Bent Nielsen

Nuffield College, Oxford OX1 1NF, UK

Email: bent.nielsen@nuffield.ox.ac.uk

Phone: +44 1865 278630

Fax:     +44 1865 278621

Professor of Econometrics, Department of Economics at the University of Oxford.
Fellow of Nuffield College.


Research Interests: Econometric and Statistical theory. In particular, I am interested in:

Publications: Papers & Book

Teaching: Oxford teaching * and Research students

Research projects: Programme for Economic Modelling, which is part of Institute for New Economic Thinking at the Oxford Martin School.

Computer programs:
apc: An R package for age-period-cohort modelling.
Forward Search: An R package for Forward Search for regression using asymptotic theory.
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.