- David Forbes Hendry
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Sir David Forbes Hendry, FBA (born 6 March 1944 in Nottingham, England) 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 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.
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.[1] He is a highly regarded time series econometrician.
His most recent book is Hendry, D.F. and B. Nielsen (2007), Econometric Modeling: A Likelihood Approach (Princeton University Press).
"The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry", edited by Jennifer L Castle and Neil Shephard, was published by Oxford University Press in 2009.
Selected publications
Hendry, D.F. (1995). Dynamic Econometrics. Oxford: Oxford University Press. (ISBN 0-19-828317-2)
Davidson, J.E.H., D.F. Hendry, F. Srba, and J.S. Yeo (1978). Econometric modelling of the aggregate time-series relationship between consumers' expenditure and income in the United Kingdom. Economic Journal, 88, 661-692.
External links
- University of Oxford: David Hendry (Accessed July 2011)
Footnotes
- ^ London Gazette: (Supplement) no. 59090. p. 1. 13 June 2009.
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