Dr Jurgen Doornik
Senior Research Fellow
Research Fellow, Nuffield College, University of Oxford
Jurgen Doornik's research sits at the intersection of econometrics, statistics, computer science, and numerical algebra. Output takes the form of econometric software, used at universities and financial institutions throughout the world, as well as scientific papers. His current research focuses on the adaptation of econometric models to very large sample sizes (part of an ESRC project awarded jointly with David Hendry) and computational aspects of certain classes of non-linear models.
Modelling and forecasting the COVID-19 pandemic time-series data
15 Mar 22
We analyze the number of recorded cases and deaths of COVID-19 in many parts of the world, with the ...
Forecasting facing economic shifts, climate change and evolving pandemics
15 Mar 22
Statistical Short-term Forecasting of the COVID-19 Pandemic
27 Oct 20
We have been publishing real-time forecasts of confirmed cases and deaths for COVID-19 from mid-Marc...
Modelling non-stationary ‘Big Data’
28 Sep 20
‘Fat big data’ characterise data sets that contain many more variables than observations. We discuss...
Short-term forecasting of the coronavirus pandemic
12 Sep 20
We have been publishing real-time forecasts of confirmed cases and deaths from coronavirus disease 2...
Short-term forecasting of the coronavirus pandemic (Vox EU)
24 Apr 20
This column argues that there is an important role for short-term forecasts using adaptive data-base...
Formula I(1) and I(2): Race Tracks for Likelihood Maximization Algorithms of I(1) and I(2) VAR Models
20 Jun 18
This paper provides some test cases, called circuits, for the evaluation of Gaussian likelihood maxi...
Accelerated estimation of switching algorithms: The cointegrated VAR Model and other applications
01 Jun 18
Acceleration methods are proposed that combine simplicity and effectiveness.