STAMP Authors

Professor S.J. Koopman

Siem Jan Koopman is Professor of Econometrics at the Department of Econometrics and Data Science, Vrije Universiteit Amsterdam. He is also a research fellow at Tinbergen Institute and a long-term Visiting Professor at CREATES, University of Aarhus.

He held positions at London School of Economics and CentER (Tilburg University), and had long-term visits at US Bureau of the Census, European University Institute, and European Central Bank, Financial Research.

Academic website
Professor A.C. Harvey

Andrew Harvey is Emeritus Professor of Econometrics in the Faculty of Economics and Politics, University of Cambridge. He was Professor of Econometrics at the London School of Economics before coming to Cambridge in 1996. His most recent book is a monograph entitled Dynamic Models for Volatility and Heavy Tails. Andrew Harvey is also a Fellow of the Econometric Society and a Fellow of the British Academy.

Academic website
R. Lit, PhD

Rutger Lit is a research fellow at the Vrije Universiteit Amsterdam and has a PhD in econometrics, specialising in time series analysis. In 2017, he founded Nlitn, a company offering consultancy services. It also offers full data solution packages to meet the data analysis needs of clients. For example, the Time Series Lab software series.

Short Bio
Jurgen A. Doornik, PhD

is a Research Fellow of Nuffield College, Oxford, UK. He is the main developer of OxMetrics, the originator of Ox, an object-oriented matrix programming language, and author (with David F. Hendry) of PcGive and PcFiml.