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Deviance analysis of age-period-cohort models
Nielsen, Bent - 2014
Persistent link: https://www.econbiz.de/10010405204
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Properties of estimated characteristic roots
Nielsen, Bent (contributor); Bohn Nielsen, Heino (contributor) - 2008
Persistent link: https://www.econbiz.de/10003714678
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An analysis of the indicator saturation estimator as a robust regression estimator
Johansen, Søren; Nielsen, Bent - 2008
Persistent link: https://www.econbiz.de/10003807422
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Properties of estimated characteristic roots
Nielsen, Bent; Bohn Nielsen, Heino - 2008
Persistent link: https://www.econbiz.de/10003807439
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Singular vector autoregressions with deterministic terms : strong consistency and lag order determination
Nielsen, Bent - 2008
Persistent link: https://www.econbiz.de/10003807452
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Chain-ladder as maximum likelihood revisited
Kuang, D.; Nielsen, Bent; Nielsen, Jens Perch - In: Annals of actuarial science : publ. by the Institute of … 4 (2009) 1, pp. 105-121
Persistent link: https://www.econbiz.de/10003938531
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An analysis of the indicator saturation estimator as a robust regression estimator
Johansen, Søren (contributor); Nielsen, Bent (contributor) - 2008
Persistent link: https://www.econbiz.de/10003631872
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An analysis of the indicator saturation estimator as a robust regression estimator
Johansen, Søren; Nielsen, Bent - In: The methodology and practice of econometrics : a …, (pp. 1-36). 2009
Persistent link: https://www.econbiz.de/10003857820
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A joint chow test for structural instability
Nielsen, Bent; Whitby, Andrew - 2012
Persistent link: https://www.econbiz.de/10009579327
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Asymptotic theory for iterated one-step Huber-skip estimators
Johansen, Søren; Nielsen, Bent - 2011
Persistent link: https://www.econbiz.de/10009377349