# Bent Nielsen

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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: |

(in no particular order)

Location: Oxford, United Kingdom

Homepage: http://www.nuffield.ox.ac.uk/Research/Economics-Group/Pages/Economics.aspx

Email:

Phone:

Fax:

Postal:

Handle: RePEc:edi:egpoxuk (more details at EDIRC)

Homepage: http://www.nuffield.ox.ac.uk/Research/Economics-Group/Pages/Economics.aspx

Email:

Phone:

Fax:

Postal:

Handle: RePEc:edi:egpoxuk (more details at EDIRC)

Location: Oxford, United Kingdom

Homepage: http://www.economics.ox.ac.uk/

Email:

Phone:

Fax:

Postal: Manor Rd. Building, Oxford, OX1 3UQ

Handle: RePEc:edi:sfeixuk (more details at EDIRC)

Homepage: http://www.economics.ox.ac.uk/

Email:

Phone:

Fax:

Postal: Manor Rd. Building, Oxford, OX1 3UQ

Handle: RePEc:edi:sfeixuk (more details at EDIRC)

- Vassili Bazinas & Bent Nielsen, 2015.
"
**Causal transmission in reduced-form models**," Economics Papers 2015-W07, Economics Group, Nuffield College, University of Oxford. - David Bernstein & Bent Nielsen, 2014.
"
**Asymptotic theory for cointegration analysis when the cointegration rank is deficient**," Economics Papers 2014-W06, Economics Group, Nuffield College, University of Oxford. - Bent Nielsen, 2014.
"
**apc: A Package for Age-Period-Cohort Analysis**," Economics Papers 2014-W08, Economics Group, Nuffield College, University of Oxford. - Søren Johansen & Bent Nielsen, 2014.
"
**Outlier detection algorithms for least squares time series regression**," Economics Papers 2014-W04, Economics Group, Nuffield College, University of Oxford.- Søren Johansen & Bent Nielsen, 2014.
"
**Outlier detection algorithms for least squares time series regression**," CREATES Research Papers 2014-39, School of Economics and Management, University of Aarhus.

- Søren Johansen & Bent Nielsen, 2014.
"
- Bent Nielsen, 2014.
"
**Deviance analysis of age-period-cohort models**," Economics Papers 2014-W03, Economics Group, Nuffield College, University of Oxford. - Søren Johansen & Bent Nielsen, 2014.
"
**Optimal hedging with the cointegrated vector autoregressive model**," Discussion Papers 14-23, University of Copenhagen. Department of Economics.- Søren Johansen & Lukasz Gatarek, 2014.
"
**Optimal hedging with the cointegrated vector autoregressive model**," CREATES Research Papers 2014-40, School of Economics and Management, University of Aarhus. - Lukasz Gatarek & Søren Johansen, 2014.
"
**Optimal hedging with the cointegrated vector autoregressive model**," Discussion Papers 14-22, University of Copenhagen. Department of Economics.

- Søren Johansen & Lukasz Gatarek, 2014.
"
- D Kuang & Bent Nielsen & J P Nielsen, 2013.
"
**The Geometric Chain-Ladder**," Economics Papers 2013-W11, Economics Group, Nuffield College, University of Oxford. - 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.- María Dolores Martínez Miranda & Bent Nielsen & Jens Perch Nielsen, 2015.
"
**Inference and forecasting in the age–period–cohort model with unknown exposure with an application to mesothelioma mortality**," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 178(1), pages 29-55, 01.

- Bent Nielsen & Maria Dolores Martinez Miranda & Jens Perch Nielsen, 2013.
"
**Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality**," Economics Series Working Papers 2013-W05, University of Oxford, Department of Economics.

