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Sir David Forbes Hendry, FBA (born 6 March 1944) 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.〔(【引用サイトリンク】url=http://www.nuff.ox.ac.uk/users/hendry/ )〕 He obtained an M.A. in economics with first class honours from the University of Aberdeen in 1966. He then went to the London School of Economics and completed an MSc (with distinction) in econometrics and mathematical economics in 1967. He received his PhD from the London School of Economics under the supervision of John Denis Sargan in 1970, and until joining the University of Oxford in 1982, was a Lecturer, then Reader and finally Professor of Economics at the LSE.〔 Dr. Hendry also served as a research professor at Duke University from 1987 until 1991. 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. He was knighted in the 2009 Birthday Honours. His most recent book is ''Hendry, D.F. and B. Nielsen (2007), Econometric Modeling: A Likelihood Approach'' (Princeton University Press). "The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry", edited by Jennifer L Castle and Neil Shephard, was published by Oxford University Press in 2009. ==Selected publications== Books *Hendry, D.F. (1995). Dynamic Econometrics. Oxford: Oxford University Press. (ISBN 0-19-828317-2) Journal Articles *Hendry, D.F. and P.K. Trivedi (1972). “Maximum likelihood estimation of difference equations with moving-average errors: A simulation study.” Review of Economic Studies, 32, 117–145. *Hendry, D.F. and R.W. Harrison (1974). "Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares." Journal of Econometrics, 2, 151–174. *Hendry, D. F. (1974). "Stochastic Specification in an Aggregate Demand Model of the United Kingdom." Econometrica 42(3): 559–578. *Hendry, D.F. (1976). "Discussion of 'estimation of linear functional relationships: Approximate distributions and connections with simultaneous equations in econometrics” by T.W. Anderson. Journal of the Royal Statistical Society B, 38, 24–25. *Hendry, D.F. (1976)." The structure of simultaneous equations estimators". Journal of Econometrics, 4, 51–88. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「David Forbes Hendry」の詳細全文を読む スポンサード リンク
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