David Forbes Hendry
Encyclopedia
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. 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.
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.
British Academy
The British Academy is the United Kingdom's national body for the humanities and the social sciences. Its purpose is to inspire, recognise and support excellence in the humanities and social sciences, throughout the UK and internationally, and to champion their role and value.It receives an annual...
(born 6 March 1944 in Nottingham, England) is a British econometrician
Econometrics
Econometrics has been defined as "the application of mathematics and statistical methods to economic data" and described as the branch of economics "that aims to give empirical content to economic relations." More precisely, it is "the quantitative analysis of actual economic phenomena based on...
, currently a professor of economics
Economics
Economics is the social science that analyzes the production, distribution, and consumption of goods and services. The term economics comes from the Ancient Greek from + , hence "rules of the house"...
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
Nuffield College, Oxford
Nuffield College is one of the constituent colleges of the University of Oxford in England. It is an all-graduate college and primarily a research establishment, specialising in the social sciences, particularly economics, politics and sociology. It is a research centre in the social sciences...
.
He received his PhD
PHD
PHD may refer to:*Ph.D., a doctorate of philosophy*Ph.D. , a 1980s British group*PHD finger, a protein sequence*PHD Mountain Software, an outdoor clothing and equipment company*PhD Docbook renderer, an XML renderer...
from the London School of Economics
London School of Economics
The London School of Economics and Political Science is a public research university specialised in the social sciences located in London, United Kingdom, and a constituent college of the federal University of London...
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
British Academy
The British Academy is the United Kingdom's national body for the humanities and the social sciences. Its purpose is to inspire, recognise and support excellence in the humanities and social sciences, throughout the UK and internationally, and to champion their role and value.It receives an annual...
, a Fellow of the Econometric Society
Econometric Society
The Econometric Society is an international society for the advancement of economic theory in its relation with statistics and mathematics. It was founded on December 29, 1930 at the Stalton Hotel in Cleveland, Ohio....
, Honorary Member of the American Economic Association
American Economic Association
The American Economic Association, or AEA, is a learned society in the field of economics, headquartered in Nashville, Tennessee. It publishes one of the most prestigious academic journals in economics: the American Economic Review...
and Foreign Honorary Member of the American Academy of Arts and Sciences
American Academy of Arts and Sciences
The American Academy of Arts and Sciences is an independent policy research center that conducts multidisciplinary studies of complex and emerging problems. The Academy’s elected members are leaders in the academic disciplines, the arts, business, and public affairs.James Bowdoin, John Adams, and...
. He was knighted
Knight Bachelor
The rank of Knight Bachelor is a part of the British honours system. It is the most basic rank of a man who has been knighted by the monarch but not as a member of one of the organised Orders of Chivalry...
in the 2009 Birthday Honours. 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
Neil Shephard
Neil Shephard , FBA, is a British economist, currently Professor of Economics at the University of Oxford. He is also a Professorial Fellow of Nuffield College, Oxford and member of the Oxford-Man Institute....
, 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)