Publications

Filtered Results: 24 found

Mar 2022
Chapter 		Oxford's contributions to econometrics
David F. Hendry, Bent Nielsen
Jun 2018
Journal 		Over-dispersed age-period-cohort models
in Journal of the American Statistical Association
Jonas Harnau, Bent Nielsen
Dec 2017
Paper 		Marked and Weighted Empirical Processes of Residuals with the Applications to Robust Regressions
Vanessa Berenguer-Rico, Bent Nielsen
Jan 2017
Book 		Asymptotic analysis of Iterated 1-step Huber-skip M-estimators with varying cut-offs
Xiyu Jiao, Bent Nielsen
Dec 2016
Paper 		apc: A package for age-period-cohort analysis (released 1 December 2016)
Bent Nielsen
Oct 2016
Working Paper 		Tightness of M-estimators for multiple linear regression in time series
Bent Nielsen, Soren Johansen
Oct 2016
Journal 		A simple benchmark for mesothelioma projection for Great Britain
in Occupational and Environmental Medicine
Maria D. Martinez-Miranda, Bent Nielsen, Jens P. Nielsen
May 2016
Journal 		Asymptotic theory of outlier detection algorithms for linear time series regression models
in Scandinavian Journal of Statistics
Soren Johansen, Bent Nielsen
Mar 2016
Paper 		apc: A package for age-period-cohort analysis (released 21 March 2016)
Bent Nielsen
Mar 2016
Journal 		Analysis of the forward search using some new results for martingales and empirical processes
in Bernoulli
Soren Johansen, Bent Nielsen
Dec 2015
Journal 		apc: A package for age-period-cohort analysis
Bent Nielsen
Jul 2015
Journal 		The geometric chain-ladder
in Scandinavian Actuarial Journal
Bent Nielsen, D. Kuang, J. P. Nielsen
Jul 2015
 Outlier Detection Algorithms for Least Squares Time Series
Bent Nielsen, Soren Johansen
Jul 2015
Working Paper 		Causal transmission in reduced-form models
Bent Nielsen, Vassili Bazinas
Mar 2015
Paper 		A Joint Chow Test for Structural Instability
Bent Nielsen, Andrew Whitby
Sept 2014
Working Paper 		Asymptotic theory for cointegration analysis when the cointegration rank is deficient
Bent Nielsen, David Bernstein