# Bent Nielsen

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## Personal Details

First Name: | Bent |

Middle Name: | |

Last Name: | Nielsen |

Suffix: | |

RePEc Short-ID: | pni75 |

[This author has chosen not to make the email address public] | |

http://www.nuff.ox.ac.uk/users/nielsen | |

(in no particular order)

Oxford, United Kingdom

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

RePEc:edi:egpoxuk (more details at EDIRC)

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

RePEc:edi:egpoxuk (more details at EDIRC)

Oxford, United Kingdom

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

Manor Rd. Building, Oxford, OX1 3UQ

RePEc:edi:sfeixuk (more details at EDIRC)

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

Manor Rd. Building, Oxford, OX1 3UQ

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. - Bent Nielsen, 2014.
"
**Deviance analysis of age-period-cohort models**," Economics Papers 2014-W03, 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, Department of Economics and Business Economics, Aarhus University.

- Søren Johansen & Bent Nielsen, 2014.
"
- 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.
"
**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, Department of Economics and Business Economics, Aarhus University.

- Lukasz Gatarek & Søren Johansen, 2014.
"
- 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. - D Kuang & Bent Nielsen & J P Nielsen, 2013.
"
**The Geometric Chain-Ladder**," Economics Papers 2013-W11, Economics Group, Nuffield College, University of Oxford. - 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, Department of Economics and Business Economics, Aarhus University. - Søren Johansen & Bent Nielsen, 2013.
"
**Asymptotic analysis of the Forward Search**," Discussion Papers 13-01, University of Copenhagen. Department of Economics.

- Søren Johansen & Bent Nielsen, 2013.
"
- 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.

- 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 & 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, 2015.
"
**A Joint Chow Test for Structural Instability**," Econometrics, MDPI, Open Access Journal, vol. 3(1), pages 156, March.

- 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, Department of Economics and Business Economics, Aarhus University.

- 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.

- Di Kuang & Bent Nielsen & Jens Perch Nielsen, 2011.
"
- Bent Nielsen & Di Kuang and Jens Perch Nielsen, 2010.
"
**Forecasting in an extended chain-ladder-type model**," Economics Series Working Papers 2010-W05, University of Oxford, Department of Economics. - 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 & 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, Department of Economics and Business Economics, Aarhus University.- 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, 2012.
"
- 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, Department of Economics and Business Economics, Aarhus University.- 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.
"
**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.
"
- 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. - Bent Nielsen & D. Kuang and J.P. Nielsen, 2009.
"
**Chain-Ladder as Maximum Likelihood Revisited**," Economics Series Working Papers 2009-W08, University of Oxford, Department of Economics. - 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. - 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. - 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 & 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. - 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.

- Nielsen, Bent & Sohkanen, Jouni S., 2011.
"
- Nielsen, Bent, 2008.
"
**On the Explosive Nature of Hyper-Inflation Data**," Economics Discussion Papers 2008-9, Kiel Institute for the World Economy (IfW).- 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 (IfW), vol. 2, pages 1-29.

- Nielsen, Bent, 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.
"
- 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**," Discussion Papers 08-03, University of Copenhagen. Department of Economics. - 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. - 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 & 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. - 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.

- D. Kuang & B. Nielsen & J. P. Nielsen, 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.- Søren Johansen & Bent Nielsen, 2008.
"
**An analysis of the indicator saturation estimator as a robust regression estimator**," CREATES Research Papers 2008-09, Department of Economics and Business Economics, Aarhus University.

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

- D. Kuang & B. Nielsen & J. P. Nielsen, 2008.
"
- 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 & 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. - 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 & 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.

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

- Nielsen, Bent, 2010.
"
- 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, 2005.
"
**Analysis of co-explosive processes**," Economics Series Working Papers 2005-W08, University of Oxford, Department of Economics. - 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 & 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, 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, 2007.
"
- 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. - 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, 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.

- Nielsen, Bent, 2005.
"
- 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, 2008.
"
- 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. - 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 & 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 Series Working Papers 2003-W11, 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, 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. - 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.
"
**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.
"
**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, 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 & Soren Johansen and 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.
"
**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.

- 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. - 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, 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, .
"
**Significance test in bivariate canonical correlation analysis**," Economics Papers 1997-W12, Economics Group, Nuffield College, University of Oxford. - 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.

- 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, 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.
"
- 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, 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**," CREATES Research Papers 2010-25, Department of Economics and Business Economics, Aarhus University. - 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.
"
- 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.

- Jouni Sohkanen & B. Nielsen, 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.- 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, 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.
"
- 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.- Bent Nielsen & Eric Engler, 2007.
"
**The empirical process of autoregressive residuals**," Economics Papers 2007-W01, Economics Group, Nuffield College, University of Oxford.

- Bent Nielsen & Eric Engler, 2007.
"
- 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 (IfW), 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 (IfW).

- Nielsen, Bent, 2008.
"
- 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 Papers 2003-W22, Economics Group, Nuffield College, University of Oxford.

- Bent Nielsen, 2003.
"
- 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.- 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.

- Di Kuang & Bent Nielsen & J. P. 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.

- D. Kuang & Bent Nielsen & J. P. Nielsen, 2008.
"
- 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 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.
"
- 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, 2004.
"
**On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank**," Econometric Reviews, Taylor & Francis Journals, vol. 23(1), pages 1-23. - 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. - 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. - 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. - 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. - 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, 2000.
"
- 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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- 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.
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**On convergence of multivariate Laplace transforms**," Statistics & Probability Letters, Elsevier, vol. 33(2), pages 125-128, April.

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

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 42 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

- 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-CBA: Central Banking (2) 2008-04-29 2009-12-11
- NEP-MAC: Macroeconomics (2) 2008-04-29 2009-12-11
- NEP-MON: Monetary Economics (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-GER: German Papers (1) 2014-09-29
- NEP-HEA: Health Economics (1) 2013-06-09
- NEP-MIC: Microeconomics (1) 2010-09-25
- 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 Citations, Weighted by Number of Authors
- Number of Citations, Weighted by Number of Authors, Discounted by Citation Age

#### 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)

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

#### Access and download statistics for all items

#### Co-authorship network on CollEc

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