Bent Nielsen
Bent Nielsen
Nuffield College & Department of Economics, Oxford & Programme on Economic Modelling, INET, Oxford
Verified email at - Homepage
Cited by
Cited by
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
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
Inference in cointegrating models: UK M1 revisited
JA Doornik, DF Hendry, B Nielsen
Journal of economic surveys 12 (5), 533-572, 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
Econometric modeling: a likelihood approach
DF Hendry, B Nielsen
Princeton University Press, 2007
Order determination in general vector autoregressions
B Nielsen
Time series and related topics, 93-112, 2006
Asymptotics for cointegration rank tests in the presence of intervention dummies-manual for the simulation program DisCo
S Johansen, B Nielsen
manuscript, Institute of Mathematical Statistics, University of Copenhagen, 1993
Similarity issues in cointegration analysis
B Nielsen, A Rahbek
Department of Theoretical Statistics, Copenhagen University, 1998
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
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
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
Bartlett correction of the unit root test in autoregressive models
B Nielsen
Biometrika 84 (2), 500-504, 1997
Identification and forecasting in mortality models
B Nielsen, JP Nielsen
The Scientific World Journal 2014, 2014
Testing for rational bubbles in a coexplosive vector autoregression
T Engsted, B Nielsen
The Econometrics Journal 15 (2), 226-254, 2012
Analysis of coexplosive processes
B Nielsen
Econometric Theory 26 (3), 882-915, 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
Chain-ladder as maximum likelihood revisited
D Kuang, B Nielsen, JP Nielsen
Annals of Actuarial Science 4 (1), 105-121, 2009
Analysis of the Forward Search using some new results for martingales and empirical processes
S Johansen, B Nielsen
Bernoulli 22 (2), 1131-1183, 2016
On the distribution of likelihood ratio test statistics for cointegration rank
B Nielsen
Econometric reviews 23 (1), 1-23, 2004
Forecasting in an extended chain‐ladder‐type model
D Kuang, B Nielsen, J Perch Nielsen
Journal of Risk and Insurance 78 (2), 345-359, 2011
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