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

Money, Ethics and You: A Heady Cocktail or a Disappointing Brew?

20 October 2017
Those of us who save and invest ethically like to think that we are doing our bit to help the environment or encourage sustainable international development. Are we really making a difference or just making ourselves feel better?

Insights into Environmental, Social and Governance (ESG) investing by Neil Brown

2 February 2015
Neil has worked in investment for 13 years. Before joining Alliance Trust Investments in August 2001, Neil spent 4 years at Aviva Investors where, most recently, he was an SRI Fund Manager.

ICMA Centre researchers requested to present to Chinese delegation

18 October 2013
Following a request from the British consulate in Shanghai, Dr. Andreas Hoepner, Associate Professor of ICMA centre, Henley Business School, made a presentation of “Sustainability Investment” to Chinese regulators and business leaders at the Association of British Insurers, 8th Oct 2013.
Business News