Bent Nielsen

Professor of Econometrics

Nuffield College

My research focuses on the theory of econometric modelling and forecasting. Currently I have two focus areas which I am currently investigating:

The theoretical properties of algorithms such as the Forward Search and Autometrics;

Cohort models such as the age-period-cohort model and the chain ladder method used to forecast future liabilities in general insurance.

REGION(S) OF ACTIVITY