Dynamic Econometrics in Action: A Biography of David F. Hendry.

David Hendry has made--and continues to make--pivotal contributions to the econometrics of empirical economic modeling, economic forecasting, econometrics software, substantive empirical economic model design, and economic policy. This paper reviews his contributions by topic, emphasizing the overlaps between different strands in his research and the importance of real-world problems in motivating that research. [ABSTRACT FROM AUTHOR]