# Bent Nielsen

### Contents:

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 |

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. - Søren Johansen & Bent Nielsen, 2014.
"
**Optimal hedging with the cointegrated vector autoregressive model**," Discussion Papers 14-23, University of Copenhagen. Department of Economics.- 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.
"
**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.
"
- Bent Nielsen, 2014.
"
**apc: A Package for Age-Period-Cohort Analysis**," Economics Papers 2014-W08, Economics Group, Nuffield College, University of Oxford. - Bent Nielsen, 2014.
"
**Deviance analysis of age-period-cohort models**," Economics Papers 2014-W03, 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. - 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.
"
- 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.- 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.
"
**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.
"
- 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.
"
- 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 & J.P. Nielsen, 2010.
"
**Identification and forecasting in the Lee-Carter model**," Economics Series Working Papers 2010-W07, University of Oxford, Department of Economics. - 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.
"
- 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.
"
- 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.
"
- B. Nielsen, 2009.
"
**Test for cointegration rank in general vector autoregressions**," Economics Papers 2009-W10, Economics Group, Nuffield College, University of Oxford. - 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.
"
- 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. - 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.
"
- 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. - 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.
"
- 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 & 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**," Discussion Papers 08-13, University of Copenhagen. Department of Economics. - 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.
"
- 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.
"
- 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.
"
- 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.
"
- 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. - 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.
"
- 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 & Anders Rahbek, 2003.
"
**Similarity Issues in Cointegration Models**," Economics Series Working Papers 1998-W13, University of Oxford, Department of Economics. - 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.
"
**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.
"
- 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.
"
- 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.
"
**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, 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, 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, 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, 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, .
"
**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. - Bent Nielsen, .
"
**Significance test in bivariate canonical correlation analysis**," Economics Papers 1997-W12, 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 Papers 2012-W07, Economics Group, Nuffield College, University of Oxford. - 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.
"
- 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.
"
- SÃ¸ren 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. - 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.
"
**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, 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.- 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.
"
**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.
"
- 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, 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.
"
- 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 Papers 2005-W08, Economics Group, Nuffield College, University of Oxford. - Bent Nielsen, 2005.
"
**Analysis of co-explosive processes**," Economics Series Working Papers 2005-W08, University of Oxford, Department of Economics.

- 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.
"
- 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, 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, 2003.
"
- 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.
"
**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 & 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.
"
- 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. - 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.

- Bent Nielsen & D. Kuang, 2007.
"
- 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, 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, 2004.
"
- 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 Papers 2003-W11, Economics Group, Nuffield College, University of Oxford. - Bent Nielsen, 2003.
"
**Correlograms for non-stationary autoregressions**," Economics Series Working Papers 2003-W11, University of Oxford, Department of Economics.

- Bent Nielsen, 2003.
"
- 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 Papers 2003-W23, Economics Group, Nuffield College, University of Oxford. - Bent Nielsen, 2003.
"

- Bent Nielsen, 2003.
"
- 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. - 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. - 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.- 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.

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

- Bent Nielsen, 1999.
"
- 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. - 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, 2000.
"
**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.
"
**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.
"
- 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.- Jurgen A. Doornik & David F. Hendry & Bent Nielsen, 1998.
"
**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.
"
- 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. - Jensen, S. T. & Nielsen, B., 1997.
"
**On convergence of multivariate Laplace transforms**," Statistics & Probability Letters, Elsevier, vol. 33(2), pages 125-128, April.

- David F. Hendry & Bent Nielsen, 2007.
"
**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.
"
**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:

- Number of Works
- Number of Distinct Works, Weighted by Simple Impact Factor
- Number of Distinct Works, Weighted by Recursive Impact Factor
- Number of Distinct Works, Weighted by Number of Authors
- Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
- Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
- Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors

#### Most cited item

- 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.

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

- 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.

#### Access and download statistics for all items

#### Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Bent Nielsen should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.