Email: bent.nielsen@nuffield.ox.ac.uk
Phone: +44 1865 278630
Fax: +44 1865 278621
Reader in Econometrics,
Department of Economics, University of Oxford.
Fellow at
Nuffield College.
Econometrics: Quantitative Economics *. Research Students.
Editorial Board Member: Review of Economic Studies.
Computer programs: Gamma computes quantiles for a Gamma distribution. DisCo simulates asymptotic critical values of cointegration tests in the presence of structural breaks.
Grants and networks:
●
Economic and Social Research Council's
Research Fellowship:
RES-000-27-0179.
Econometric Analysis of Hyperinflationary Data.
2006-2009.
●
Economic and Social Research Council's
Research Methods
Programme:
H333250009
Royal Economics Society's Easter School in Econometrics
with David Hendry & Neil Shephard
2003-2007.
●
Royal Statistical Society's
Oxford Local Group:
treasurer.