Bent Nielsen
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Bent Nielsen
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.Dr Bent Nielsen.
Nuffield College. Retrieved 28 May 2015.
Nielsen completed his Ph.D. at the University of Copenhagen.


Selected publications

;Books *''Econometric Modeling: A Likelihood Approach''.
Princeton University Press Princeton University Press is an independent publisher with close connections to Princeton University. Its mission is to disseminate scholarship within academia and society at ...
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Economics
Economics () is the social science that studies the Production (economics), production, distribution (economics), distribution, and Consumption (economics), consumption of goods and services. Economics focuses on the behaviour and interactions of Agent (economics), economic agents and how economy, economies work. Microeconomics analyzes what's viewed as basic elements in the economy, including individual agents and market (economics), markets, their interactions, and the outcomes of interactions. Individual agents may include, for example, households, firms, buyers, and sellers. Macroeconomics analyzes the economy as a system where production, consumption, saving, and investment interact, and factors affecting it: employment of the resources of labour, capital, and land, currency inflation, economic growth, and public policies that have impact on glossary of economics, these elements. Other broad distinctions within economics include those between positive economics, desc ...
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Nuffield College
Nuffield College () is one of the constituent colleges of the University of Oxford in England. It is a graduate college and specialises in the social sciences, particularly economics, politics and sociology. Nuffield is one of Oxford's newer colleges, having been founded in 1937, as well as one of the smallest, with around 90 postgraduate students and 60 academic fellows. It was also the first Oxford college to accept both men and women, having been coeducational since its foundation. Its architecture is designed to conform to the traditional college layout and its modernist spire is a landmark for those approaching Oxford from the west. As of 2021, the college had an estimated financial endowment of £282m. Due to its small intake, it was the wealthiest educational institution per student in the world as of 2013. Since 2017, Nuffield has committed to underwriting funding for all new students accepted to the college. History Nuffield College was founded in 1937 after a don ...
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University Of Oxford
, mottoeng = The Lord is my light , established = , endowment = £6.1 billion (including colleges) (2019) , budget = £2.145 billion (2019–20) , chancellor = The Lord Patten of Barnes , vice_chancellor = Louise Richardson , students = 24,515 (2019) , undergrad = 11,955 , postgrad = 12,010 , other = 541 (2017) , city = Oxford , country = England , coordinates = , campus_type = University town , athletics_affiliations = Blue (university sport) , logo_size = 250px , website = , logo = University of Oxford.svg , colours = Oxford Blue , faculty = 6,995 (2020) , academic_affiliations = , The University of Oxford is a collegiate research university in Oxf ...
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Econometrics
Econometrics is the application of Statistics, statistical methods to economic data in order to give Empirical evidence, empirical content to economic relationships.M. Hashem Pesaran (1987). "Econometrics," ''The New Palgrave: A Dictionary of Economics'', v. 2, p. 8 [pp. 8–22]. Reprinted in J. Eatwell ''et al.'', eds. (1990). ''Econometrics: The New Palgrave''p. 1[pp. 1–34].Abstract (The New Palgrave Dictionary of Economics, 2008 revision by J. Geweke, J. Horowitz, and H. P. Pesaran). More precisely, it is "the quantitative analysis of actual economic Phenomenon, phenomena based on the concurrent development of theory and observation, related by appropriate methods of inference". An introductory economics textbook describes econometrics as allowing economists "to sift through mountains of data to extract simple relationships". Jan Tinbergen is one of the two founding fathers of econometrics. The other, Ragnar Frisch, also coined the term in the sense in which it is used toda ...
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Financial Economics
Financial economics, also known as finance, is the branch of economics characterized by a "concentration on monetary activities", in which "money of one type or another is likely to appear on ''both sides'' of a trade".William F. Sharpe"Financial Economics", in Its concern is thus the interrelation of financial variables, such as share prices, interest rates and exchange rates, as opposed to those concerning the real economy. It has two main areas of focus: Merton H. Miller, (1999). The History of Finance: An Eyewitness Account, ''Journal of Portfolio Management''. Summer 1999. asset pricing, commonly known as "Investments", and corporate finance; the first being the perspective of providers of capital, i.e. investors, and the second of users of capital. It thus provides the theoretical underpinning for much of finance. The subject is concerned with "the allocation and deployment of economic resources, both spatially and across time, in an uncertain environment".See Fama and ...
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Outlier Detection
In data analysis, anomaly detection (also referred to as outlier detection and sometimes as novelty detection) is generally understood to be the identification of rare items, events or observations which deviate significantly from the majority of the data and do not conform to a well defined notion of normal behaviour. Such examples may arouse suspicions of being generated by a different mechanism, or appear inconsistent with the remainder of that set of data. Anomaly detection finds application in many domains including cyber security, medicine, machine vision, statistics, neuroscience, law enforcement and financial fraud to name only a few. Anomalies were initially searched for clear rejection or omission from the data to aid statistical analysis, for example to compute the mean or standard deviation. They were also removed to better predictions from models such as linear regression, and more recently their removal aids the performance of machine learning algorithms. However, i ...
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Cohort Analysis
Cohort analysis is a kind of behavioral analytics that breaks the data in a data set into related groups before analysis. These groups, or cohorts, usually share common characteristics or experiences within a defined time-span. Cohort analysis allows a company to "see patterns clearly across the life-cycle of a customer (or user), rather than slicing across all customers blindly without accounting for the natural cycle that a customer undergoes." By seeing these patterns of time, a company can adapt and tailor its service to those specific cohorts. While cohort analysis is sometimes associated with a cohort study, they are different and should not be viewed as one and the same. Cohort analysis is specifically the analysis of cohorts in regards to big data and business analytics, while in cohort study, data is broken down into similar groups. Examples The goal of business analytics is to analyze and present actionable information. Large, undifferentiated datasets may include a varie ...
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Princeton University Press
Princeton University Press is an independent publisher with close connections to Princeton University. Its mission is to disseminate scholarship within academia and society at large. The press was founded by Whitney Darrow, with the financial support of Charles Scribner, as a printing press to serve the Princeton community in 1905. Its distinctive building was constructed in 1911 on William Street in Princeton. Its first book was a new 1912 edition of John Witherspoon's ''Lectures on Moral Philosophy.'' History Princeton University Press was founded in 1905 by a recent Princeton graduate, Whitney Darrow, with financial support from another Princetonian, Charles Scribner II. Darrow and Scribner purchased the equipment and assumed the operations of two already existing local publishers, that of the ''Princeton Alumni Weekly'' and the Princeton Press. The new press printed both local newspapers, university documents, ''The Daily Princetonian'', and later added book publishing to it ...
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Fellows Of Nuffield College, Oxford
Fellows may refer to Fellow, in plural form. Fellows or Fellowes may also refer to: Places *Fellows, California, USA *Fellows, Wisconsin, ghost town, USA Other uses *Fellows Auctioneers, established in 1876. *Fellowes, Inc., manufacturer of workspace products *Fellows, a partner in the firm of English canal carriers, Fellows Morton & Clayton *Fellows (surname) See also *North Fellows Historic District, listed on the National Register of Historic Places in Wapello County, Iowa *Justice Fellows (other) Justice Fellows may refer to: * Grant Fellows (1865–1929), associate justice of the Michigan Supreme Court * Raymond Fellows (1885–1957), associate justice of the Maine Supreme Judicial Court {{disambiguation, tndis ...
{{disambiguation ...
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Danish Economists
Danish may refer to: * Something of, from, or related to the country of Denmark People * A national or citizen of Denmark, also called a "Dane," see Demographics of Denmark * Culture of Denmark * Danish people or Danes, people with a Danish ancestral or ethnic identity * A member of the Danes (Germanic tribe), Danes, a Germanic tribe * Danish (name), a male given name and surname Language * Danish language, a North Germanic language used mostly in Denmark and Northern Germany * Danish tongue or Old Norse, the parent language of all North Germanic languages Food * Danish cuisine * Danish pastry, often simply called a "Danish" See also

