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David F. Hendry, Dynamic Econometrics. (coll. Advanced Texts in Econometrics), Oxford University Press, 1995
No full textBresson Georges. David F. Hendry, Dynamic Econometrics. (coll. Advanced Texts in Econometrics), Oxford University Press, 1995. In: Cahiers d'Economie et sociologie rurales, N°41, 4e trimestre 1996. Questions d'économie forestière. Services non marchands ; durabilité et rentabilité ; dynamique des forêts tropicales. pp. 149-150
The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry.
No full textDavid F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is wide ranging. This book is a collection of papers dedicated to him and his work. Many internationally renowned econometricians who have collaborated with Hendry or have been influenced by his research have contributed to this volume, which provides a reflection on the recent advances in econometrics and considers the future progress for the methodology of econometrics. Central themes of the book include dynamic modelling and the properties of time series data, model selection and model evaluation, forecasting, policy analysis, exogeneity and causality, and encompassing. The book strikes a balance between econometric theory and empirical work, and demonstrates the influence that Hendry's research has had on the direction of modern econometrics
The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry.
No full textDavid F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is wide ranging. This book is a collection of papers dedicated to him and his work. Many internationally renowned econometricians who have collaborated with Hendry or have been influenced by his research have contributed to this volume, which provides a reflection on the recent advances in econometrics and considers the future progress for the methodology of econometrics. Central themes of the book include dynamic modelling and the properties of time series data, model selection and model evaluation, forecasting, policy analysis, exogeneity and causality, and encompassing. The book strikes a balance between econometric theory and empirical work, and demonstrates the influence that Hendry's research has had on the direction of modern econometrics
The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry.
No full textDavid F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is wide ranging. This book is a collection of papers dedicated to him and his work. Many internationally renowned econometricians who have collaborated with Hendry or have been influenced by his research have contributed to this volume, which provides a reflection on the recent advances in econometrics and considers the future progress for the methodology of econometrics. Central themes of the book include dynamic modelling and the properties of time series data, model selection and model evaluation, forecasting, policy analysis, exogeneity and causality, and encompassing. The book strikes a balance between econometric theory and empirical work, and demonstrates the influence that Hendry's research has had on the direction of modern econometrics
Sir David F. Hendry Recommends “An Analysis of the Indicator Saturation Estimator as a Robust Regression Estimator” by Søren Johansen and Bent Nielsen
No full textBook reviews
No full textDynamic Econometrics by David F. Hendry. Pp. xxxiv+869. Oxford: Oxford University Press, 1995. (US 45.00 paper) WEB INFORMATION: www.oup-usa.org/gcdocs/gc_O198283172.ht.
Book review
No full textThe Foundations of Econometric Analysis, edited by David F. Hendry and Mary S. Morgan. Pp. xvi+558. Cambridge: Cambridge University Press, 1995. (�19.95 paper, �45.00 cloth).
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