David F. Hendry

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Econometrics: Alchemy or Science?: Essays in Econometric Methodology

Econometrics: Alchemy or Science?

Essays in Econometric Methodology

OUP Oxford (2000)

Since the first edition of this book was published in 1993, David Hendry's work on econometric...

Econometric Modeling: A Likelihood Approach
Princeton University Press (2012)

Econometric Modeling provides a new and stimulating introduction to econometrics, focusing on...

Empirical Model Discovery and Theory Evaluation: Automatic Selection Methods in Econometrics
The MIT Press (2014)

A synthesis of the authors' groundbreaking econometric research on automatic model selection, which...

A Companion to Economic Forecasting

A Companion to Economic Forecasting provides an accessible and comprehensive account of recent...

The Oxford Handbook of Economic Forecasting
Oxford University Press (2011)

This Handbook provides up-to-date coverage of both new developments and well-established fields in...