Bent Nielsen

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Jens Perch NielsenProfessor of Actuarial Science, Cass Business SchoolEmail verificata su city.ac.uk
David F HendrySenior Research Fellow, Nuffield College, Oxford UniversityEmail verificata su nuffield.ox.ac.uk
Anders RahbekProfessor, University of CopenhagenEmail verificata su econ.ku.dk
Maria Dolores Martinez-MirandaUniversidad de GranadaEmail verificata su ugr.es
Rocco MosconiPolitecnico di MilanoEmail verificata su polimi.it
Neil ShephardFrank B. Baird Jr, Professor of Science, Dept of Economics & Dept of Statistics, Harvard UniversityEmail verificata su fas.harvard.edu
David H. BernsteinEconomist, Federal Energy Regulatory CommissionEmail verificata su ferc.gov
Tom EngstedProfessor of Finance and Economics, Aarhus UniversityEmail verificata su econ.au.dk
Andrew WhitbyAuthorEmail verificata su andrewwhitby.id.au
Richard VerrallCity, University of LondonEmail verificata su city.ac.uk
Xiyu JiaoDepartment of Economics, University of GothenburgEmail verificata su economics.gu.se
Christiaan MondenUniversity of Oxford & Nuffield CollegeEmail verificata su nuffield.ox.ac.uk
Matthias QianAssistant Professor of Strategy and Entrepreneurship, ESMT BerlinEmail verificata su esmt.org
Sheila M Bird (nee Gore)Professor, biostatisticianEmail verificata su mrc-bsu.cam.ac.uk
J James ReadeDepartment of Economics, University of ReadingEmail verificata su reading.ac.uk
Zorica Mladenović (Vujošević)Faculty of Economics, University of BelgradeEmail verificata su ekof.bg.ac.rs

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Bent Nielsen

Nuffield College & Department of Economics, Oxford & Programme on Economic Modelling, INET, Oxford

Email verificata su nuffield.ox.ac.uk - Home page

Econometrics Statistics


Titolo Ordina per citazioni Ordina per anno Ordina per titolo	Citata da Citata da	Anno
Cointegration analysis in the presence of structural breaks in the deterministic trend S Johansen, R Mosconi, B Nielsen The Econometrics Journal 3 (2), 216-249, 2000	1010	2000
Asymptotic inference on cointegrating rank in partial systems I Harbo, S Johansen, B Nielsen, A Rahbek Journal of business & economic statistics 16 (4), 388-399, 1998	469	1998
Inference in cointegrating models: UK M1 revisited JA Doornik, DF Hendry, B Nielsen Journal of economic surveys 12 (5), 533-572, 1998	304	1998
An analysis of the indicator saturation estimator as a robust regression estimator S Johansen, B Nielsen Castle, and Shephard (2009) 1, 1-36, 2009	266	2009
Econometric modeling: a likelihood approach DF Hendry Princeton University Press, 2012	251	2012
Order determination in general vector autoregressions B Nielsen Lecture Notes-Monograph Series, 93-112, 2006	169*	2006
Manual for the simulation program DisCo S Johansen, B Nielsen Institute of Mathematical Statistics, University of Copenhagen, 1993	149*	1993
Identification of the age-period-cohort model and the extended chain-ladder model D Kuang, B Nielsen, JP Nielsen Biometrika 95 (4), 979-986, 2008	132	2008
Asymptotic theory of outlier detection algorithms for linear time series regression models S Johansen, B Nielsen Scandinavian Journal of Statistics 43 (2), 321-348, 2016	119	2016
Similarity issues in cointegration analysis B Nielsen, A Rahbek Department of Theoretical Statistics, Copenhagen University, 1998	112	1998
Forecasting with the age-period-cohort model and the extended chain-ladder model D Kuang, B Nielsen, JP Nielsen Biometrika 95 (4), 987-991, 2008	107	2008
Bartlett correction of the unit root test in autoregressive models B Nielsen Biometrika 84 (2), 500-504, 1997	87	1997
Identification and forecasting in mortality models B Nielsen, JP Nielsen The Scientific World Journal 2014 (1), 347043, 2014	76*	2014
Asymptotic theory for cointegration analysis when the cointegration rank is deficient DH Bernstein, B Nielsen Econometrics 7 (1), 6, 2019	67	2019
Testing for rational bubbles in a coexplosive vector autoregression T Engsted, B Nielsen The Econometrics Journal 15 (2), 226-254, 2012	59	2012
Analysis of coexplosive processes B Nielsen Econometric Theory 26 (3), 882-915, 2010	57	2010
Cash flow simulation for a model of outstanding liabilities based on claim amounts and claim numbers MDM Miranda, B Nielsen, JP Nielsen, R Verrall ASTIN Bulletin: The Journal of the IAA 41 (1), 107-129, 2011	54	2011
Analysis of the Forward Search using some new results for martingales and empirical processes S Johansen, B Nielsen	52*	2016
Chain-ladder as maximum likelihood revisited D Kuang, B Nielsen, JP Nielsen Annals of Actuarial Science 4 (1), 105-121, 2009	52	2009
Inference and forecasting in the age–period–cohort model with unknown exposure with an application to mesothelioma mortality MD Martínez Miranda, B Nielsen, JP Nielsen Journal of the Royal Statistical Society Series A: Statistics in Society 178 …, 2015	49	2015

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