Dr Jurgen Doornik
Senior Research Fellow
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.