Skip to main content

Statistical Model Selection with `Big Data' by Sir David Hendry

On Wednesday 28th January, Sir David Hendry visited the ICMA Centre, and gave a joint ICMA Centre and Economics Department seminar on Statistical Model Selection with `Big Data''.

Sir David has been the pre-eminent British econometrician for the last forty years, and was knighted for contributions to social science in 2007. He spoke to a large audience on the difficulties involved in selecting useful models when the complexity of the system is such that there are a huge number of candidate explanatory variables.

Published 5 February 2015
Topics:
Research news

You might also like

ICMA Centre Professor elected an Honorary Fellow of the International Institute of Forecasters

1 August 2014
Professor Michael Clements has been elected an Honorary Fellow of the International Institute of Forecasters (IIF), in recognition of major contributions to the field of forecasting. The IIF is a non-profit organisation 'dedicated to developing and furthering the generation, distribution, and use of knowledge on forecasting' (see http://forecasters.org/about/for a full description of the Institute's objectives).

Islamic Finance Master's Launched at University of Reading Malaysia

11 April 2017
The University of Reading Malaysia (UoRM) signed a Memorandum of Understanding with INCEIF. The agreement paves the way for Henley Business School at UoRM to work with INCEIF to offer the MSc Investment Banking and Islamic Finance to students, with INCEIF’s Professional Certificate in Islamic Finance, specialising in the Islamic Capital Market.

Top 20 for Accounting and Finance in Complete University Guide 2018

27 April 2017
Henley has secured a UK top 20 position for Accounting and Finance, with student satisfaction climbing one place from the previous year to an impressive position of 18th.
Rankings news