendry | |
|---|---|
| Born |
6 March 1944 Nottingham, England |
| Residence | Oxford, England |
| Fields | Econometrics |
| Institutions | University of Oxford |
| Alma mater | London School of Economics |
| Doctoral advisor | John Denis Sargan |
| Doctoral students |
Aris Spanos Gregor W. Smith Carlo Favero Jurgen A. Doornik Guillaume Chevillon Jennifer L. Castle J. James Reade Hans M. Krolzig |
| Known for | Dynamic Econometrics, Forecasting, Model Selection, Monte Carlo Simulation, Mis-Specification Testing, Progressive Research Methodology, LSE approach to econometrics, Autometrics, PcGive, OxMetrics, Gets Modeling |
| Influences | John Denis Sargan, Trygve Haavelmo |
| Influenced | Clive Granger, Robert Engle, Søren Johansen, Neil Shephard, Neil Ericsson, Jennifer Castle, Michael Clements, Hans M. Krolzig |
| Notable awards | Guy Medal (Bronze, 1986) |
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Website |
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Website
IDEAS: https://ideas.repec.org/e/phe33.html
Sir David Forbes Hendry, FBA (born 6 March 1944) is a British econometrician, currently a professor of economics and from 2001–2007 was Head of the Economics Department at the University of Oxford. He is also a Professorial Fellow at Nuffield College, Oxford.
He obtained an M.A. in economics with first class honours from the University of Aberdeen in 1966. He then went to the London School of Economics and completed an MSc (with distinction) in econometrics and mathematical economics in 1967. He received his PhD from the London School of Economics under the supervision of John Denis Sargan in 1970, and until joining the University of Oxford in 1982, was a Lecturer, then Reader and finally Professor of Economics at the LSE. Dr. Hendry also served as a research professor at Duke University from 1987 until 1991.
His work is predominantly on time series econometrics and the econometrics of the demand for money. In recent years he has worked on the theory of forecasting and also on automated model building.
He was elected a Fellow of the British Academy, a Fellow of the Econometric Society, Honorary Member of the American Economic Association and Foreign Honorary Member of the American Academy of Arts and Sciences. He was knighted in the 2009 Birthday Honours.
His most recent book is Hendry, D.F. and B. Nielsen (2007), Econometric Modeling: A Likelihood Approach (Princeton University Press).
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