David Forbes Hendry

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David Forbes Hendry, FBA is a British econometrician, currently a professor of economics and from 2001-2007 was Head of the Economics Department at the University of Oxford. He is also a Professorial Fellow at Nuffield College, Oxford.

He received his PhD from the London School of Economics in 1970, and until joining the University of Oxford in 1982, was a Lecturer, then Reader and finally Professor of Economics at the LSE.

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 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.

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