Jurgen A Doornik (Research Fellow) continued working on the ESRC project 'Modelling Cointegrated Processes' (with David Hendry, Gavin Cameron, and John Muellbauer). He developed an object-oriented matrix programming language called Ox, which was made available to the research community via the College internet server. Ox has been taken up as a tool by several researchers in and outside College. An Ox package for estimating state space models was implemented by Siem Jan Koopman (LSE) and Neil Shephard. He started working on fractionally integrated models (with M Ooms of the Erasmus University, Rotterdam). He continued working on the design of a fully modular approach to econometric software, which is now operational. He obtained his D Phil and was elected to a research fellowship at Nuffield College. He presented papers at the Computational Economics and Finance conference in Geneva, and at seminars at Reading and Nuffield College.
Publications
(with D F Hendry) Empirical Econometric Modelling using PcGive 9 for Windows. London: International Thomson Business Press, 1996.
(with D F Hendry) GiveWin: An Interface to Empirical Modelling. London: International Thomson Business Press, 1996.
Object-Oriented Matrix Programming using Ox. London: International Thomson Business Press, 1996
(with D F Hendry) 'A Window on Econometrics', Cyprus Journal of Economics, 15, 1996.