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Information about:
Bent Nielsen

Personal Details | Affiliation | Works
This is information that was supplied by Bent Nielsen in registering through RePEc. If you are Bent Nielsen , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Bent
Middle Name:
Last Name: Nielsen
Suffix:

RePEc Short-ID: pni75

Email: [This author has chosen not to make the email address public]
Homepage: http://www.nuff.ox.ac.uk/users/nielsen
Postal Address:
Phone:

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Simple Impact Factor
  2. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  3. Wu-Index

Works

| Working papers | Articles | Chapters | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Nielsen, Bent, 2008. "On the Explosive Nature of Hyper-Inflation Data," Economics Discussion Papers 2008-9, Kiel Institute for the World Economy. [Downloadable!]
    Published as:

  2. Bent Nielsen & Heino Bohn Nielsen, 2008. "Properties of etimated characteristic roots," Economics Papers 2008-W07, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
    Other versions:

  3. Søren Johansen & Bent Nielsen, 2008. "An analysis of the indicator saturation estimator as a robust regression," Discussion Papers 08-03, University of Copenhagen. Department of Economics. [Downloadable!]

  4. Søren Johansen & Bent Nielsen, 2008. "An analysis of the indicator saturation estimator as a robust regression estimator," Economics Papers 2008-W03, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
    Other versions:

  5. D. Kuang & Bent Nielsen & J. P. Nielsen, 2008. "Forecasting with the age-period-cohort model and the extended chain-ladder model," Economics Papers 2008-W09, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
    Published as:

  6. Bent Nielsen & Eric Engler, 2007. "The empirical process of autoregressive residuals," Economics Papers 2007-W01, Economics Group, Nuffield College, University of Oxford. [Downloadable!]

  7. Bent Nielsen & Carlos Caceres, 2007. "Convergence to Stochastic Integrals with Non-linear integrands," Economics Papers 2007-W02, Economics Group, Nuffield College, University of Oxford. [Downloadable!]

  8. Di Kuang & Bent Nielsen & J. P. Nielsen, 2007. "Identification of the age-period-cohort model and the extended chain ladder model," Economics Papers 2007-W05, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
    Published as:

  9. Takamitsu Kurita & Bent Nielsen, 2005. "Short-Run Parameter Changes in a Cointegrated Vector Autoregressive Model," Economics Papers 2005-W01, Economics Group, Nuffield College, University of Oxford. [Downloadable!]

  10. Bent Nielsen, 2005. "Analysis of co-explosive processes," Economics Papers 2005-W08, Economics Group, Nuffield College, University of Oxford. [Downloadable!]

  11. Bent Nielsen & J. James Reade, 2004. "Simulating properties of the likelihood ratio test for a unit root in an explosive second order autoregression," Economics Papers 2004-W24, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
    Published as:

  12. Lars Hougaard Hansen & Bent Nielsen & Jens Perch Nielsen, 2004. "Two sided analysis of variance with a latent time series," Economics Papers 2004-W25, Economics Group, Nuffield College, University of Oxford. [Downloadable!]

  13. Bent Nielsen, 2003. "Correlograms for non-stationary autoregressions," Economics Papers 2003-W11, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
    Published as:

  14. Bent Nielsen, 2003. "Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms," Economics Papers 2003-W23, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
    Published as:

  15. Bent Nielsen, 2003. "Power of tests for unit roots in the presence of a linear trend," Economics Papers 2003-W22, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
    Published as:

  16. Ole E. Barndorff-Nielsen & Bent Nielsen & Neil Shephard & Carla Ysusi, 2002. "Measuring and forecasting financial variability using realised variance with and without a model," Economics Papers 2002-W21, Economics Group, Nuffield College, University of Oxford. [Downloadable!]

  17. Bent Nielsen, 2001. "Asymptotic properties of least squares statistics in general vector autoregressive models," Economics Papers 2001-W9, Economics Group, Nuffield College, University of Oxford. [Downloadable!]

  18. Bent Nielsen, 2001. "Order determination in general vector autoregressions," Economics Papers 2001-W10, Economics Group, Nuffield College, University of Oxford. [Downloadable!]

  19. Bent Nielsen, 2000. "Cointegration Analysis in the Presence of Structural Breaks in the Deterministic Trend," Econometric Society World Congress 2000 Contributed Papers 1494, Econometric Society. [Downloadable!]
    Published as:

  20. Bent Nielsen, 1995. "Bartlett correction of the unit root test in autoregressive models," Economics Papers 11 & 98., Economics Group, Nuffield College, University of Oxford. [Downloadable!]
    Other versions:

  21. Bent Nielsen, . "Asymptotic results for cointegration tests in non-stable case," Economics Papers W32., Economics Group, Nuffield College, University of Oxford. [Downloadable!]
    Other versions:

  22. Bent Nielsen, . "On the distribution of tests of cointegration rank," Economics Papers 1997-W10, Economics Group, Nuffield College, University of Oxford. [Downloadable!]

