Bent Nielsen is a professorial fellow in

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 intera ...

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 co ...

University of Oxford , mottoeng = The Lord is my light , established = , endowment = £6.1 billion (including colleges) (2019) , budget = £2.145 billion (2019–20) , chancellor ...

. Nielsen has research interests in

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 ...

and

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 ...

: time series,

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 o ...

, and

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 allo ...

.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 large. The press was founded by Whitney Darrow, with the financial su ...

, 2007. (with David F. Hendry) ;Papers *Kuang, D., Nielsen, B. and Nielsen, J.P. "The geometric chain-ladder." ''Scandinavian Actuarial Journal'' vol. 2015, 278-300. *Nielsen, B. and Whitby, A. (2015) "A Joint Chow Test for Structural Instability." ''Econometrics'' 3, 156–186. *Martínez Miranda, M.D., Nielsen, B. and Nielsen, J.P. (2015) "Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality." ''Journal of the Royal Statistical Society'' series A 178, 29-55. *Nielsen, B. and Nielsen, J.P. (2014) "Identification and forecasting in mortality models." ''The Scientific World Journal''. vol. 2014, Article ID 347043, 24 pages. doi:10.1155/2014/347043

References

Fellows of Nuffield College, Oxford Danish economists Living people Year of birth missing (living people) University of Copenhagen alumni {{UK-economist-stub