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Hendry and Nielsen's somewhat unusual data-driven approach works well...providing genuine insights at a reasonably advanced level. -- John Hudson Times Higher Education Summing up: A remarkable achievement, a beautiful piece of work, engaging the reader quickly with the subject matter, Econometric Modeling provides a good introduction to the field for aspiring and advanced students and also contains valuable material and hints for experts already well versed in the subject. A must-buy for the library. Current Engineering Practice

Hendry and Nielsen's somewhat unusual data-driven approach works well...providing genuine insights at a reasonably advanced level. -- John Hudson Times Higher Education Summing up: A remarkable achievement, a beautiful piece of work, engaging the reader quickly with the subject matter, Econometric Modeling provides a good introduction to the field for aspiring and advanced students and also contains valuable material and hints for experts already well versed in the subject. A must-buy for the library. Current Engineering Practice

Author Information

David F. Hendry is Professor of Economics at the University of Oxford and a Fellow of Nuffield College. Bent Nielsen is Reader in Econometrics at the University of Oxford and a Fellow of Nuffield College

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