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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]
Bent Nielsen. Nuffield College, Oxford OX1 1NF, UK. Email: bent.nielsen@nuffield.ox.ac.uk. Phone: +44 1865 278630. Professor of Econometrics, Department of Economics at the University of Oxford . Fellow of Nuffield College . Research Interests : Econometric and Statistical theory. In particular, I am interested in:
Associate Professor. Department of Cross-Cultural and Regional Studies. Karen Blixens Plads 8. 2300 København S. bentn@hum.ku.dk. http://.tors.ku.dk. https://.tors.ku.dk. Mobile: +4551302511. Member of: Asian Dynamics. Presentation. CV. Research outputs. Activities. All. Research. Communication. Education. Publication year: All.
Bent Nielsen is Professor of Econometrics in the Department of Economics at the University of Oxford, and a Fellow of Nuffield College. His research interests are econometric and statistical theory, in particular: the theoretical properties of algorithms such as the Forward Search and Autometrics;
Professor of Econometrics, Department of Economics, University of Oxford. Biography. Publications. Research Areas. Biography. Research Interests: Econometric and Statistical theory. In particular, he is interested in: the theoretical properties of algorithms such as the Forward Search and Autometrics;
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Bent Nielsen. Professorial Fellow. Professor of Econometrics. My research focuses on the theory of econometric modelling and forecasting. Currently I have two focus areas which I am currently investigating: The theoretical properties of algorithms such as the Forward Search and Autometrics;
(17) Bent Nielsen, 2006 Correlograms for non-stationary autoregressions. Journal of the Royal Statistical Society, series B, vol. 68, p. 707--720. Abstract. (16) Bent Nielsen, 2005 Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms. Econometric Theory, vol. 21, p. 534-561. Abstract.
