Purple City

Prof Sir David Hendry

Nuffield College, University of Oxford


David F. Hendry, Kt, is Co-director of Climate Econometrics and Senior Research Fellow of Nuffield College and previously Professor of Economics at Oxford University and Econometrics at LSE.


He has held visiting appointments at the Cowles Foundation Yale University, University of California at Berkeley & San Diego, and Duke University, was Leverhulme Personal Research Professor and ESRC Professorial Research Fellow at Oxford, where he was Chairman of the Economics Department from 2001—2007.

Hendry holds a number of honours and awards, including Founding Fellow, International Association for Applied Econometrics, First Lifetime Achievement Award, Economic and Social Research Council, Thomson Reuters Citation Laureate, Fellow of the Academy of Social Sciences, 

Learn with David Hendry

City View

Term 1: Elective

This course will show how time series can be modelled and analysed. Theaim is to provide understanding and insight into the methods used, as well as explaining the technical details

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Analysing data

Term 2: Elective

The purpose of this course is to provide students with an introduction to automatic model selection and its limitations and uses in practical econometric modelling. 

City Skyline

Term 3: Elective

The course aims to develop students' econometric skills and provide practical guidance on how to forecast.