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

Professor Brian Scott-Quinn answers questions on the social value of high frequency traders on the FT.com

22 March 2010
Professor Brian Scott-Quinn, non-executive Chairman at the ICMA Centre, has been interviewed on the Financial Times.com 'Trading Room' webcast, tackling the question of 'Are high frequency traders socially useful' Professor Scott-Quinn also looks at the difficulty determining who owns a company's shares, due to high frequncy trading's quick turnovers.

Industry Insights: Tim Skeet, Bank of China - Culture in Banking

27 February 2019
As usual, the University of Reading Finance Society have provided a review of our Industry Insights talk:
Industry Insights reviews

Champagne and Celebration at the ICMA Centre

1 July 2010
Champagne and smiles were certainly not in short supply at the ICMA Centre this week when over 200 students celebrated their achievements at a reception held at the Centre prior to the Graduation Ceremony in the Great Hall.