Heino Bohn Nielsen

Heino Bohn Nielsen

Professor with special responsibilities, Professor MSO

Member of:

    ORCID: 0000-0001-8516-161X

    Publication year:
    All
    1 - 10 out of 41Page size: 10
    1. 2024
    2. Accepted/In press

      Forecast Performance of Noncausal Autoregressions and the Importance of Unit Root Pretesting

      Nielsen, Heino Bohn & Bec, F., 2024, (Accepted/In press) In: Journal of Forecasting.

      Research output: Contribution to journal › Journal article › Research › peer-review

    3. Published

      Penalized quasi-likelihood estimation and model selection with parameters on the boundary of the parameter space

      Rahbek, Anders & Nielsen, Heino Bohn, 2024, In: The Econometrics Journal.

      Research output: Contribution to journal › Journal article › Research › peer-review

    4. Accepted/In press

      Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price

      Nielsen, Heino Bohn, Bec, F., Guay, A. & Saïdi, S., 2024, (Accepted/In press) In: Studies in Nonlinear Dynamics and Econometrics.

      Research output: Contribution to journal › Journal article › Research › peer-review

    5. Accepted/In press

      TESTING IN GARCH-X MODELS: BOUNDARY, CORRELATIONS AND BOOTSTRAP THEORY

      Rahbek, Anders, Pedersen, Rasmus Søndergaard, Nielsen, Heino Bohn & Thorsen, S. N., 2024, (Accepted/In press) In: Journal of Time Series Analysis.

      Research output: Contribution to journal › Journal article › Research › peer-review

    6. 2022
    7. 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, Mar 2022, In: Journal of Econometrics. 227, 1, p. 241-263

      Research output: Contribution to journal › Journal article › Research › peer-review

    8. 2021
    9. Published

      Mixed Causal–Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing1

      Bec, F., Nielsen, Heino Bohn & Saïdi, S., Dec 2021, In: Oxford Bulletin of Economics and Statistics. 82, 6, p. 1413-1428 16 p.

      Research output: Contribution to journal › Journal article › Research › peer-review

    10. Published

      An Introduction to Bootstrap Theory in Time Series Econometrics

      Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, 2021, Oxford Research Encyclopedia of Economics and Finance. Hamilton, J. H., Dixit, A., Edwards, S. & Judd, K. (eds.). Oxford University Press

      Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review

    11. 2020
    12. Published

      An Introduction to Bootstrap Theory in Time Series Econometrics

      Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, 28 May 2020, 35 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 20-02).

      Research output: Working paper › Research

    13. Published

      Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling

      Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, 2020, In: Journal of Business and Economic Statistics. 38, 1, p. 55-67

      Research output: Contribution to journal › Journal article › Research › peer-review

    14. 2019
    15. Published

      Estimation bias and bias correction in reduced rank autoregressions

      Nielsen, Heino Bohn, 16 Mar 2019, In: Econometric Reviews. 38, 3, p. 332-349 18 p.

      Research output: Contribution to journal › Journal article › Research › peer-review

    Previous 1 2 3 4 5 Next

    ID: 3210