Kenneth F. Wallis

Kenneth F. Wallis is a noted econometrician. His main areas of interest have included; Time series analysis; forecasting in general and with seasonal adjustment and uncertainty; density forecast evaluation; and macroeconometric modelling. He has published widely in econometrics journals and has written several books including two noted textbooks. He is a fellow of the British Academy, an elected a Fellow of the Econometric Society (1975) and served as the Co-editor of the journal Econometrica. His PhD thesis at Stanford University (1966) On - Some Econometric Problems in the Analysis of Inventory Cycle was supervised by Marc Nerlove.[1][2][3]

Selected publications

  • Wallis, Kenneth F. (1980) Econometric implications of the rational expectations hypothesis." Econometrica: journal of the Econometric Society: 49-73.
  • Wallis, Kenneth F. (1973) Introductory Econometrics. Rev. ed, Gray-Mills
  • Wallis, Kenneth F. (1981). Dynamic Models and Expectations Hypotheses. Coventry: Department of Economics, University of Warwick.
  • Wallis, Kenneth F, and David F Hendry. (1984). Econometrics and Quantitative Economics. Oxford: Basil Blackwell.

References

  1. ^ https://www.thebritishacademy.ac.uk/fellows/kenneth-wallis-FBA/
  2. ^ https://warwick.ac.uk/fac/soc/economics/staff/academic/wallis/
  3. ^ https://www.genealogy.math.ndsu.nodak.edu/id.php?id=212738&fChrono=1
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