Bent Nielsen

Nuffield College, Oxford OX1 1NF, UK

Phone: +44 1865 278630

Fax: +44 1865 278621

Reader in Econometrics, Department of Economics, University of Oxford.
Fellow of Nuffield College.

Research Interests: Econometric and Statistical theory: analysis of non-stationary time series with random walk or explosive features; model selection; cohort analysis; reserving in general insurance.

Publications: Papers & Book

Teaching: Research Students.
Ph.D. course on "Identification and forecasting in Mortality Models" on 17-18 April 2012 at Creates in Århus, Denmark

Research projects: Fellow of Institute for New Economic Thinking at the Oxford Martin School.

Editorial Board Member: Review of Economic Studies.

Computer programs: Gamma computes quantiles for a Gamma distribution. DisCo simulates asymptotic critical values of cointegration tests in the presence of structural breaks.

Treasurer for Royal Statistical Society's Oxford Local Group.