Bent Nielsen

Professor of Economics, Department of Economics and Business Economics.
Member of Econometrics and Business Analytics section.
Member of Arhus Center for Econometrics (ACE).

Email: bent.nielsen@econ.au.dk

Adress: Department of Economics and Business Economics; Universitetsbyen 51; 8000 Aarhus C; Denmark.

Office: Building 1816. Room 349.

• the theoretical properties of algorithms for detecting outliers and clusters;
• 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:

• Research students.

Computer programs:

• apc An R package for age-period-cohort modelling. Download: apc from CRAN and further documentation and development version.
• ForwardSearch An R package for Forward Search for regression using asymptotic theory. Download: ForwardSearch from CRAN.
• Gamma computes quantiles for a Gamma distribution.
• DisCo simulates asymptotic critical values of cointegration tests in the presence of structural breaks.