David Forbes Hendry

Sir David Forbes Hendry, FBA CStat (born 6 March 1944) is a British econometrician, currently a professor of economics and from 2001 to 2007 was head of the economics department at the University of Oxford. He is also a professorial fellow at Nuffield College, Oxford.^[2]

He obtained an M.A. in economics with first class honours from the University of Aberdeen in 1966. He then went to the London School of Economics and completed an MSc (with distinction) in Econometrics and Mathematical Economics in 1967. He received his PhD from the London School of Economics under the supervision of John Denis Sargan in 1970, and until joining the University of Oxford as professor of economics in 1982, was a lecturer, then reader and finally professor of economics at the LSE.^[1] Hendry also served as a research professor at Duke University from 1987 until 1991.

His work is predominantly on time series econometrics and the econometrics of the demand for money. In recent years he has worked on the theory of forecasting and also on automated model building. He also studies the econometrics of climate change as co-director of the Climate Econometrics research centre at Nuffield College, Oxford.^[3]

He was elected a fellow of the British Academy, a fellow of the Econometric Society, honorary member of the American Economic Association and foreign honorary member of the American Academy of Arts and Sciences.

In 2001 he received an honorary doctorate (dr. philos. h.c.) from The Norwegian University of Science and Technology (NTNU).^[4]

He was knighted in the 2009 Birthday Honours.^[5]

His most recent book is Hendry, D.F. and B. Nielsen (2007), Econometric Modeling: A Likelihood Approach (Princeton University Press).

"The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry", edited by Jennifer L Castle and Neil Shephard, was published by Oxford University Press in 2009.