- María Dolores Martínez Miranda & Bent Nielsen & Jens Perch Nielsen, 2015.
"
- Bent Nielsen & Soren Johansen, 2013.
"
**Asymptotic analysis of the Forward Search**," Economics Series Working Papers 2013-W02, University of Oxford, Department of Economics.- Søren Johansen & Bent Nielsen, 2013.
"
**Asymptotic analysis of the Forward Search**," CREATES Research Papers 2013-05, School of Economics and Management, University of Aarhus. - Søren Johansen & Bent Nielsen, 2013.
"
**Asymptotic analysis of the Forward Search**," Discussion Papers 13-01, University of Copenhagen. Department of Economics. - Bent Nielsen & Søren Johansen, 2013.
"
**Asymptotic analysis of the Forward Search**," Economics Papers 2013-W02, Economics Group, Nuffield College, University of Oxford.

- Søren Johansen & Bent Nielsen, 2013.
"
- Bent Nielsen & Andrew Whitby, 2012.
"
**A Joint Chow Test for Structural Instability**," Economics Papers 2012-W07, Economics Group, Nuffield College, University of Oxford.- Bent Nielsen & Andrew Whitby, 2015.
"
**A Joint Chow Test for Structural Instability**," Econometrics, MDPI, Open Access Journal, vol. 3(1), pages 156-186, March.

- Bent Nielsen & Andrew Whitby, 2012.
"
**A Joint Chow Test for Structural Instability**," Economics Series Working Papers 2012-W07, University of Oxford, Department of Economics.

- Bent Nielsen & Andrew Whitby, 2015.
"
- Søren Johansen & Bent Nielsen, 2011.
"
**Asymptotic theory for iterated one-step Huber-skip estimators**," Discussion Papers 11-29, University of Copenhagen. Department of Economics.- Søren Johansen & Bent Nielsen, 2011.
"
**Asymptotic theory for iterated one-step Huber-skip estimators**," CREATES Research Papers 2011-40, School of Economics and Management, University of Aarhus.

- Søren Johansen & Bent Nielsen, 2011.
"
- 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. - 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.- 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.

- Bent Nielsen & Di Kuang & Jens Perch Nielsen, 2010.
"
**Forecasting in an extended chain-ladder-type model**," Economics Series Working Papers 2010-W05, University of Oxford, Department of Economics.

- Di Kuang & Bent Nielsen & Jens Perch Nielsen, 2011.
"
- 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. - 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.- Søren Johansen & Bent Nielsen, 2010.
"
**Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli**," Economics Papers 2010-W02, Economics Group, Nuffield College, University of Oxford. - Søren Johansen & Bent Nielsen, 2010.
"
**Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli**," Discussion Papers 10-06, University of Copenhagen. Department of Economics.

- Søren Johansen & Bent Nielsen, 2010.
"
- 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.- 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.

- Tom Engsted & Bent Nielsen, 2010.
"
**Testing for rational bubbles in a co-explosive vector autoregression**," Economics Papers 2010-W06, Economics Group, Nuffield College, University of Oxford. - Bent Nielsen & Tom Engsted, 2010.
"
**Testing for rational bubbles in a co-explosive vector autoregression**," Economics Series Working Papers 2010-W06, University of Oxford, Department of Economics.

- Tom Engsted & Bent Nielsen, 2012.
"
- 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.- Bent Nielsen & D. Kuang & J.P. Nielsen, 2009.
"
**Chain-Ladder as Maximum Likelihood Revisited**," Economics Series Working Papers 2009-W08, University of Oxford, Department of Economics.

- Bent Nielsen & D. Kuang & J.P. Nielsen, 2009.
"
- 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.- Bent Nielsen & Zorica Mladenovic, 2009.
"
**The role of income in money demand during hyper-inflation: the case of Yugoslavia**," Economics Series Working Papers 2009-W02, University of Oxford, Department of Economics.

- Bent Nielsen & Zorica Mladenovic, 2009.
"
- 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.- 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.

- Bent Nielsen & Jouni Sohkanen, 2009.
"
**Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends**," Economics Series Working Papers 2009-W09, University of Oxford, Department of Economics.

