Projects and Books

Projects

Books

  • Hendry, D.F. (2015). Introductory Macro-economics: A New Approach, Timberlake Consultants Press.
  • Hendry, D.F. and Doornik, J.A. (2014). Empirical Model Discovery and Theory Evaluation, MIT Press.
  • Hendry, D.F. and B. Nielsen (2007), Econometric Modeling: A Likelihood Approach. Princeton University Press.
  • J. Campos, N.R. Ericsson and D.F. Hendry (2004), General to Specific Modelling. Edward Elgar. Forthcoming.
  • Clements, M.P. and D.F. Hendry (2002), A Companion to Economic Forecasting. Oxford: Blackwell Publishers. (ISBN 0631215697).
  • Hendry, D.F. and N.R. Ericsson (2001), Understanding Economic Forecasts.Cambridge, Mass.: MIT Press.
  • Doornik, J.A. and D.F. Hendry (2001), Interactive Monte Carlo Experimentation in Econometrics Using PcNaive.London: Timberlake Consultants Press.
  • Doornik, J.A. and D.F. Hendry (2001), GiveWin: An Interface to Empirical Modelling(2nd edition). London: Timberlake Consultants Press. (ISBN 0-9533394-3-2) (1st ed. 1996, 2nd ed. 1999).
  • Hendry, D.F. and J.A. Doornik (2001), Empirical Econometric Modelling Using PcGiveVolumes I, II and III. London: Timberlake Consultants Press. (Vol I: 2nd ed. 1999, 1st ed. 1996; version 8: 1994, version 7: 1992) (Vol II: 2nd ed. 1999, 1st ed. 1997; version 8: 1994).
  • D.F. Hendry and H-M. Krolzig (2001), Automatic Econometric Model Selection.London: Timberlake Consultants Press.
  • Hendry, D.F. (2001), Econometrics: Alchemy or Science?2nd Edition. Oxford: Oxford University Press. (ISBN 0-19-829354-2).
  • W. A. Barnett, D. F. Hendry, S. Hylleberg, T. Teräsvirta, D. Tjøstheim, and A. Würtz (eds) (2000), Nonlinear Econometric Modeling in Time Series. Proceedings of the Eleventh International Symposium in Economic Theory. Cambridge: Cambridge University Press.
  • Clements, M.P. and D.F. Hendry (1999), Forecasting Non-stationary Economic Time Series. Cambridge, Mass.: MIT Press.
  • Clements, M.P. and D.F. Hendry (1998), Forecasting Economic Time Series. Cambridge: Cambridge University Press. (ISBN 0-521-634806).
  • Hendry, D.F. and M.S. Morgan (1995), The Foundations of Econometric Analysis. Cambridge: Cambridge University Press. (ISBN 0-521-38043-X). 
  • Hendry, D.F. (1995).Dynamic Econometrics. Oxford: Oxford University Press.(ISBN 0-19-828317-2) 
    • Corrections
    • Data
    • Solutions to answers: Forthcoming.
    • Chinese Edition, 1998.
  • Banerjee, A., J.J. Dolado, J.W. Galbraith, and D.F. Hendry (1993). Co-integration, Error Correction and the Econometric Analysis of Non-Stationary Data. Oxford: Oxford University Press. (ISBN 0-19-828700-3)
  • Hendry, D.F. (1993). Econometrics: Alchemy or Science? Oxford: Blackwell Publishers. (ISBN 1-55786-264-8)
  • Doornik, J.A. and D.F. Hendry (1992). PcGive 7: An Interactive Econometric Modelling System. Oxford: Institute of Economics and Statistics, University of Oxford.
  • Hendry, D.F., A.J. Neale, and N.R. Ericsson (1991). PC-NAIVE, An Interactive Program for Monte Carlo Experimentation in Econometrics. Version 6.0. Oxford: Institute of Economics and Statistics, University of Oxford.
  • Hendry, D.F. and K.F. Wallis (Eds.) (1984). Econometrics and Quantitative Economics. Oxford: Basil Blackwell.