Academic Profile

People Feature

David Hendry

Senior Research Fellow
Professor of Economics

Research Interests : Forecasting. Econometric modelling, theory and methodology, and the modelling of economic time series. Applications: UK housing market, money demand and consumers' expenditure.

David Hendry

Publications

(with J.A. Doornik), Empirical Model Discovery and Theory Evaluation, MIT Press, 2014 .

(with B. Nielsen), Econometric Modeling: A Likelihood Approach, Princeton University Press, 2007.  

(with M.P. Clements), Forecasting Non-stationary Economic Time Series, MIT Press, 1999.  

Dynamic Econometrics, Oxford University Press, 1995.

(with J.A. Doornik), Empirical Econometric Modelling using PcGive, Timberlake Consultants Press, 2013.