- Nielsen, Bent & Sohkanen, Jouni S., 2011.
"
- B. Nielsen, 2009.
"
**Test for cointegration rank in general vector autoregressions**," Economics Papers 2009-W10, Economics Group, Nuffield College, University of Oxford. - Bent Nielsen & Heino Bohn Nielsen, 2008.
"
**Properties of etimated characteristic roots**," Economics Papers 2008-W07, Economics Group, Nuffield College, University of Oxford.- Bent Nielsen & Heino Bohn Nielsen, 2008.
"
**Properties of estimated characteristic roots**," Economics Series Working Papers 2008-WO7, University of Oxford, Department of Economics. - Bent Nielsen & Heino Bohn Nielsen, 2008.
"
**Properties of Estimated Characteristic Roots**," Discussion Papers 08-13, University of Copenhagen. Department of Economics.

- Bent Nielsen & Heino Bohn Nielsen, 2008.
"
- Nielsen, Bent, 2008.
"
**On the Explosive Nature of Hyper-Inflation Data**," Economics Discussion Papers 2008-9, Kiel Institute for the World Economy.- 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, pages 1-29.

- Nielsen, Bent, 2008.
"
- 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.- Bent Nielsen & Soren Johansen & Bent Nielsen, 2008.
"
**An analysis of the indicator saturation estimator as a robust regression estimator**," Economics Series Working Papers 2008-WO3, University of Oxford, Department of Economics. - Søren Johansen & Bent Nielsen, 2008.
"
**An analysis of the indicator saturation estimator as a robust regression estimator**," CREATES Research Papers 2008-09, School of Economics and Management, University of Aarhus.

- Bent Nielsen & Soren Johansen & Bent Nielsen, 2008.
"
- 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. - 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. - 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.- 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.

- Bent Nielsen & D. Kuang & B. Nielsen, 2008.
"
**Forecasting with the age-period-cohort model and the extended chain-ladder model**," Economics Series Working Papers 2008-WO9, University of Oxford, Department of Economics.

- D. Kuang & B. Nielsen & J. P. Nielsen, 2008.
"
- Bent Nielsen & Eric Engler, 2007.
"
**The empirical process of autoregressive residuals**," Economics Papers 2007-W01, Economics Group, Nuffield College, University of Oxford.- 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.

- Eric Engler & Bent Nielsen, 2007.
"
**The empirical process of autoregressive residuals**," Economics Series Working Papers 2007-W01, University of Oxford, Department of Economics.

- E ric E ngler & B ent N ielsen, 2009.
"
- 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.- 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.

- Bent Nielsen & D. Kuang, 2007.
"
**Identification of the age-period-cohort model and the extended chain ladder model**," Economics Series Working Papers 2007-WO5, University of Oxford, Department of Economics.

- D. Kuang & B. Nielsen & J. P. Nielsen, 2008.
"
- Bent Nielsen & Carlos Caceres, 2007.
"
**Convergence to Stochastic Integrals with Non-linear integrands**," Economics Papers 2007-W02, Economics Group, Nuffield College, University of Oxford.- Bent Nielsen & Carlos Caceres, 2007.
"
**Convergence to Stochastic Integrals with Non-linear Integrands**," Economics Series Working Papers 2007-W02, University of Oxford, Department of Economics.

- Bent Nielsen & Carlos Caceres, 2007.
"
- 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.- Bent Nielsen & Takamitsu Kurita, 2004.
"
**Short-run parameter changes in a cointegrated vector autoregressive model**," Economics Series Working Papers 2005-W01, University of Oxford, Department of Economics.

- Bent Nielsen & Takamitsu Kurita, 2004.
"
- Bent Nielsen, 2005.
"
**Analysis of co-explosive processes**," Economics Papers 2005-W08, Economics Group, Nuffield College, University of Oxford.- Nielsen, Bent, 2010.
"
**Analysis Of Coexplosive Processes**," Econometric Theory, Cambridge University Press, vol. 26(03), pages 882-915, June.

