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Professor Sir David Hendry FBA

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About this Fellow

David F. Hendry has been Professor of Economics and Fellow of Nuffield College, University of Oxford since 1982 and was Head of Department from 2001-2007. He was Leverhulme Personal Research Professor of Economics there from 1995-2000, Professor of Econometrics at LSE, 1977-1981, and a Professor of Economics, University of California at San Diego, 1989-1990. He is currently the Director of the Programme for Economic Modeling, Institute for New Economic Thinking at the Oxford Martin School. He is an Honorary Vice-President and past President of the Royal Economic Society; a Fellow of the Econometric Society, Academy of Social Sciences and Journal of Econometrics, and a Foreign Honorary Member of the American Economic Association and the American Academy of Arts and Sciences, as well as an Honorary Fellow of the International Institute of Forecasters. He received a Lifetime Achievement Award from the Economic and Social Research Council in 2014, and the Isaac Kerstenetzky Scholarly Achievement Award in 2012, has been awarded eight Honorary Doctorates, is a Thomson Reuters Citation Laureate and is one of the World's 200 most cited Economists according to the ISI. He was knighted in 2009 for services to social science.



Current post

  • Professor of Economics, University of Oxford

Past Appointments

  • Professor of Econometrics, London School of Economics and Political Science University of London, 1977 - 1981
  • Leverhulme Personal Research Professor of Economics, University of Oxford, 1995 - 2000
  • Fellow of Nuffield College and Professor of Economics, University of Oxford, 1982
  • Professor of Economics, University of Oxford, University of Oxford, 2002


Empirical Model Discovery and Theory Evaluation, MIT Press (with J.A. Doornik) 2014


Econometric Modeling: A Likelihood Approach, Princeton University Press, (with B. Nielsen) 2007


Empirical Econometric Modelling using PcGive, Timberlake Consultants Press (with J.A. Doornik) 2013


Dynamic Econometrics, Oxford University Press 1995


Forecasting Non-stationary Economic Time Series, MIT Press (with M.P. Clements) 1999


Automatic Econometric Model Selection using PcGets, Timberlake Consultants Press (with H-M. Krolzig) 2001


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