36 results: page 2 of 2
Jul 2012
Testing for rational bubbles in a coexplosive vector autoregression
in The Econometrics Journal
Tom Engsted , Bent Nielsen
in The Econometrics Journal
Tom Engsted , Bent Nielsen
Jul 2011
Asymptotic Behavior of the Cusum of Squares Test under Stochastic and Deterministic Time Trends
in Econometric Theory
Bent Nielsen , Jouni S. Sohkanen
in Econometric Theory
Bent Nielsen , Jouni S. Sohkanen
Nov 2010
Forecasting in an Extended Chain-Ladder-Type Model
in Journal of Risk and Insurance
Di Kuang , Bent Nielsen , J. P. Nielsen
in Journal of Risk and Insurance
Di Kuang , Bent Nielsen , J. P. Nielsen
May 2010
A Modern Approach to Teaching Econometrics
in European Journal of Pure and Applied Mathematics
David F. Hendry , Bent Nielsen
in European Journal of Pure and Applied Mathematics
David F. Hendry , Bent Nielsen