- Bent Nielsen, 2005.
"
**Analysis of co-explosive processes**," Economics Series Working Papers 2005-W08, University of Oxford, Department of Economics.

- Nielsen, Bent, 2010.
"
- Bent Nielsen, 2004.
"
**Money demand in the Yugoslavian hyperinflation 1991-1994**," Economics Series Working Papers 2004-W31, University of Oxford, Department of Economics. - 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.- Bent Nielsen & Lars Hougaard Hansen, 2004.
"
**Two sided analysis of variance with a latent time series**," Economics Series Working Papers 2004-W25, University of Oxford, Department of Economics.

- Bent Nielsen & Lars Hougaard Hansen, 2004.
"
- 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.- 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.

- Bent Nielsen & J. James Reade, 2004.
"
**Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second Order Autoregression**," Economics Series Working Papers 2004-W24, University of Oxford, Department of Economics.

- Bent Nielsen & J. James Reade, 2007.
"
- 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.- 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.

- Bent Nielsen, 2003.
"
**Power of tests for unit roots in the presence of a linear trend**," Economics Series Working Papers 2003-W22, University of Oxford, Department of Economics.

- Bent Nielsen, 2008.
"
- 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.- 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.

- Bent Nielsen, 2003.
"
**Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms**," Economics Series Working Papers 2003-W23, University of Oxford, Department of Economics.

- Nielsen, Bent, 2005.
"
- Bent Nielsen & Anders Rahbek, 2003.
"
**Similarity Issues in Cointegration Models**," Economics Series Working Papers 1998-W13, University of Oxford, Department of Economics. - Bent Nielsen, 2003.
"
**Correlograms for non-stationary autoregressions**," Economics Papers 2003-W11, Economics Group, Nuffield College, University of Oxford.- 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.

- Bent Nielsen, 2003.
"
**Correlograms for non-stationary autoregressions**," Economics Series Working Papers 2003-W11, University of Oxford, Department of Economics.

- Bent Nielsen, 2006.
"
- 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.- Carla Ysusi & Bent Nielsen, 2002.
"
**Measuring and forecasting financial variability using realised variance with and without a model**," Economics Series Working Papers 2002-W21, University of Oxford, Department of Economics.

- Carla Ysusi & Bent Nielsen, 2002.
"
- 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.- Bent Nielsen, 2001.
"
**Asymptotic properties of least square statistics in general vector autoregressive models**," Economics Series Working Papers 2001-W09, University of Oxford, Department of Economics.

- Bent Nielsen, 2001.
"
- Bent Nielsen, 2001.
"
**Order determination in general vector autoregressions**," Economics Papers 2001-W10, Economics Group, Nuffield College, University of Oxford.- Bent Nielsen, 2001.
"
**Order determination in general vector autoregressions**," Economics Series Working Papers 2001-W10, University of Oxford, Department of Economics.

- Bent Nielsen, 2001.
"
- 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. - 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.- 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.

- Bent Nielsen & Soren Johansen & Rocco Mosconi, 2000.
"
**Cointegration analysis in the presence of structural breaks in the deterministic trend**," Economics Series Working Papers 2000-W22, University of Oxford, Department of Economics.

- Søren Johansen & Rocco Mosconi & Bent Nielsen, 2000.
"
- 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.- Nielsen, Bent, 2001.
"
**The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes**," Econometrica, Econometric Society, vol. 69(1), pages 211-19, January.

- Nielsen, Bent, 2001.
"
- 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.- 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.

- B. Nielsen & N. Shephard, 2003.
"
- Bent Nielsen, 1995.
"
**Bartlett correction of the unit root test in autoregressive models**," Economics Papers 11 & 98., Economics Group, Nuffield College, University of Oxford.- Nielsen, B., 1995.
"
**Bartlett Correction of the Unit Root test in Autoregressive Models**," Economics Papers 98, Economics Group, Nuffield College, University of Oxford.