* Dane (other) * * Gdańsk * List of Danes * Languages of Denmark {{disambiguation Language and nationality disambiguation pages ...
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Living People
Related categories * :Year of birth missing (living people) / :Year of birth unknown * :Date of birth missing (living people) / :Date of birth unknown * :Place of birth missing (living people) / :Place of birth unknown * :Year of death missing / :Year of death unknown * :Date of death missing / :Date of death unknown * :Place of death missing / :Place of death unknown * :Missing middle or first names See also * :Dead people * :Template:L, which generates this category or death years, and birth year and sort keys. : {{DEFAULTSORT:Living people 21st-century people People by status ...
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Year Of Birth Missing (living People)
A year or annus is the orbital period of a planetary body, for example, the Earth, moving in its orbit around the Sun. Due to the Earth's axial tilt, the course of a year sees the passing of the seasons, marked by change in weather, the hours of daylight, and, consequently, vegetation and soil fertility. In temperate and subpolar regions around the planet, four seasons are generally recognized: spring, summer, autumn and winter. In tropical and subtropical regions, several geographical sectors do not present defined seasons; but in the seasonal tropics, the annual wet and dry seasons are recognized and tracked. A calendar year is an approximation of the number of days of the Earth's orbital period, as counted in a given calendar. The Gregorian calendar, or modern calendar, presents its calendar year to be either a common year of 365 days or a leap year of 366 days, as do the Julian calendars. For the Gregorian calendar, the average length of the calendar year (the ...
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