Prof Sir David F. Hendry

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.