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| ⚫ | '''Bent Nielsen''' is a professorial fellow in [[economics]] at [[Nuffield College]], [[University of Oxford]]. Nielsen has research interests in [[econometrics]]: time series, [[outlier detection]], and [[cohort analysis]].<ref name=nuf>[http://www.nuff.ox.ac.uk/People/sites/Nielsen/SitePages/Biography.aspx Dr Bent Nielsen.] Nuffield College. Retrieved 28 May 2015.</ref><ref>http://users.ox.ac.uk/~nuff0078/</ref> Nielsen completed his Ph.D. at the University of Copenhagen.<ref>http://www.economics.ox.ac.uk/Academic/bent-nielsen</ref> |
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| ⚫ | '''Bent Nielsen''' is a professorial fellow in [[economics]] at [[Nuffield College]], [[University of Oxford]]. Nielsen has research interests in [[econometrics]] and [[financial economics]]: time series, [[outlier detection]], and [[cohort analysis]].<ref name=nuf>[http://www.nuff.ox.ac.uk/People/sites/Nielsen/SitePages/Biography.aspx Dr Bent Nielsen.] Nuffield College. Retrieved 28 May 2015.</ref><ref>http://users.ox.ac.uk/~nuff0078/</ref> Nielsen completed his Ph.D. at the University of Copenhagen.<ref>{{Cite web |url=http://www.economics.ox.ac.uk/Academic/bent-nielsen |title=Bent Nielsen | Academic | Profile |access-date=2015-05-28 |archive-url=https://web.archive.org/web/20150528224029/http://www.economics.ox.ac.uk/Academic/bent-nielsen |archive-date=2015-05-28 |url-status=dead }}</ref> |
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==Selected publications== |
==Selected publications== |
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;Papers |
;Papers |
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*Kuang, D., Nielsen, B. and Nielsen, J.P. "The geometric chain-ladder." ''Scandinavian Actuarial Journal'' vol. 2015, 278-300. |
*Kuang, D., Nielsen, B. and Nielsen, J.P. "The geometric chain-ladder." ''Scandinavian Actuarial Journal'' vol. 2015, 278-300. |
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*Nielsen, B. and Whitby, A. (2015) "A Joint Chow Test for Structural Instability." ''Econometrics'' 3, |
*Nielsen, B. and Whitby, A. (2015) "A Joint Chow Test for Structural Instability." ''Econometrics'' 3, 156–186. |
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*Martínez Miranda, M.D., Nielsen, B. and Nielsen, J.P. (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 178, 29-55. |
*Martínez Miranda, M.D., Nielsen, B. and Nielsen, J.P. (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 178, 29-55. |
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*Nielsen, B. and Nielsen, J.P. (2014) "Identification and forecasting in mortality models." ''The Scientific World Journal''. vol. 2014, Article ID 347043, 24 pages. doi:10.1155/2014/347043 |
*Nielsen, B. and Nielsen, J.P. (2014) "Identification and forecasting in mortality models." ''The Scientific World Journal''. vol. 2014, Article ID 347043, 24 pages. doi:10.1155/2014/347043 |
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== References == |
== References == |
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{{Reflist}} |
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Latest revision as of 09:40, 30 August 2022
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Bent Nielsen is a professorial fellow in economics at Nuffield College, University of Oxford. Nielsen has research interests in econometrics and financial economics: time series, outlier detection, and cohort analysis.[1][2] Nielsen completed his Ph.D. at the University of Copenhagen.[3]
Selected publications
[edit]- Books
- Econometric Modeling: A Likelihood Approach. Princeton University Press, 2007. (with David F. Hendry)
- Papers
- Kuang, D., Nielsen, B. and Nielsen, J.P. "The geometric chain-ladder." Scandinavian Actuarial Journal vol. 2015, 278-300.
- Nielsen, B. and Whitby, A. (2015) "A Joint Chow Test for Structural Instability." Econometrics 3, 156–186.
- Martínez Miranda, M.D., Nielsen, B. and Nielsen, J.P. (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 178, 29-55.
- Nielsen, B. and Nielsen, J.P. (2014) "Identification and forecasting in mortality models." The Scientific World Journal. vol. 2014, Article ID 347043, 24 pages. doi:10.1155/2014/347043
References
[edit]- ^ Dr Bent Nielsen. Nuffield College. Retrieved 28 May 2015.
- ^ http://users.ox.ac.uk/~nuff0078/
- ^ "Bent Nielsen | Academic | Profile". Archived from the original on 28 May 2015. Retrieved 28 May 2015.
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