- Nielsen, B., 1995.
"
- Bent Nielsen, .
"
**Significance test in bivariate canonical correlation analysis**," Economics Papers 1997-W12, Economics Group, Nuffield College, University of Oxford. - Bent Nielsen, .
"
**Asymptotic results for cointegration tests in non-stable case**," Economics Papers W32., Economics Group, Nuffield College, University of Oxford.- Nielsen, B, 1997.
"
**Asymptotic Results for Cointegration Tests in Non-Stable Cases**," Economics Papers 131, Economics Group, Nuffield College, University of Oxford.

- Nielsen, B, 1997.
"
- Bent Nielsen, .
"
**On the distribution of tests of cointegration rank**," Economics Papers 1997-W10, Economics Group, Nuffield College, University of Oxford.

- María Dolores Martínez Miranda & Bent Nielsen & Jens Perch Nielsen, 2015.
"
**Inference and forecasting in the age–period–cohort model with unknown exposure with an application to mesothelioma mortality**," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 178(1), pages 29-55, 01.- 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. - Bent Nielsen & Maria Dolores Martinez Miranda & Jens Perch Nielsen, 2013.
"

- María Dolores Martínez Miranda & Bent Nielsen & Jens Perch Nielsen, 2013.
"
- Bent Nielsen & Andrew Whitby, 2015.
"
**A Joint Chow Test for Structural Instability**," Econometrics, MDPI, Open Access Journal, vol. 3(1), pages 156-186, March.- Bent Nielsen & Andrew Whitby, 2012.
"
**A Joint Chow Test for Structural Instability**," Economics Series Working Papers 2012-W07, University of Oxford, Department of Economics. - Bent Nielsen & Andrew Whitby, 2012.
"
**A Joint Chow Test for Structural Instability**," Economics Papers 2012-W07, Economics Group, Nuffield College, University of Oxford.

- Bent Nielsen & Andrew Whitby, 2012.
"
- 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. - 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.- Tom Engsted & Bent Nielsen, 2010.
"
**Testing for rational bubbles in a co-explosive vector autoregression**," Economics Papers 2010-W06, Economics Group, Nuffield College, University of Oxford. - 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. - Bent Nielsen & Tom Engsted, 2010.
"
**Testing for rational bubbles in a co-explosive vector autoregression**," Economics Series Working Papers 2010-W06, University of Oxford, Department of Economics.

- Tom Engsted & Bent Nielsen, 2010.
"
- 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.- 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. - Bent Nielsen & Di Kuang & Jens Perch Nielsen, 2010.
"
**Forecasting in an extended chain-ladder-type model**," Economics Series Working Papers 2010-W05, University of Oxford, Department of Economics.

- Di Kuang & Bent Nielsen & Jens Perch Nielsen, 2010.
"
- 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.- 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. - Bent Nielsen & Jouni Sohkanen, 2009.
"
**Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends**," Economics Series Working Papers 2009-W09, University of Oxford, Department of Economics.

- Jouni Sohkanen & B. Nielsen, 2009.
"
- Nielsen, Bent, 2010.
"
**Analysis Of Coexplosive Processes**," Econometric Theory, Cambridge University Press, vol. 26(03), pages 882-915, June.- Bent Nielsen, 2005.
"
**Analysis of co-explosive processes**," Economics Series Working Papers 2005-W08, University of Oxford, Department of Economics. - Bent Nielsen, 2005.
"
**Analysis of co-explosive processes**," Economics Papers 2005-W08, Economics Group, Nuffield College, University of Oxford.

- Bent Nielsen, 2005.
"
- 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.- Eric Engler & Bent Nielsen, 2007.
"
**The empirical process of autoregressive residuals**," Economics Series Working Papers 2007-W01, University of Oxford, Department of Economics. - Bent Nielsen & Eric Engler, 2007.
"
**The empirical process of autoregressive residuals**," Economics Papers 2007-W01, Economics Group, Nuffield College, University of Oxford.

