Access Statistics for Bent Nielsen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Joint Chow Test for Structural Instability 0 0 0 60 2 2 4 203
An analysis of the indicator saturation estimator as a robust regression 0 1 1 63 0 2 3 223
An analysis of the indicator saturation estimator as a robust regression estimator 0 0 0 14 0 0 2 93
An analysis of the indicator saturation estimator as a robust regression estimator 0 0 0 61 0 0 0 236
Analysis of co-explosive processes 0 0 3 129 0 0 6 477
Asymptotic Results for Cointegration Tests in Non-Stable Cases 0 0 0 0 0 0 0 302
Asymptotic analysis of the Forward Search 0 0 0 79 0 0 0 59
Asymptotic analysis of the Forward Search 0 0 0 8 0 1 1 75
Asymptotic analysis of the Forward Search 0 0 0 14 0 0 0 51
Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends 0 0 0 36 0 0 0 134
Asymptotic properties of least squares statistics in general vector autoregressive models 0 0 0 127 0 0 0 543
Asymptotic results for cointegration tests in non-stable case 0 0 0 36 0 0 0 194
Asymptotic theory for cointegration analysis when the cointegration rank is deficient 0 1 1 106 0 1 2 116
Asymptotic theory for iterated one-step Huber-skip estimators 0 0 0 46 0 0 0 96
Asymptotic theory for iterated one-step Huber-skip estimators 0 0 0 22 0 0 2 84
Bartlett Correction of the Unit Root test in Autoregressive Models 0 0 0 0 1 1 1 404
Bartlett correction of the unit root test in autoregressive models 0 0 0 99 0 0 0 412
Causal transmission in reduced-form models 0 1 2 128 1 2 9 360
Chain-Ladder as Maximum Likelihood Revisited 0 0 0 0 0 0 0 99
Cointegration Analysis in the Presence of Structural Breaks in the Deterministic Trend 0 0 2 961 0 2 7 1,605
Convergence to Stochastic Integrals with Non-linear integrands 0 0 0 77 1 1 3 205
Correlograms for non-stationary autoregressions 0 0 0 334 0 1 3 1,388
Deviance analysis of age-period-cohort models 1 2 2 54 1 4 7 160
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 0 0 31 0 1 2 806
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 0 0 18 1 1 2 776
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 0 0 56 0 0 1 952
Forecasting in an extended chain-ladder-type model 0 1 2 47 0 2 7 150
Forecasting with the age-period-cohort model and the extended chain-ladder model 0 0 1 238 2 2 4 794
Identification of the age-period-cohort model and the extended chain ladder model 0 0 0 163 0 1 1 487
Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality 0 1 1 27 1 3 4 120
Measuring and forecasting financial variability using realised variance with and without a model 1 1 2 199 1 1 2 962
On the Explosive Nature of Hyper-Inflation Data 0 0 0 58 0 0 1 239
On the distribution of tests of cointegration rank 0 0 0 65 0 0 0 219
Optimal hedging with the cointegrated vector autoregressive model 0 0 0 18 0 0 2 75
Order determination in general vector autoregressions 0 1 6 636 1 4 30 1,547
Outlier detection algorithms for least squares time series regression 0 0 0 31 0 0 0 87
Outlier detection algorithms for least squares time series regression 0 0 0 157 0 0 0 161
Power of tests for unit roots in the presence of a linear trend 0 0 0 59 0 0 0 155
Properties of Estimated Characteristic Roots 0 0 0 51 1 1 1 311
Properties of etimated characteristic roots 0 0 0 31 0 0 1 192
Short-Run Parameter Changes in a Cointegrated Vector Autoregressive Model 0 0 0 83 0 0 1 247
Significance test in bivariate canonical correlation analysis 0 0 0 283 1 1 1 1,523
Simulating properties of the likelihood ratio test for a unit root in an explosive second order autoregression 0 0 0 92 0 0 0 350
Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms 0 0 0 54 0 0 1 230
Test for cointegration rank in general vector autoregressions 0 0 5 57 0 0 6 126
Testing for rational bubbles in a co-explosive vector autoregression 0 0 0 75 0 0 1 147
Testing for rational bubbles in a co-explosive vector autoregression 0 0 0 49 1 1 1 123
The Geometric Chain-Ladder 0 1 1 41 0 1 2 91
The empirical process of autoregressive residuals 0 0 0 114 0 1 4 472
The role of income in money demand during hyper-inflation: the case of Yugoslavia 0 0 1 75 0 0 1 332
Two sided analysis of variance with a latent time series 0 0 0 31 0 0 1 309
apc: A Package for Age-Period-Cohort Analysis 0 0 3 57 0 1 9 202
Total Working Papers 2 10 33 5,350 15 38 136 19,704

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Joint Chow Test for Structural Instability 0 0 3 36 1 3 9 211
ANALYSIS OF COEXPLOSIVE PROCESSES 0 0 0 32 0 0 2 101
ASYMPTOTIC BEHAVIOR OF THE CUSUM OF SQUARES TEST UNDER STOCHASTIC AND DETERMINISTIC TIME TRENDS 0 0 0 9 0 0 0 47
Asymptotic Inference on Cointegrating Rank in Partial Systems 0 0 0 0 1 1 2 510
Cointegration analysis in the presence of structural breaks in the deterministic trend 0 1 7 2,159 1 5 17 4,508
Correlograms for non‐stationary autoregressions 0 0 0 53 0 1 1 270
Forecasting in an Extended Chain‐Ladder‐Type Model 0 0 0 0 0 0 0 47
Forecasting with the age-period-cohort model and the extended chain-ladder model 0 0 0 28 0 1 1 96
Identification of the age-period-cohort model and the extended chain-ladder model 0 0 1 21 0 0 1 95
Inference and forecasting in the age–period–cohort model with unknown exposure with an application to mesothelioma mortality 0 0 0 14 0 0 0 51
Inference in Cointegrating Models: UK M1 Revisited 0 0 0 11 2 2 2 53
Likelihood analysis of a first‐order autoregressive model with exponential innovations 0 0 0 124 1 1 1 508
On convergence of multivariate Laplace transforms 0 0 0 12 0 0 0 67
On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank 0 0 0 53 0 0 0 494
On the Explosive Nature of Hyper-Inflation Data 0 0 1 79 0 0 1 405
Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator 0 0 1 35 1 2 4 194
Power of Tests for Unit Roots in the Presence of a Linear Trend* 0 0 0 15 0 0 0 55
STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS 0 0 0 15 0 0 0 91
Similarity Issues in Cointegration Analysis 0 0 0 113 0 0 0 293
Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression 0 0 0 30 0 0 0 146
Testing for rational bubbles in a coexplosive vector autoregression 0 0 0 0 0 0 2 75
The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes 0 0 0 1 0 0 1 236
The Influence of Var Dimensions on Estimator Biases: Comment 0 0 0 42 0 0 1 228
The empirical process of autoregressive residuals 0 0 0 30 0 0 2 216
Total Journal Articles 0 1 13 2,912 7 16 47 8,997

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Preface to Econometric Modeling: A Likelihood Approach 0 0 1 131 0 0 1 326
The Bernoulli model, from Econometric Modeling: A Likelihood Approach 0 0 0 181 0 0 0 778
Total Chapters 0 0 1 312 0 0 1 1,104

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03