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The Methodology and Practice of Econometrics - A Festschrift in Honour of David F. Hendry (Paperback)
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The Methodology and Practice of Econometrics - A Festschrift in Honour of David F. Hendry (Paperback)
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David 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. Contributors include:
Karim Abadir, Anindya Banerjee, Gunnar Bardsen, Andreas Beyer, Mike
Clements, James Davidson, Juan Dolado, Jurgen Doornik, Robert
Engle, Neil Ericsson, Jesus Gonzalo, Clive Granger, David Hendry,
Kevin Hoover, Soren Johansen, Katarina Juselius, Steven Kamin,
Pauline Kennedy, Maozu Lu, Massimiliano Marcellino, Laura Mayoral,
Grayham Mizon, Bent Nielsen, Ragnor Nymoen, Jim Stock, Pravin
Trivedi, Paolo Paruolo, Mark Watson, Hal White, and David Zimmer.
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