Econometrics Research Group Seminar: Professor Bent Nielsen

Room G22 JG Smith
Thursday 23rd November 2017 (14:00-15:30)
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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.