Dr. Jurgen Doornik

Jurgen Doornik is a Senior Research Fellow at the Institute for New Economic Thinking at the Oxford Martin School and a Research Fellow of Nuffield College, University of Oxford. His work sits at the intersection of econometrics, statistics, computer science and numerical algebra, and is best known through the econometric software he has authored, including the Ox matrix programming language, the OxMetrics family and the Autometrics model selection algorithm, all used in universities and financial institutions worldwide.

• ●Advanced Forecasting for Time Series
• ●Automatic Model Selection Methods
• ●Monte Carlo Simulation: Methods and Design

• Doornik & Hendry — Empirical Model Discovery and Theory Evaluation (MIT Press).