Sir David F. Hendry, Kt

Director, Program in Economic Modeling, Institute for New Economic Thinking at the Oxford Martin School.

Professor of Economics, University of Oxford.
Senior Research Fellow, Nuffield College, Oxford.
Fellow of the British Academy.
Fellow of the Econometric Society.
Fellow of the Royal Society of Edinburgh.
Honorary Vice-President, Royal Economic Society.
Honorary Fellow, International Institute of Forecasters.
Foreign Honorary Member, American Academy of Arts and Sciences.
Foreign Honorary Member, American Economic Association.
Fellow, Journal of Econometrics.



Research in Progress

Other Nuffield College preprints in economics are available at Nuffield Economics Research via WWW. Also see the working paper series of the Department


Projects


Data


PcGive

For information on PcGive, or to download a demo version, follow one of the PcGive links:


Oxford Teaching Papers


Some Links


Books

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 PcGive Volumes 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)

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.


Selected Published Papers

2013

 

2012

2011

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2007

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2002

2001

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1996

1995

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1981

1980

before 1980




This file last changed October, 2012