Jurgen A Doornik

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Contact information and brief CV

Jurgen A Doornik
Nuffield College
Oxford OX1 1NF, UK
tel. +44-1865-278610   fax +44-1865-278621
email:

Please check the support section before contacting me about software issues. Unfortunately, owing to the volume of emails, I sometimes take a very long time to answer. Emails without subject header or unsigned emails are binned.


Jurgen A. Doornik (D.Phil. Oxon) is a James Martin Fellow at the Institute for New Economic Thinking at the Oxford Martin School of the University of Oxford, and a director of OxMetrics Technologies Ltd.

His main interest is in computational econometrics and statistics, with current research focussing on automatic model selection. He has published in Econometrica, Journal of Applied Econometrics, ACM TOMACS, Computational Statistics and Data Analysis, the Palgrave Handbook of Econometrics, and elsewhere, on topics that include cointegration analysis, fractionally integrated models, parallel computation and random number generation.

He is also a core developer of the OxMetrics system of scientific software, which is used around the world. This includes PcGive, for interactive econometric modelling, and Ox, which is a matrix programming language aimed primarily at statistical and econometric applications. He has (co-)authored eight books accompanying the software.

 


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