- Eric Engler & Bent Nielsen, 2007.
"
- 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.- 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. - Bent Nielsen & D. Kuang & B. Nielsen, 2008.
"
**Forecasting with the age-period-cohort model and the extended chain-ladder model**," Economics Series Working Papers 2008-WO9, University of Oxford, Department of Economics.

- D. Kuang & Bent Nielsen & J. P. Nielsen, 2008.
"
- 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, pages 1-29.- Nielsen, Bent, 2008.
"
**On the Explosive Nature of Hyper-Inflation Data**," Economics Discussion Papers 2008-9, Kiel Institute for the World Economy.

- Nielsen, Bent, 2008.
"
- D. Kuang & B. Nielsen & J. P. Nielsen, 2008.
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**Identification of the age-period-cohort model and the extended chain-ladder model**," Biometrika, Biometrika Trust, vol. 95(4), pages 979-986.- Bent Nielsen & D. Kuang, 2007.
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**Identification of the age-period-cohort model and the extended chain ladder model**," Economics Series Working Papers 2007-WO5, University of Oxford, Department of Economics. - Di Kuang & Bent Nielsen & J. P. Nielsen, 2007.
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**Identification of the age-period-cohort model and the extended chain ladder model**," Economics Papers 2007-W05, Economics Group, Nuffield College, University of Oxford.

- Bent Nielsen & D. Kuang, 2007.
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- Bent Nielsen, 2008.
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**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.- Bent Nielsen, 2003.
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**Power of tests for unit roots in the presence of a linear trend**," Economics Papers 2003-W22, Economics Group, Nuffield College, University of Oxford. - Bent Nielsen, 2003.
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**Power of tests for unit roots in the presence of a linear trend**," Economics Series Working Papers 2003-W22, University of Oxford, Department of Economics.

- Bent Nielsen, 2003.
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- Bent Nielsen & J. James Reade, 2007.
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**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.- Bent Nielsen & J. James Reade, 2004.
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**Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second Order Autoregression**," Economics Series Working Papers 2004-W24, University of Oxford, Department of Economics. - Bent Nielsen & J. James Reade, 2004.
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**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.

- Bent Nielsen & J. James Reade, 2004.
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- Bent Nielsen, 2006.
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**Correlograms for non-stationary autoregressions**," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(4), pages 707-720.- Bent Nielsen, 2003.
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**Correlograms for non-stationary autoregressions**," Economics Series Working Papers 2003-W11, University of Oxford, Department of Economics. - Bent Nielsen, 2003.
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**Correlograms for non-stationary autoregressions**," Economics Papers 2003-W11, Economics Group, Nuffield College, University of Oxford.

- Bent Nielsen, 2003.
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- Nielsen, Bent, 2005.
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**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.- Bent Nielsen, 2003.
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**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. - Bent Nielsen, 2003.
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- Bent Nielsen, 2003.
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- Bent Nielsen, 2004.
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**On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank**," Econometric Reviews, Taylor & Francis Journals, vol. 23(1), pages 1-23. - Jurgen A. Doornik & Bent Nielsen & Thomas J. Rothenberg, 2003.
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**The Influence of Var Dimensions on Estimator Biases: Comment**," Econometrica, Econometric Society, vol. 71(1), pages 377-383, January. - B. Nielsen & N. Shephard, 2003.
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**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.- Bent Nielsen & Neil Shephard, 1999.
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**Likelihood Anlaysis of a First Order Autoregressive Model with Exponential Innovations**," Economics Series Working Papers 1999-W08, University of Oxford, Department of Economics.

- Bent Nielsen & Neil Shephard, 1999.
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- Nielsen, Bent, 2001.
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**The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes**," Econometrica, Econometric Society, vol. 69(1), pages 211-19, January.- Bent Nielsen, 1999.
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**The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes**," Economics Series Working Papers 1999-W19, University of Oxford, Department of Economics.

