Kenneth F. Wallis

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Kenneth F. Wallis is a well-known econometrician. His work focuses on time series analysis, forecasting (including seasonal adjustment and uncertainty), density forecast evaluation, and macroeconometric modelling. He has published widely and written several books, including two popular textbooks. He is a fellow of the British Academy and became a Fellow of the Econometric Society in 1975. He also served as co-editor of Econometrica. He earned his PhD at Stanford in 1966 for a thesis titled “On Some Econometric Problems in the Analysis of the Inventory Cycle,” supervised by Marc Nerlove.