Bent Nielsen

9 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-1567-4652

Department of Economics, University of Oxford

Publications

• A model where the least trimmed squares estimator is maximum likelihood — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2023
• Over-Dispersed Age-Period-Cohort Models — Journal of the American Statistical Association 2018
• Forecasting with the age-period-cohort model and the extended chain-ladder model — Biometrika 2008
• Correlograms for non-stationary autoregressions — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2006
• The Influence of Var Dimensions on Estimator Biases: Comment — Econometrica 2003
• Conditional test for rank in bivariate canonical correlation analysis — Biometrika 2001
• The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes — Econometrica 2001
• The likelihood-ratio test for rank in bivariate canonical correlation analysis — Biometrika 1999
• Bartlett correction of the unit root test in autoregressive models — Biometrika 1997