David F‎.‎ Hendry is a seminal figure in modern econometrics‎.‎ He has pioneered the LSE approach to econometrics‎,‎ and his influence is wide ranging‎.‎ This book is a collection of papers dedicated to him and his work‎.‎ Many internationally renowned econometricians who have collaborated with Hendry or have been influenced by his research have contributed to this volume‎,‎ which provides a reflection on the recent advances in econometrics and considers the future progress for the methodology of econometrics‎.‎ Central themes of the book include dynamic modelling and the properties of time series data‎,‎ model selection and model evaluation‎,‎ forecasting‎,‎ policy analysis‎,‎ exogeneity and causality‎,‎ and encompassing‎.‎ The book strikes a balance between econometric theory and empirical work‎,‎ and demonstrates the influence that Hendry‎'‎s research has had on the direction of modern econometrics‎.‎ Contributors include‎:‎ Karim Abadir‎,‎ Anindya Banerjee‎,‎ Gunnar Bardsen‎,‎ Andreas Beyer‎,‎ Mike Clements‎,‎ James Davidson‎,‎ Juan Dolado‎,‎ Jurgen Doornik‎,‎ Robert Engle‎,‎ Neil Ericsson‎,‎ Jesus Gonzalo‎,‎ Clive Granger‎,‎ David Hendry‎,‎ Kevin Hoover‎,‎ Soren Johansen‎,‎ Katarina Juselius‎,‎ Steven Kamin‎,‎ Pauline Kennedy‎,‎ Maozu Lu‎,‎ Massimiliano Marcellino‎,‎ Laura Mayoral‎,‎ Grayham Mizon‎,‎ Bent Nielsen‎,‎ Ragnor Nymoen‎,‎ Jim Stock‎,‎ Pravin Trivedi‎,‎ Paolo Paruolo‎,‎ Mark Watson‎,‎ Hal White‎,‎ and David Zimmer‎.‎