  23. Bent Nielsen, . "Significance test in bivariate canonical correlation analysis," Economics Papers 1997-W12, Economics Group, Nuffield College, University of Oxford. [Downloadable!]

Articles

  1. D. Kuang & B. Nielsen & J. P. Nielsen, 2008. "Identification of the age-period-cohort model and the extended chain-ladder model," Biometrika, Oxford University Press for Biometrika Trust, vol. 95(4), pages 979-986. [Downloadable!] (restricted)
    Other versions:

  2. Nielsen, Bent, 2008. "On the Explosive Nature of Hyper-Inflation Data," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 2(21), pages 1-29. [Downloadable!]
    Other versions:

  3. D. Kuang & B. Nielsen & J. P. Nielsen, 2008. "Forecasting with the age-period-cohort model and the extended chain-ladder model," Biometrika, Oxford University Press for Biometrika Trust, vol. 95(4), pages 987-991. [Downloadable!] (restricted)
    Other versions:

  4. Bent Nielsen, 2008. "Power of Tests for Unit Roots in the Presence of a Linear Trend," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(5), pages 619-644, October. [Downloadable!] (restricted)
    Other versions:

  5. Bent Nielsen & J. James Reade, 2007. "Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression," Econometric Reviews, Taylor and Francis Journals, vol. 26(5), pages 487-501. [Downloadable!] (restricted)
    Other versions:

  6. Bent Nielsen, 2006. "Correlograms for non-stationary autoregressions," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 68(4), pages 707-720. [Downloadable!] (restricted)
    Other versions:

  7. Nielsen, Bent, 2005. "Strong Consistency Results For Least Squares Estimators In General Vector Autoregressions With Deterministic Terms," Econometric Theory, Cambridge University Press, vol. 21(03), pages 534-561, June. [Downloadable!]
    Other versions:

  8. Jurgen A. Doornik & Bent Nielsen & Thomas J. Rothenberg, 2003. "The Influence of Var Dimensions on Estimator Biases: Comment," Econometrica, Econometric Society, vol. 71(1), pages 377-383, January. [Downloadable!] (restricted)

  9. B. Nielsen & N. Shephard, 2003. "Likelihood analysis of a first-order autoregressive model with exponential innovations," Journal of Time Series Analysis, Blackwell Publishing, vol. 24(3), pages 337-344, 05. [Downloadable!] (restricted)

  10. Nielsen, Bent, 2001. "The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes," Econometrica, Econometric Society, vol. 69(1), pages 211-19, January.

  11. Nielsen, Bent & Rahbek, Anders, 2000. " Similarity Issues in Cointegration Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(1), pages 5-22, February. [Downloadable!] (restricted)

  12. Søren Johansen & Rocco Mosconi & Bent Nielsen, 2000. "Cointegration analysis in the presence of structural breaks in the deterministic trend," Econometrics Journal, Royal Economic Society, vol. 3(2), pages 216-249. [Downloadable!]
    Other versions:

  13. Doornik, Jurgen A & Hendry, David F & Nielsen, Bent, 1998. " Inference in Cointegrating Models: UK M1 Revisited," Journal of Economic Surveys, Blackwell Publishing, vol. 12(5), pages 533-72, December. [Downloadable!] (restricted)

  14. Harbo, Ingrid, et al, 1998. "Asymptotic Inference on Cointegrating Rank in Partial Systems," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(4), pages 388-99, October.

  15. Jensen, S. T. & Nielsen, B., 1997. "On convergence of multivariate Laplace transforms," Statistics & Probability Letters, Elsevier, vol. 33(2), pages 125-128, April. [Downloadable!] (restricted)

Chapters

  1. David F. Hendry & Bent Nielsen, 2007. "Preface to Econometric Modeling: A Likelihood Approach," Introductory Chapters, in: Econometric Modeling: A Likelihood Approach Princeton University Press. [Downloadable!]

  2. David F. Hendry & Bent Nielsen, 2007. "The Bernoulli model, from Econometric Modeling: A Likelihood Approach," Introductory Chapters, in: Econometric Modeling: A Likelihood Approach Princeton University Press. [Downloadable!]

NEP Fields

18 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2008-04-29
  2. NEP-ECM: Econometrics (13) 2001-10-16 2003-04-12 2004-01-25 2004-01-25 2004-12-12 2005-03-06 2007-02-17 2007-02-17 2007-11-24 2008-02-09 2008-06-13 2008-06-27 2008-06-27 Author is listed
  3. NEP-ETS: Econometric Time Series (9) 2001-10-16 2001-10-16 2003-04-09 2004-01-18 2005-03-06 2006-03-18 2007-02-17 2007-02-17 2008-06-13 Author is listed
  4. NEP-FOR: Forecasting (1) 2008-06-27
  5. NEP-MAC: Macroeconomics (1) 2008-04-29
  6. NEP-MON: Monetary Economics (1) 2008-04-29
  7. NEP-RMG: Risk Management (1) 2003-04-09
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This page was last updated on 2009-11-10.

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