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Bent Nielsen

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

Personal Details

First Name: Bent
Middle Name:
Last Name: Nielsen
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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
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Affiliation

(in no particular order)

Works

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Working papers

  1. D Kuang & Bent Nielsen & J P Nielsen, 2013. "The Geometric Chain-Ladder," Economics Papers 2013-W11, Economics Group, Nuffield College, University of Oxford.
  2. María Dolores Martínez Miranda & Bent Nielsen & Jens Perch Nielsen, 2013. "Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality," Economics Papers 2013-W05, Economics Group, Nuffield College, University of Oxford.
  3. Bent Nielsen & Soren Johansen, 2013. "Asymptotic analysis of the Forward Search," Economics Series Working Papers 2013-W02, University of Oxford, Department of Economics.
  4. Bent Nielsen & Andrew Whitby, 2012. "A Joint Chow Test for Structural Instability," Economics Papers 2012-W07, Economics Group, Nuffield College, University of Oxford.
  5. Søren Johansen & Bent Nielsen, 2011. "Asymptotic theory for iterated one-step Huber-skip estimators," Discussion Papers 11-29, University of Copenhagen. Department of Economics.
  6. Di Kuang & Bent Nielsen & Jens Perch Nielsen, 2010. "Forecasting in an extended chain-ladder-type model," Economics Papers 2010-W05, Economics Group, Nuffield College, University of Oxford.
  7. Bent Nielsen & Soren Johansen, 2010. "Discussion of The Forward Search: Theory and Data Analysis," Economics Series Working Papers 2010-W02, University of Oxford, Department of Economics.
  8. Tom Engsted & Bent Nielsen, 2010. "Testing for rational bubbles in a co-explosive vector autoregression," CREATES Research Papers 2010-25, School of Economics and Management, University of Aarhus.
  9. Bent Nielsen & J.P. Nielsen, 2010. "Identification and forecasting in the Lee-Carter model," Economics Series Working Papers 2010-W07, University of Oxford, Department of Economics.
  10. Søren Johansen & Bent Nielsen, 2010. "Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli," CREATES Research Papers 2010-06, School of Economics and Management, University of Aarhus.
  11. Zorica Mladenovic & Bent Nielsen, 2009. "The role of income in money demand during hyper-inflation: the case of Yugoslavia," Economics Papers 2009-W02, Economics Group, Nuffield College, University of Oxford.
  12. B. Nielsen, 2009. "Test for cointegration rank in general vector autoregressions," Economics Papers 2009-W10, Economics Group, Nuffield College, University of Oxford.
  13. Jouni Sohkanen & B. Nielsen, 2009. "Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends," Economics Papers 2009-W09, Economics Group, Nuffield College, University of Oxford.
  14. D. Kuang & B. Nielsen & J. P. Nielsen, 2009. "Chain-Ladder as Maximum Likelihood Revisited," Economics Papers 2009-W08, Economics Group, Nuffield College, University of Oxford.
  15. 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.
  16. 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.
  17. Bent Nielsen & Heino Bohn Nielsen, 2008. "Properties of etimated characteristic roots," Economics Papers 2008-W07, Economics Group, Nuffield College, University of Oxford.
  18. Bent Nielsen, 2008. "Singular vector autoregressions with deterministic terms: Strong consistency and lag order determination," Economics Series Working Papers 2008-W14, University of Oxford, Department of Economics.
  19. 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.
  20. Nielsen, Bent, 2008. "On the Explosive Nature of Hyper-Inflation Data," Economics Discussion Papers 2008-9, Kiel Institute for the World Economy.
  21. Bent Nielsen & Carlos Caceres, 2007. "Convergence to Stochastic Integrals with Non-linear integrands," Economics Papers 2007-W02, Economics Group, Nuffield College, University of Oxford.
  22. 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.
  23. Bent Nielsen & Eric Engler, 2007. "The empirical process of autoregressive residuals," Economics Papers 2007-W01, Economics Group, Nuffield College, University of Oxford.
  24. Bent Nielsen, 2005. "Analysis of co-explosive processes," Economics Papers 2005-W08, Economics Group, Nuffield College, University of Oxford.
  25. 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.
  26. 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.
  27. Bent Nielsen, 2004. "Money demand in the Yugoslavian hyperinflation 1991-1994," Economics Series Working Papers 2004-W31, University of Oxford, Department of Economics.
  28. 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.
  29. 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.
  30. 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.
  31. Bent Nielsen, 2003. "Correlograms for non-stationary autoregressions," Economics Papers 2003-W11, Economics Group, Nuffield College, University of Oxford.
  32. Bent Nielsen & Anders Rahbek, 2003. "Similarity Issues in Cointegration Models," Economics Series Working Papers 1998-W13, University of Oxford, Department of Economics.
  33. 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.
  34. Bent Nielsen, 2001. "Order determination in general vector autoregressions," Economics Papers 2001-W10, Economics Group, Nuffield College, University of Oxford.
  35. 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.
  36. Bent Nielsen, 2000. "The Asymptotic Distribution of Likelihood Ratio Test Statistics for Cointegration in Unstable Vector Autoregressive Processes," Economics Series Working Papers 2000-W24, University of Oxford, Department of Economics.
  37. 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.
  38. Bent Nielsen, 1999. "The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes," Economics Series Working Papers 1999-W19, University of Oxford, Department of Economics.
  39. Bent Nielsen & Neil Shephard, 1999. "Likelihood Anlaysis of a First Order Autoregressive Model with Exponential Innovations," Economics Series Working Papers 1999-W08, University of Oxford, Department of Economics.
  40. Bent Nielsen, 1995. "Bartlett correction of the unit root test in autoregressive models," Economics Papers 11 & 98., Economics Group, Nuffield College, University of Oxford.
  41. Bent Nielsen, . "Significance test in bivariate canonical correlation analysis," Economics Papers 1997-W12, Economics Group, Nuffield College, University of Oxford.
  42. Bent Nielsen, . "Asymptotic results for cointegration tests in non-stable case," Economics Papers W32., Economics Group, Nuffield College, University of Oxford.
  43. Bent Nielsen, . "On the distribution of tests of cointegration rank," Economics Papers 1997-W10, Economics Group, Nuffield College, University of Oxford.

