Bent Nielsen: Research Students

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

Masters Students

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: Asymptotic theory for probabiblity-probability plots of autoregressive residuals
2005 Vasileios Kourakis: Taylor rule application for UK economy post 1960 under different monetary regimes
2006 Swarnali Ahmed: Econometric issues on the return to education
2008 Jouni Sohkanen: Properties of tests for constancy of residual variance in autoregressions
2009 David Leow: Money demand and hyperinflation in Zimbabwe
2009 Andrew Whitby: Asymptotic properties of the 1-step recursive Chow test
2010 Harri Kemp: A dynamic quarterly model of the aggregate wage-price sector for the UK
2011 Katsuhiko Takagaki: A dynamic econometric system for the Yen-Dollar rate
2011 Mahmood Alsaleh: Mexican-US macroeconomic relationships: A cointegration analysis
2011 Nupur Gupta: Effect of capital reforms on monetary policy autonomy in India
2013 Jirayut Srupsrisopa: The determinants of capital inflows: The case of Thailand
2013 Vassili Bazinas: Forecasting the UK price-wage sector during structural breaks
2014 David Bernstein: Asymptotic theory for unidentified cointegration estimators
2014 Mattias Qian: On the asymptotic theory of the step-indicator saturation estimator
2014 Agarsh Rogbeer: Modelling consumption in the UK
2015 Jonas Harnau: Inference and forecasting in age-period-cohort models with over-dispersion
2015 Xiyu Jiao: Asymptotic analysis of outlier detection algorithms using a new empirical process result
2015 Marcel Monkenbusch: Asymptotic analysis of the iterated one-step Huber estimator
2015 Vanessa Schreiber: Cointegration analysis of the exchange rate and bilateral trade between the United Kingdom and Germany
2016 Zoe Fannon: An investigation of age-period-cohort models for individual level data
2017 Yingyu Guo: Lag determination for nonlinear time series models.

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.
2012 Jouni Sohkanen: Properties of tests for constancy of residual variance in autoregressions.
2013 Swarnali Ahmed: New approaches to understanding income differences and current account imbalances.
2013 Andrew Whitby: Asymptotic analysis of the 1-step recursive Chow test (and variants) in time series models.
2017 Wen Xu: Essays on time series econometrics and financial econometrics
2018 Vassili Bazinas Essays in macroeconometrics
Mattias Qian
Jonas Harnau
Xiyu Jiao
Zoe Fannon
Olga Gdula
Yingyu Guo

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.