- Bent Nielsen, 1999.
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- Søren Johansen & Rocco Mosconi & Bent Nielsen, 2000.
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**Cointegration analysis in the presence of structural breaks in the deterministic trend**," Econometrics Journal, Royal Economic Society, vol. 3(2), pages 216-249.- Bent Nielsen, 2000.
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**Cointegration Analysis in the Presence of Structural Breaks in the Deterministic Trend**," Econometric Society World Congress 2000 Contributed Papers 1494, Econometric Society. - Bent Nielsen & Soren Johansen & Rocco Mosconi, 2000.
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**Cointegration analysis in the presence of structural breaks in the deterministic trend**," Economics Series Working Papers 2000-W22, University of Oxford, Department of Economics.

- Bent Nielsen, 2000.
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- Nielsen, Bent & Rahbek, Anders, 2000.
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**Similarity Issues in Cointegration Analysis**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(1), pages 5-22, February. - Harbo, Ingrid, et al, 1998.
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**Asymptotic Inference on Cointegrating Rank in Partial Systems**," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(4), pages 388-99, October. - Doornik, Jurgen A & Hendry, David F & Nielsen, Bent, 1998.
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**Inference in Cointegrating Models: UK M1 Revisited**," Journal of Economic Surveys, Wiley Blackwell, vol. 12(5), pages 533-72, December.- Jurgen A. Doornik & David F. Hendry & Bent Nielsen, 1998.
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**Inference in Cointegrating Models: UK M1 Revisited**," Journal of Economic Surveys, Wiley Blackwell, vol. 12(5), pages 533-572, December.

- Jurgen A. Doornik & David F. Hendry & Bent Nielsen, 1998.
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- Jensen, S. T. & Nielsen, B., 1997.
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**On convergence of multivariate Laplace transforms**," Statistics & Probability Letters, Elsevier, vol. 33(2), pages 125-128, April. - P. Paruolo & B. Nielsen, 1997.
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**Erratum to: The role of the drift in I(2) systems**," Statistical Methods and Applications, Springer, vol. 6(1), pages 93-95, April.

- David F. Hendry & Bent Nielsen, 2007.
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**The Bernoulli model, from Econometric Modeling: A Likelihood Approach**," Introductory Chapters, Princeton University Press.

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

[Econometric Modeling: A Likelihood Approach]

42 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

- NEP-CBA: Central Banking (2) 2008-04-29 2009-12-11
- NEP-CFN: Corporate Finance (1) 2010-09-25
- NEP-CMP: Computational Economics (1) 2013-03-09
- NEP-DEM: Demographic Economics (1) 2013-06-09
- NEP-ECM: Econometrics (27) 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 2014-09-29 2014-11-01 2015-07-18. Author is listed
- NEP-ETS: Econometric Time Series (15) 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 2014-09-29 2014-11-01 2014-11-22. Author is listed
- NEP-FOR: Forecasting (3) 2008-06-27 2010-09-25 2013-06-09
- NEP-GER: German Papers (1) 2014-09-29
- NEP-HEA: Health Economics (1) 2013-06-09
- NEP-MAC: Macroeconomics (2) 2008-04-29 2009-12-11
- NEP-MIC: Microeconomics (1) 2010-09-25
- NEP-MON: Monetary Economics (2) 2008-04-29 2009-12-11
- NEP-ORE: Operations Research (1) 2009-12-11
- NEP-RMG: Risk Management (1) 2003-04-09

This author is among the top 5% authors according to these criteria:

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- Number of Downloads through RePEc Services over the past 12 months
- Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors

#### Most cited item

- Bent Nielsen, 2000.
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**Cointegration Analysis in the Presence of Structural Breaks in the Deterministic Trend**," Econometric Society World Congress 2000 Contributed Papers 1494, Econometric Society.

#### Most downloaded item (past 12 months)

- Søren Johansen & Bent Nielsen, 2014.
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**Outlier detection algorithms for least squares time series regression**," Economics Papers 2014-W04, Economics Group, Nuffield College, University of Oxford.

#### Access and download statistics for all items

#### Co-authorship network on CollEc

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