Download This PaperDynamic Econometrics in Action: A Biography of David F. Hendry
50 Pages Posted: 14 Jun 2021 Last revised: 19 Jun 2021
Date Written: March, 2021
Abstract
David Hendry has made–and continues to make–pivotal contributions to the econometrics of empirical economic modeling, economic forecasting, econometrics software, substantive empirical economic model design, and economic policy. This paper reviews his contributions by topic, emphasizing the overlaps between different strands in his research and the importance of real-world problems in motivating that research.
JEL Classification: C52, C53
Suggested Citation: Suggested Citation
Ericsson, Neil R., Dynamic Econometrics in Action: A Biography of David F. Hendry (March, 2021). International Finance Discussion Paper No. 1311, Available at SSRN: https://ssrn.com/abstract=3865427 or http://dx.doi.org/10.17016/IFDP.2021.1311
Neil R. Ericsson (Contact Author)
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