Articles

  1. Søren Johansen & Bent Nielsen, 2013. "Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator," Econometrics, MDPI, Open Access Journal, vol. 1(1), pages 53-70, May.
  2. Tom Engsted & Bent Nielsen, 2012. "Testing for rational bubbles in a coexplosive vector autoregression," Econometrics Journal, Royal Economic Society, vol. 15(2), pages 226-254, 06.
  3. Nielsen, Bent & Sohkanen, Jouni S., 2011. "Asymptotic Behavior Of The Cusum Of Squares Test Under Stochastic And Deterministic Time Trends," Econometric Theory, Cambridge University Press, vol. 27(04), pages 913-927, August.
  4. Di Kuang & Bent Nielsen & Jens Perch Nielsen, 2011. "Forecasting in an Extended Chain‐Ladder‐Type Model," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 78(2), pages 345-359, 06.
  5. Nielsen, Bent, 2010. "Analysis Of Coexplosive Processes," Econometric Theory, Cambridge University Press, vol. 26(03), pages 882-915, June.
  6. E ric E ngler & B ent N ielsen, 2009. "The empirical process of autoregressive residuals," Econometrics Journal, Royal Economic Society, vol. 12(2), pages 367-381, 07.
  7. D. Kuang & B. Nielsen & J. P. Nielsen, 2008. "Forecasting with the age-period-cohort model and the extended chain-ladder model," Biometrika, Biometrika Trust, vol. 95(4), pages 987-991.
  8. D. Kuang & B. Nielsen & J. P. Nielsen, 2008. "Identification of the age-period-cohort model and the extended chain-ladder model," Biometrika, Biometrika Trust, vol. 95(4), pages 979-986.
  9. 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.
  10. 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.
  11. 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 & Francis Journals, vol. 26(5), pages 487-501.
  12. 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.
  13. 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.
  14. Bent Nielsen, 2004. "On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank," Econometric Reviews, Taylor & Francis Journals, vol. 23(1), pages 1-23.
  15. 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.
  16. B. Nielsen & N. Shephard, 2003. "Likelihood analysis of a first-order autoregressive model with exponential innovations," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(3), pages 337-344, 05.
  17. Nielsen, Bent, 2001. "The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes," Econometrica, Econometric Society, vol. 69(1), pages 211-19, January.
  18. 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.
  19. 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.
  20. Doornik, Jurgen A & Hendry, David F & Nielsen, Bent, 1998. " Inference in Cointegrating Models: UK M1 Revisited," Journal of Economic Surveys, Wiley Blackwell, vol. 12(5), pages 533-72, December.
  21. 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.
  22. P. Paruolo & B. Nielsen, 1997. "Erratum to: The role of the drift in I(2) systems," Statistical Methods and Applications, Springer, vol. 6(1), pages 93-95, April.
  23. Jensen, S. T. & Nielsen, B., 1997. "On convergence of multivariate Laplace transforms," Statistics & Probability Letters, Elsevier, vol. 33(2), pages 125-128, April.

Chapters

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

NEP Fields

35 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (2) 2008-04-29 2009-12-11
  2. NEP-CFN: Corporate Finance (1) 2010-09-25
  3. NEP-CMP: Computational Economics (1) 2013-03-09
  4. NEP-DEM: Demographic Economics (1) 2013-06-09
  5. NEP-ECM: Econometrics (24) 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 2009-12-11 2009-12-11 2010-02-20 2010-07-10 2010-09-25 2010-09-25 2011-11-28 2012-07-08 2013-03-09 2013-06-09 2013-07-28. Author is listed
  6. NEP-ETS: Econometric Time Series (12) 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 2009-12-11 2009-12-11 2011-12-13. Author is listed
  7. NEP-FOR: Forecasting (3) 2008-06-27 2010-09-25 2013-06-09
  8. NEP-HEA: Health Economics (1) 2013-06-09
  9. NEP-MAC: Macroeconomics (2) 2008-04-29 2009-12-11
  10. NEP-MIC: Microeconomics (1) 2010-09-25
  11. NEP-MON: Monetary Economics (2) 2008-04-29 2009-12-11
  12. NEP-ORE: Operations Research (1) 2009-12-11
  13. NEP-RMG: Risk Management (1) 2003-04-09

Statistics

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

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