Econometrics Research Group Seminar: Professor Bent Nielsen
- Room G22 JG Smith
Speaker: Professor Bent Nielsen (University of Oxford)
Professor Nielsen's research focuses on the theory of econometric modelling and forecasting. Currently he has two focus areas which he is currently investigating: a) the theoretical properties of algorithms such as the Forward Search and Autometrics;and b) cohort models such as the age-period-cohort model and the chain ladder method used to forecast future liabilities in general insurance.