International Finance Discussion Papers (IFDP)
March 2021
Dynamic Econometrics in Action: A Biography of David F. Hendry
Abstract:
David Hendry has made–and continues to make–pivotal contributions to the econometrics of empirical economic modeling, economic forecasting, econometrics software, substantive empirical economic model design, and economic policy. This paper reviews his contributions by topic, emphasizing the overlaps between different strands in his research and the importance of real-world problems in motivating that research.
Note: This paper was republished shortly after publication to update the date on the title page.
DOI: https://doi.org/10.17016/IFDP.2021.1311
PDF: Full Paper
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