Items which include Bent Nielsen

Title Date
Over-Dispersed Age-Period-Cohort Models
Marked and Weighted Empirical Processes of Residuals with the Applications to Robust Regressions
White Heteroscedasticity Testing in Robust Regressions
Asymptotic Analysis of Iterated 1-step Huber-skip M-estimators with Varying Cut-offs
Tightness of M-estimators for multiple linear regression in time series
apc: A Package for Age-Period-Cohort Analysis (released 21 March 2016)
A simple benchmark for mesothelioma projection for Great Britain
apc: A Package for Age-Period Cohort Analysis (released 1 Dec 2016)
Analysis of the Forward Search using some new results for martingales and empirical processes
Asymptotic theory of outlier detection algorithms for linear time series regression models
The Geometric Chain-Ladder
Outlier Detection Algorithms for Least Squares Time Series
Causal transmission in reduced-form models
A Joint Chow Test for Structural Instability
apc: A package for age-period-cohort analysis
Asymptotic theory for cointegration analysis when the cointegration rank is deficient
Deviance Analysis of Age-period-cohort Models
Identification and Forecasting in Mortality Models
Inference and Forecasting in the Age–Period–Cohort Model
Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator
Testing for rational bubbles in a coexplosive vector autoregression
Asymptotic Behavior of the Cusum of Squares Test under Stochastic and Deterministic Time Trends
Forecasting in an Extended Chain-Ladder-Type Model
Cash Flow Simulation for a Model of Outstanding Liabilities Based on Claim Amounts and Claim Numbers