Sir David Forbes Hendry, FBA CStat (born 6 March 1944) is a British econometrician, currently a professor of economics and from 2001 to 2007 was head of the economics department at the University of Oxford.
In recent years he has worked on the theory of forecasting and also on automated model building.
[3] 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.
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.