Sir David F. Hendry (University of Oxford)

Sir David F. Hendry is Professor of Economics at the University of Oxford, and a Fellow of Nuffield College. His current research focuses on empirical modelling, forecasting and automatic model selection. Together with Dr. Jurgen A. Doornik they have developed advanced versions of PcGive to improve and facilitate practical econometric modelling, incorporating Autometrics, an automatic model selection procedure. David Hendry is well known as one of the pioneers of the London School of Economics approach in econometric modelling known also as the general-to-specific methodology.

In addition to helping to write numerous PcGive guides, David Hendry is also the co-author of Econometric Modeling: A Likelihood Approach and Nonlinear Econometric Modeling in Time Series both available online in the Timberlake Bookshop.

Training & Consultancy

David Hendry currently co-delivers our annual Econometrics Summer School at the University of Oxford. Most recently, he has also launched a series of webcasts with fellow OxMetrics developers.

Feedback and Testimonials

General delegate feedback from the 2013 Econometrics Summer School at the University of Oxford:

    "I found the interaction between theory and use of OxMetrics software was excellent. Indeed, I do not see how it could have been done any other way- very useful indeed."
    "The most interesting feature is how both theoretic and empirical matters are combined. I think that on this level the courses did a rather good job. In addition, the limited number of participants enabled each of us to ask many questions leading the discussion to our respective fields of interest at times. I also liked the way we could interact with the assistants who several times helped me a fair bit to understand what the lecturer was explaining."
    "I liked everything."
    "The lecturers were outstanding leaders in their fields. They were also very helpful when attendees had problems understanding some of the topics. An excellent experience that I will certainly be recommending to other colleagues and PhD students."
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