David F. Hendry (1944–)

Neil R. Ericsson ()
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Neil R. Ericsson: Federal Reserve Board

Chapter 24 in The Palgrave Companion to Oxford Economics, 2021, pp 563-622 from Springer

Abstract: Abstract David Hendry has made—and continues to make—major contributions to the econometrics of empirical economic modelling, economic forecasting, econometrics software, and economic policy. This chapter reviews his contributions by topic, emphasizing the overlaps between different strands in his research and the importance of real-world problems in motivating and benefiting from that research.

Keywords: Cointegration; Consumers’ expenditure; Dynamic specification; Equilibrium correction; Forecasting; Machine learning; Model evaluation; Money demand; PcGive; Structural breaks (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-58471-9_24

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DOI: 10.1007/978-3-030-58471-9_24

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