Dr Jurgen Doornik
University of Oxford
A researcher at the University of Oxford, Jurgen Doornik closely collaborates with David Hendry on advancing econometric methods and practice. He is currently James Martin Fellow, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, and Research Fellow at Nuffield College as well as the Economics Department, and Director of OxMetrics Technologies Ltd.
In the last ten years, Doornik has published ten books and more than 20 papers on econometric methods, modelling and software, numerical methods, computation, and mathematics in professional journals, including ACM Transactions on Modeling and Computer Simulation, Econometric Reviews, International Journal of Forecasting, Journal of Clinical Immunology and Immunotherapy, Journal of Econometrics, and many more.
Learn with Dr Doornik
The purpose of this course is to provide students with an introduction to automatic model selection and its limitations and uses in practical econometric modelling.
Get a comprehensive introduction to Monte Carlo methods, as used in econometrics. Most research papers use Monte Carlo, and we aim to understand its use and limitations.