Bent Nielsen
Nuffield College, Oxford OX1 1NF, UK
Email: bent.nielsen@nuffield.ox.ac.uk
Phone: +44 1865 278630
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:
-
the theoretical properties of outlier detection algorithms;
-
cohort models such as the age-period-cohort model and the chain ladder method used to forecast future liabilities in general insurance.
Publications:
Papers
&
Book.
Teaching:
- MPhil Core Econometrics, see canvas;
- MPhil Advanced Econometrics, see canvas;
- MPhil Topics in Probability, see canvas.
-
Office Hours: Monday 14-15, Michaelmas 2024, weeks 2-9, room 274.
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Research students.
Computer programs: