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Forecasting with the age-period-cohort model and the extended chain-ladder model

Kuang, Di; Nielsen, Bent; Nielsen, Jens Perch - 2008

Persistent link: https://www.econbiz.de/10003807442

Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality

Miranda, Maŕa Dolores Mart́nez; Nielsen, Bent; … - 2013

Persistent link: https://www.econbiz.de/10009747337

On the distribution of likelihood ratio test statistics for cointegration rank

Nielsen, Bent - In: Econometric reviews 23 (2004) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10001944637

Analysis of coexplosive processes

Nielsen, Bent - In: Econometric theory 26 (2010) 3, pp. 882-915

Persistent link: https://www.econbiz.de/10003992440

On the explosive nature of hyper-inflation data

Nielsen, Bent (contributor) - 2008

Empirical analyses of Cagan's money demand schedule for hyper-inflation have largely ignored the explosive nature of hyper-inflationary data. It is argued that this contributes to an (i) inability to model the data to the end of the hyper-inflation, and to (ii) discrepancies between "estimated"...

Persistent link: https://www.econbiz.de/10003722616