David Hendry is a renowned econometrician and Professor of Economics at Oxford. He is also the prolific creator or co-creator of a variety of software and packages for econometrics (AUTOREG, PcGive, PcGets, PcFIML, ...) whose development, throughout Hendry's career, spans over several decades.

This interview focuses on this less-known aspect of Hendry's research, showing the compelling interaction between the computing aspect of the practice of econometrics and deeper methodological and theoretical issues in economics.

The conversation covers Hendry's initial experience with conducting econometric work using mainframe computers (during his time at the LSE, in the 1970s) and the changes introduced by the arrival of PCs (in the 1980s).

The interview was conducted in 2024 (in two rounds) by Romain Plassard and Francesco Sergi, on behalf of the Oral Histories of Economics project.

Access to the highlights.

Access to the full interview.