Department of Finance

  • Center for Statistics
Søren Feodor
Director of Center for Statistics

Room: SOL/A4.20
E-mail: sfn.mes@cbs.dk

Søren Feodor Nielsen joined CBS from a position at the University of Copenhagen in 2010. His main research interest is in developing models, methods and theory suitable for incomplete data problems but he has also contributed to nonparametric statistics and econometrics. Though most of his research is of an theoretical nature, he is also interested in applying statistics to data.

Primary research areas
  • Statistical theory and methods
  • Incomplete data problems
  • Non- and semi-parametric statistics
Link to this homepage

Courses in statistics from the most basic level to specialzed graduate courses and Ph.D. courses.


Masters and BSC theses with a high content of statistics

Selected publications
  • Nielsen, S. F. (2003). Proper and improper multiple imputation (with discussion). International Statistical Review, 71, 593-627. DOI: 10.1111/j.1751-5823.2003.tb00214.x
  • Fosgerau, M. and Nielsen, S. F. (2010). Deconvoluting preferences and errors: A model for binomial panel data. Econometric Theory, 26(6), 1846-1854. DOI: http://dx.doi.org/10.1017/S026646660999082X
  • Linton, O. , Nielsen, J. P., and Nielsen, S. F. (2009). Non-parametric regression with a latent time series. Econometrics Journal, 12, 187-207. doi: 10.1111/j.1368-423X.2008.00278.x
  • Nielsen, S. F. (2000). The stochastic EM algorithm: estimation and asymptotic results. Bernoulli, 6(3), 457-489. doi:10.2307/3318671
Publications sorted by:
Frank Eriksson; Torben Martinussen; Søren Feodor Nielsen / Large Sample Results for Frequentist Multiple Imputation for Cox Regression with Missing Covariate Data
In: Annals of the Institute of Statistical Mathematics, Vol. 72, No. 4, 8.2020, p. 969-996
Journal article > peer review
Søren Feodor Nielsen / Stochastic EM
In: Wiley StatsRef: Statistics Reference Online. . ed. /Marie Davidian; Ron S. Kenett; Nicholas T. Longford; Geert Molenberghs; Walter Piegorsch; Fabrizio Ruggeri. Hoboken, NJ : Wiley 2018
Encyclopedia chapter
Ashok Sivaji; Torkil Clemmensen; Søren Feodor Nielsen / A Textual Feedback Tool for Empowering Participants in Usability and UX Evaluations
In: International Journal of Human-Computer Interaction, Vol. 33, No. 5, 2017, p. 357-370
Journal article > peer review
Peter D. Ørberg Jensen; Eliane Choquette; Stine Jessen Haakonsson; Søren Feodor Nielsen / The New Geography of Research and Development : Determinants of Location Choices for Foreign Direct Investments in R&D.
In: Proceedings of the 59th Annual Meeting of the Academy of International Business: The Contribution of MNEs to Building Sustainable Societies. . ed. /Sarianna Lundan; Tunga Kiyak. East Lansing, MI : Academy of International Business 2017, p. 64 (Academy of International Business. Annual Meeting. Proceedings)
Conference abstract in proceedings > peer review
Ashok Sivaji; Torkil Clemmensen; Søren Feodor Nielsen / Comparison of CTA and Textual Feedback in Usability Testing for Malaysian Users
Paper presented at The ACM Conference on Human Factors in Computing Systems. CHI 2015, 2015
Paper > peer review
Søren Feodor Nielsen / An Introduction to Analysis of Financial Data with R.
In: Journal of Applied Statistics, Vol. 41, No. 12, 2014, p. 2777-2778
Book review > peer review
David Lando; Mamdouh Medhat; Mads Stenbo Nielsen; Søren Feodor Nielsen / Additive Intensity Regression Models in Corporate Default Analysis
In: Journal of Financial Econometrics, Vol. 11, No. 3, 6.2013, p. 443-485
Journal article > peer review
Nanna Hurwitz Eller; Søren Feodor Nielsen; Morten Blønd; Martin Lindhardt Nielsen; Åse Marie Hansen; Bo Netterstrøm / Effort Reward Imbalance, and Salivary Cortisol in the Morning
In: Biological Psychology, Vol. 89, No. 2, 2012, p. 342-348
Journal article > peer review
Søren Feodor Nielsen / Introduction to General and Generalized Linear Models
In: Journal of Applied Statistics, Vol. 39, No. 4, 2012, p. 923-924
Book review
Søren Feodor Nielsen / Sheldon M. Ross: An Elementary Introduction to Mathematical Finance. Third edition. New York, Cambridge University Press, 2011
In: Journal of Applied Statistics, Vol. 39, No. 8, 2012, p. 1847-1848
Book review
More results... (total 14 results)
Outside activities

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