Access Statistics for Bent Nielsen

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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 5 9 13 214
An analysis of the indicator saturation estimator as a robust regression 0 0 0 63 7 9 10 233
An analysis of the indicator saturation estimator as a robust regression estimator 0 0 0 14 2 6 6 99
An analysis of the indicator saturation estimator as a robust regression estimator 0 0 0 61 2 3 4 240
Analysis of co-explosive processes 0 1 1 130 9 17 18 495
Asymptotic Results for Cointegration Tests in Non-Stable Cases 0 0 0 0 1 2 2 304
Asymptotic analysis of the Forward Search 0 0 0 8 2 5 9 84
Asymptotic analysis of the Forward Search 0 0 0 79 3 5 5 64
Asymptotic analysis of the Forward Search 0 0 0 14 2 3 5 56
Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends 0 0 0 36 1 6 7 141
Asymptotic properties of least squares statistics in general vector autoregressive models 0 0 0 127 3 3 4 547
Asymptotic results for cointegration tests in non-stable case 0 0 0 36 3 4 5 199
Asymptotic theory for cointegration analysis when the cointegration rank is deficient 0 0 0 106 17 19 20 136
Asymptotic theory for iterated one-step Huber-skip estimators 0 0 0 22 3 4 5 89
Asymptotic theory for iterated one-step Huber-skip estimators 0 0 0 46 4 5 5 101
Bartlett Correction of the Unit Root test in Autoregressive Models 0 0 0 0 6 7 8 411
Bartlett correction of the unit root test in autoregressive models 0 0 0 99 2 4 5 417
Causal transmission in reduced-form models 0 0 1 129 2 3 11 370
Chain-Ladder as Maximum Likelihood Revisited 0 0 0 0 5 6 9 108
Cointegration Analysis in the Presence of Structural Breaks in the Deterministic Trend 0 0 1 962 6 13 14 1,619
Convergence to Stochastic Integrals with Non-linear integrands 0 0 0 77 5 6 7 211
Correlograms for non-stationary autoregressions 0 0 0 334 8 10 11 1,399
Deviance analysis of age-period-cohort models 0 0 4 57 2 4 10 169
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 0 1 57 5 6 10 962
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 0 0 31 0 2 3 809
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 0 0 18 2 2 4 779
Forecasting in an extended chain-ladder-type model 0 0 0 47 2 5 6 156
Forecasting with the age-period-cohort model and the extended chain-ladder model 0 0 0 238 3 7 14 806
Identification of the age-period-cohort model and the extended chain ladder model 0 0 0 163 2 6 7 494
Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality 0 0 0 27 4 7 8 127
Measuring and forecasting financial variability using realised variance with and without a model 0 0 1 199 5 7 9 970
On the Explosive Nature of Hyper-Inflation Data 0 1 1 59 2 8 11 250
On the distribution of tests of cointegration rank 0 0 1 66 1 2 3 222
Optimal hedging with the cointegrated vector autoregressive model 0 0 0 18 0 2 4 79
Order determination in general vector autoregressions 1 1 6 642 4 6 22 1,568
Outlier detection algorithms for least squares time series regression 0 0 0 157 4 8 9 170
Outlier detection algorithms for least squares time series regression 0 0 0 31 5 8 8 95
Power of tests for unit roots in the presence of a linear trend 0 0 0 59 5 6 6 161
Properties of Estimated Characteristic Roots 0 0 0 51 2 5 8 318
Properties of etimated characteristic roots 0 0 0 31 7 9 11 203
Short-Run Parameter Changes in a Cointegrated Vector Autoregressive Model 0 0 0 83 0 1 1 248
Significance test in bivariate canonical correlation analysis 0 0 0 283 3 3 4 1,526
Simulating properties of the likelihood ratio test for a unit root in an explosive second order autoregression 0 0 0 92 3 3 4 354
Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms 0 0 0 54 7 12 14 244
Test for cointegration rank in general vector autoregressions 1 1 2 59 4 5 6 132
Testing for rational bubbles in a co-explosive vector autoregression 0 0 0 49 5 9 10 132
Testing for rational bubbles in a co-explosive vector autoregression 0 0 0 75 4 5 6 153
The Geometric Chain-Ladder 0 0 0 41 5 7 8 99
The empirical process of autoregressive residuals 0 0 1 115 6 13 25 497
The role of income in money demand during hyper-inflation: the case of Yugoslavia 0 0 1 76 5 11 15 347
Two sided analysis of variance with a latent time series 0 0 0 31 3 6 8 317
apc: A Package for Age-Period-Cohort Analysis 0 0 3 60 3 4 12 214
Total Working Papers 2 4 24 5,372 201 328 449 20,138

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 2 38 3 4 12 222
ANALYSIS OF COEXPLOSIVE PROCESSES 0 1 1 33 0 3 5 106
ASYMPTOTIC BEHAVIOR OF THE CUSUM OF SQUARES TEST UNDER STOCHASTIC AND DETERMINISTIC TIME TRENDS 0 0 0 9 1 1 2 49
Asymptotic Inference on Cointegrating Rank in Partial Systems 0 0 0 0 1 3 8 517
Cointegration analysis in the presence of structural breaks in the deterministic trend 0 0 3 2,162 4 10 24 4,531
Correlograms for non‐stationary autoregressions 0 0 1 54 2 3 5 275
Forecasting in an Extended Chain‐Ladder‐Type Model 0 0 0 0 0 1 1 48
Forecasting with the age-period-cohort model and the extended chain-ladder model 0 0 0 28 3 3 4 100
Identification of the age-period-cohort model and the extended chain-ladder model 0 0 1 22 1 3 5 100
Inference and forecasting in the age–period–cohort model with unknown exposure with an application to mesothelioma mortality 0 0 0 14 2 3 5 56
Inference in Cointegrating Models: UK M1 Revisited 0 0 1 12 3 6 11 62
Likelihood analysis of a first‐order autoregressive model with exponential innovations 0 0 0 124 4 5 6 513
On convergence of multivariate Laplace transforms 0 0 0 12 1 1 1 68
On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank 0 0 1 54 4 9 14 508
On the Explosive Nature of Hyper-Inflation Data 0 1 1 80 3 5 7 412
Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator 1 1 2 37 4 6 9 202
Power of Tests for Unit Roots in the Presence of a Linear Trend* 0 0 0 15 2 3 5 60
STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS 0 0 0 15 2 6 6 97
Similarity Issues in Cointegration Analysis 0 0 0 113 7 9 9 302
Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression 0 0 0 30 5 5 5 151
Testing for rational bubbles in a coexplosive vector autoregression 0 0 0 0 1 4 6 81
The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes 0 0 0 1 2 5 5 241
The Influence of Var Dimensions on Estimator Biases: Comment 0 0 0 42 2 2 3 231
The empirical process of autoregressive residuals 0 0 0 30 3 5 5 221
Total Journal Articles 1 3 13 2,925 60 105 163 9,153

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 0 131 2 5 7 333
The Bernoulli model, from Econometric Modeling: A Likelihood Approach 0 0 0 181 3 7 9 787
Total Chapters 0 0 0 312 5 12 16 1,120

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Statistics updated 2026-02-12