Links to Bent Nielsen, Nuffield College, Department of Economics.

M.Phil. Economics
2002 Enrique Carabajal: Test for normality
2003 Takamitsu Kurita: The real Yen-Dollar exchange rate and various parity conditions: An econometric model of Japan-US economic relationships
2004 Sherry Forbes: Normality statistics in autoregressions
2004 Spyridon Kallipolit: Inflation controllability in Greece: The European Monetary Union convergence years 1994-2000
2004 James Reade: On the small sample properties of the likelihood ratio test for a unit root in an explosive second order autoregression
2005 Carlos Caceres: Asymptotic properties of White's test for heteroskedasticity
2005 Heiko Hesse: The monetary transmission mechanism in Thailand: A cointegrated VAR approach
2005 Kris Kang: On ARCH specification tests for an autoregression
2005 Eric Engler
2005 Vasileios Kourakis
2006 Swarnali Ahmed
2008 Jouni Sohkanen
2009 David Leow
2009 Andrew Whitby
2010 Harri Kemp: A dynamic quarterly model of the aggregate wage-price sector for the UK
Katsuhiko Takagaki
Mahmood Alsaleh
Nupur Gupta

M.Sc. Applied Statistics
2005 Di Kuang: Using time series methods for modelling claim reserves in general insurance

Ph.D. Students

D.Phil. Economics
2004 Michael Massmann: Co-breaking: Representation, estimation and testing.
2006 Takamitsu Kurita: Econometric modelling using I(1) and I(2) cointegration analysis.
2008 Carlos Caceres: Asymptotic properties of tests for mis-specification.
2009 Julia Giese Essays in applied cointegration analysis.
Jouni Sohkanen
Andrew Whitby
Swarnali Ahmed

D.Phil. Mathematics
2003 Franz Dietrich: Closed analytic forms and numerical approximation of Dickey-Fuller probability distributions.

D.Phil. Statistics
2009 Di Kuang: The chain ladder method and its extensions in forecasting reserves in general insurance.