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''.

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

New Scholarships announced for 2014-15

19 March 2014
The ICMA Centre is pleased to announce six new additional scholarships for a total of £30,000 for outstanding students applying for a postgraduate masters. The new scholarships are available for 2014 entry at the ICMA Centre.

ICMA Centre Profiles - Yihan Zhou

18 December 2012
One of our recent recipients of the Chancellor's Award takes some time out from her studies to answer some questions for us.

Flash Crash: Explained - with Dr Chardin Wese Simen

7 October 2016