Bent Nielsen

Cited by

	All	Since 2019
Citations	4495	1312
h-index	30	18
i10-index	49	32

300

150

225

19981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202437 43 67 70 84 67 118 122 126 107 141 176 147 174 204 175 229 281 241 243 237 285 229 253 228 201 115

Public access

View all

12 articles

0 articles

available

not available

Based on funding mandates

Co-authors

Jens Perch NielsenProfessor of Actuarial Science, Cass Business SchoolVerified email at city.ac.uk
David F HendrySenior Research Fellow, Nuffield College, Oxford UniversityVerified email at nuffield.ox.ac.uk
Anders RahbekProfessor, University of CopenhagenVerified email at econ.ku.dk
Maria Dolores Martinez-MirandaUniversidad de GranadaVerified email at ugr.es
Rocco MosconiPolitecnico di MilanoVerified email at polimi.it
Neil ShephardFrank B. Baird Jr, Professor of Science, Dept of Economics & Dept of Statistics, Harvard UniversityVerified email at fas.harvard.edu
David H. BernsteinEconomist, Federal Energy Regulatory CommissionVerified email at ferc.gov
Tom EngstedProfessor of Finance and Economics, Aarhus UniversityVerified email at econ.au.dk
Andrew WhitbyAuthorVerified email at andrewwhitby.id.au
Richard VerrallCity, University of LondonVerified email at city.ac.uk
Xiyu JiaoDepartment of Economics, University of GothenburgVerified email at economics.gu.se
Christiaan MondenUniversity of Oxford & Nuffield CollegeVerified email at nuffield.ox.ac.uk
Matthias QianAssistant Professor of Strategy and Entrepreneurship, ESMT BerlinVerified email at esmt.org
Sheila M Bird (nee Gore)Professor, biostatisticianVerified email at mrc-bsu.cam.ac.uk
J James ReadeDepartment of Economics, University of ReadingVerified email at reading.ac.uk
Zorica Mladenović (Vujošević)Faculty of Economics, University of BelgradeVerified email at ekof.bg.ac.rs

Bent Nielsen

Nuffield College & Department of Economics, Oxford & Programme on Economic Modelling, INET, Oxford

Verified email at nuffield.ox.ac.uk - Homepage

Econometrics Statistics


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Cointegration analysis in the presence of structural breaks in the deterministic trend S Johansen, R Mosconi, B Nielsen The Econometrics Journal 3 (2), 216-249, 2000	1005	2000
Asymptotic inference on cointegrating rank in partial systems I Harbo, S Johansen, B Nielsen, A Rahbek Journal of business & economic statistics 16 (4), 388-399, 1998	466	1998
Inference in cointegrating models: UK M1 revisited JA Doornik, DF Hendry, B Nielsen Journal of economic surveys 12 (5), 533-572, 1998	304	1998
An analysis of the indicator saturation estimator as a robust regression estimator S Johansen, B Nielsen Castle, and Shephard (2009) 1, 1-36, 2009	265	2009
Econometric modeling: a likelihood approach DF Hendry Princeton University Press, 2012	249	2012
Order determination in general vector autoregressions B Nielsen Lecture Notes-Monograph Series, 93-112, 2006	167*	2006
Manual for the simulation program DisCo S Johansen, B Nielsen Institute of Mathematical Statistics, University of Copenhagen, 1993	149*	1993
Identification of the age-period-cohort model and the extended chain-ladder model D Kuang, B Nielsen, JP Nielsen Biometrika 95 (4), 979-986, 2008	131	2008
Asymptotic theory of outlier detection algorithms for linear time series regression models S Johansen, B Nielsen Scandinavian Journal of Statistics 43 (2), 321-348, 2016	115	2016
Similarity issues in cointegration analysis B Nielsen, A Rahbek Department of Theoretical Statistics, Copenhagen University, 1998	112	1998
Forecasting with the age-period-cohort model and the extended chain-ladder model D Kuang, B Nielsen, JP Nielsen Biometrika 95 (4), 987-991, 2008	107	2008
Bartlett correction of the unit root test in autoregressive models B Nielsen Biometrika 84 (2), 500-504, 1997	87	1997
Identification and forecasting in mortality models B Nielsen, JP Nielsen The Scientific World Journal 2014 (1), 347043, 2014	75*	2014
Asymptotic theory for cointegration analysis when the cointegration rank is deficient DH Bernstein, B Nielsen Econometrics 7 (1), 6, 2019	66	2019
Testing for rational bubbles in a coexplosive vector autoregression T Engsted, B Nielsen The Econometrics Journal 15 (2), 226-254, 2012	59	2012
Analysis of coexplosive processes B Nielsen Econometric Theory 26 (3), 882-915, 2010	57	2010
Cash flow simulation for a model of outstanding liabilities based on claim amounts and claim numbers MDM Miranda, B Nielsen, JP Nielsen, R Verrall ASTIN Bulletin: The Journal of the IAA 41 (1), 107-129, 2011	53	2011
Analysis of the Forward Search using some new results for martingales and empirical processes S Johansen, B Nielsen	52*	2016
Chain-ladder as maximum likelihood revisited D Kuang, B Nielsen, JP Nielsen Annals of Actuarial Science 4 (1), 105-121, 2009	51	2009
Inference and forecasting in the age–period–cohort model with unknown exposure with an application to mesothelioma mortality MD Martínez Miranda, B Nielsen, JP Nielsen Journal of the Royal Statistical Society Series A: Statistics in Society 178 …, 2015	49	2015

The system can't perform the operation now. Try again later.

Articles 1–20

Citations per year

Duplicate citations

Merged citations

Add co-authorsCo-authors

Follow

Cited by

Co-authors