This lecture is based on Chapter 10: Consumption Functions in R L Thomas Introduction to Econometrics. This goes through the Hendry Methodology for estimating a consumption function. The appendix provides step by step instructions on how to estimate a consumption function.
The textbook "Introductory Econometrics" by R L Thomas can be accessed by members of the AZ Research Group only.
For more readings and additional materials, see: https://sites.google.com/site/pidevcasadzaman/consumption-function
Ch 10 - RL Thomas - Estimating a Consumption Function - 90m Video Lecture