| Cointegration analysis in the presence of structural breaks in the deterministic trend S Johansen, R Mosconi, B Nielsen The Econometrics Journal 3 (2), 216-249, 2000 | 999 | 2000 |
| Asymptotic inference on cointegrating rank in partial systems I Harbo, S Johansen, B Nielsen, A Rahbek Journal of business & economic statistics 16 (4), 388-399, 1998 | 465 | 1998 |
| Inference in cointegrating models: UK M1 revisited JA Doornik, DF Hendry, B Nielsen Journal of economic surveys 12 (5), 533-572, 1998 | 303 | 1998 |
| An analysis of the indicator saturation estimator as a robust regression estimator S Johansen, B Nielsen Castle, and Shephard (2009) 1, 1-36, 2009 | 265 | 2009 |
| Econometric modeling: a likelihood approach DF Hendry Princeton University Press, 2012 | 247 | 2012 |
| Order determination in general vector autoregressions B Nielsen Lecture Notes-Monograph Series, 93-112, 2006 | 163* | 2006 |
| Manual for the simulation program DisCo S Johansen, B Nielsen Institute of Mathematical Statistics, University of Copenhagen, 1993 | 149* | 1993 |
| Identification of the age-period-cohort model and the extended chain-ladder model D Kuang, B Nielsen, JP Nielsen Biometrika 95 (4), 979-986, 2008 | 131 | 2008 |
| Asymptotic theory of outlier detection algorithms for linear time series regression models S Johansen, B Nielsen Scandinavian Journal of Statistics 43 (2), 321-348, 2016 | 114 | 2016 |
| Similarity issues in cointegration analysis B Nielsen, A Rahbek Department of Theoretical Statistics, Copenhagen University, 1998 | 112 | 1998 |
| Forecasting with the age-period-cohort model and the extended chain-ladder model D Kuang, B Nielsen, JP Nielsen Biometrika 95 (4), 987-991, 2008 | 106 | 2008 |
| Bartlett correction of the unit root test in autoregressive models B Nielsen Biometrika 84 (2), 500-504, 1997 | 87 | 1997 |
| Identification and forecasting in mortality models B Nielsen, JP Nielsen The Scientific World Journal 2014 (1), 347043, 2014 | 74* | 2014 |
| Asymptotic theory for cointegration analysis when the cointegration rank is deficient DH Bernstein, B Nielsen Econometrics 7 (1), 6, 2019 | 64 | 2019 |
| Testing for rational bubbles in a coexplosive vector autoregression T Engsted, B Nielsen The Econometrics Journal 15 (2), 226-254, 2012 | 57 | 2012 |
| Analysis of coexplosive processes B Nielsen Econometric Theory 26 (3), 882-915, 2010 | 56 | 2010 |
| Cash flow simulation for a model of outstanding liabilities based on claim amounts and claim numbers MDM Miranda, B Nielsen, JP Nielsen, R Verrall ASTIN Bulletin: The Journal of the IAA 41 (1), 107-129, 2011 | 53 | 2011 |
| Analysis of the Forward Search using some new results for martingales and empirical processes S Johansen, B Nielsen | 52* | 2016 |
| Chain-ladder as maximum likelihood revisited D Kuang, B Nielsen, JP Nielsen Annals of Actuarial Science 4 (1), 105-121, 2009 | 51 | 2009 |
| Inference and forecasting in the age–period–cohort model with unknown exposure with an application to mesothelioma mortality MD Martínez Miranda, B Nielsen, JP Nielsen Journal of the Royal Statistical Society Series A: Statistics in Society 178 …, 2015 | 49 | 2015 |
Jens Perch NielsenProfessor of Actuarial Science, Cass Business School在 city.ac.uk 的电子邮件经过验证
