Prof Bent Nielsen
Co-Director of Economic Modelling
Professor of Econometrics, Department of Economics, University of Oxford
Research Interests: Econometric and Statistical theory. In particular, he is interested in:
the theoretical properties of algorithms such as the Forward Search and Autometrics;
cohort models such as the age-period-cohort model and the chain ladder method used to forecast future liabilities in general insurance.
Over-dispersed age-period-cohort models
28 Jun 18
We consider inference and forecasting for aggregate data organized in a two-way table with age and c...
Marked and Weighted Empirical Processes of Residuals with the Applications to Robust Regressions
16 Dec 17
A new class of marked and weighted empirical processes of residuals is introduced.
Asymptotic theory of outlier detection algorithms for linear time series regression models
13 May 16
Analysis of the forward search using some new results for martingales and empirical processes
01 Mar 16