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The empirical process of autoregressive residuals
Engler, Eric (contributor); Nielsen, Bent (contributor) - 2007
Persistent link: https://www.econbiz.de/10003481758
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Discussion of the forward search : theory and data analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli
Johansen, Søren; Nielsen, Bent - 2010
Persistent link: https://www.econbiz.de/10003929159
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The forward search : theory and data analysis, by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli
Johansen, Søren; Nielsen, Bent - 2010
Persistent link: https://www.econbiz.de/10003932341
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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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Testing for rational bubbles in a co-explosive vector autoregression
Engsted, Tom; Nielsen, Bent - 2010
Persistent link: https://www.econbiz.de/10003978304
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Identification and forecasting in the Lee-Carter model
Nielsen, Bent; Nielsen, Jens Perch - 2010
Persistent link: https://www.econbiz.de/10008822237
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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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Simulating properties of the likelihood ratio test for a unit root in an explosive second-order autoregression
Nielsen, Bent; Reade, J. James - In: Econometric reviews 26 (2007) 5, pp. 487-501
Persistent link: https://www.econbiz.de/10003549297
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Forecasting in an extended chain-ladder-type model
Kuang, Di; Nielsen, Bent; Nielsen, Jens Perch - 2010
Persistent link: https://www.econbiz.de/10003981986
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Chain-ladder as maximum likelihood revisited
Kuang, D.; Nielsen, Bent; Nielsen, Jens Perch - 2009
Persistent link: https://www.econbiz.de/10003875083