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Jurgen A. Doornik

Jurgen A. Doornik is James Martin Fellow, Institute for New Economic Thinking, at the Oxford Martin School, University of Oxford, and a Director of OxMetrics Technologies Ltd.

Titles by This Author

Automatic Selection Methods in Econometrics

Economic models of empirical phenomena are developed for a variety of reasons, the most obvious of which is the numerical characterization of available evidence, in a suitably parsimonious form. Another is to test a theory, or evaluate it against the evidence; still another is to forecast future outcomes. Building such models involves a multitude of decisions, and the large number of features that need to be taken into account can overwhelm the researcher.