Heino Bohn Nielsen

Heino Bohn Nielsen

Professor with special responsibilities


  1. 2019
  2. Accepted/In press

    Bootstrap Inference on the Boundary of the Parameter Space with Application to Conditional Volatility Models

    Cavaliere, G., Nielsen, Heino Bohn, Pedersen, Rasmus Søndergaard & Rahbek, Anders, 2019, (Accepted/In press) In : Journal of Econometrics.

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    Estimation bias and bias correction in reduced rank autoregressions

    Nielsen, Heino Bohn, 2019, In : Econometric Reviews. 38, 3, p. 332-349 18 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. 2018
  5. Published

    Bootstrap Inference on the Boundary of the Parameter Space with Application to Conditional Volatility Models

    Cavaliere, G., Nielsen, Heino Bohn, Pedersen, Rasmus Søndergaard & Rahbek, Anders, 5 Dec 2018, 36 p. (SSRN: Social Science Research Network ).

    Research output: Working paperResearch

  6. Published

    Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling

    Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, 18 Jun 2018, In : Journal of Business and Economic Statistics. 13 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. 2017
  8. Published

    On the consistency of bootstrap testing for a parameter on the boundary of the parameter space

    Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, Jul 2017, In : Journal of Time Series Analysis. 38, 4, p. 513–534

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. 2015
  10. Published

    Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models

    Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, 2015, In : Econometrica. 83, 2, p. 813-831

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. 2014
  12. Published

    Unit Root Vector Autoregression with Volatility induced Stationarity

    Nielsen, Heino Bohn & Rahbek, Anders, Dec 2014, In : Journal of Empirical Finance. 29, p. 144-167

    Research output: Contribution to journalJournal articleResearchpeer-review

  13. Published

    The Co-Integrated Vector Autoregression With Errors-In-Variables

    Nielsen, Heino Bohn, 2014, In : Econometric Reviews. 35, 2, p. 169-200

    Research output: Contribution to journalJournal articleResearchpeer-review

  14. 2012
  15. Published

    Unit root vector autoregression with volatility induced stationarity

    Rahbek, Anders & Nielsen, Heino Bohn, 2012, Department of Economics, University of Copenhagen, 36 p.

    Research output: Working paperResearch

  16. 2011
  17. Published

    An I(2) cointegration model with piecewise linear trends

    Kurita, T., Nielsen, Heino Bohn & Rahbek, Anders, Jul 2011, In : Econometrics Journal. 14, 2, p. 131-155 25 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

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