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

ICMA Centre Scores 87% in Postgraduate Taught Experience Survey 2015

20 October 2015
The Postgraduate Taught Experience Survey (PTES) is run by the Higher Education Academy (HEA) who are a national body dedicated to improving teaching and learning and enhancing the experience of postgraduate students. The in-depth survey results for 2015 allows us to listen to student feedback on what went well and what can be improved on.

Facebook's new cryptocurrency

20 June 2019
Facebook recently announced plans to launch Libra, it's own cryptocurrency. But how will this differ to existing cryptocurrencies?
Business News

Industry Insights: Pensions

2 February 2018
This week we took a look at pensions with two industry experts: Richard Hall from Argyll Covenant and Henry Tapper from First Actuarial (and author of "The Vision of the Pension Playpen", one of the top ten websites every investor should bookmark according to the Times)
Industry Insights reviews