David F. Hendry

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David F. Hendry (born March 6, 1944 in Nottingham ) is a British econometrician .

Hendry received his PhD from the London School of Economics and Political Science in 1970 . He is currently Professor at Oxford and a Fellow of the famous Nuffield College .

His specialization is in the field of forecast . Hendry has published around 20 books and numerous articles. In 1994 he was elected to the American Academy of Arts and Sciences .

He works a lot with his colleagues Michael Clements and Jürgen Doornik . Hendry, Doornik, and Krolzig wrote a number of econometric computer programs . Since he was very close to Clive WJ Granger and Robert F. Engle , his failure to receive the Nobel Prize in Economics (2003) was a disappointment. Since 2013, Thomson Reuters has counted him among the favorites for a Nobel Prize ( Thomson Reuters Citation Laureates ) due to the number of his citations .

Books

  • MP Clements and DF Hendry: Forecasting Economic Time Series . Cambridge University Press, Cambridge 1998, ISBN 0-521-63480-6 .
  • MP Clements and DF Hendry: Forecasting Non-stationary Economic Time Series . MIT Press, Cambridge, Mass. 1999.

Web links

Individual evidence

  1. 2013 Predictions at Thomson Reuters (sciencewatch.com); Retrieved September 25, 2013