David F. Hendry

• Understanding economic forecasts
• Econometric modeling
• The Foundations of Econometric Analysis
• A companion to economic forecasting
• Companion to Economic Forecasting
• Dynamic econometrics
• Dynamic Econometrics (Advanced Texts in Econometrics)
• Econometric Modeling
• Econometrics
• Econometrics and quantitative economics
• Empirical Model Discovery and Theory Evaluation
• Forecasting Non-Stationary Economic Time Series