Sir David F. Hendry (University of Oxford)

Sir David F. Hendry is Professor of Economics at the University of Oxford, a Fellow of Nuffield College and Co-director of Climate Econometrics. 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.

Amongst other honours David Hendry was knighted in 2009 for services to Social Sciences, has received eight Honorary Doctorates, a Lifetime Achievement Award from the ESRC and the Guy Medal in Bronze from the Royal Statistical Society.

David Hendry jointly founded the Econometrics Journal and has been Econometrics Editor of the Review of Economic Studies and the Economic Journal, as well as an editor of the Oxford Bulletin of Economics and Statistics. More recently In addition to helping to write numerous PcGive guides, David Hendry also co-authored '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 webinars with fellow OxMetrics developers.