Heino Bohn Nielsen
Professor with special responsibilities, Professor MSO
Department of Economics
Øster Farimagsgade 5, 1014 København K, 26 Gammeltoftsgade 17, Building: 26-3-04
Member of:
- Published
A 'Maximum-Eigenvalue' test for the cointegration ranks in I(2) vector autoregressions
Nielsen, Heino Bohn, 2007, In: Economics Letters. 94, 3, p. 445-451Research output: Contribution to journal › Journal article › Research › peer-review
- Published
An I(2) Cointegration Analysis of Price and Quantity Formation in Danish Manufactured Exports
Nielsen, Heino Bohn, 2001, Department of Economics, University of Copenhagen, 20 p.Research output: Working paper › Research
- Published
An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application
Kurita, T., Nielsen, Heino Bohn & Rahbek, Anders, 2009, Department of Economics, University of Copenhagen, 24 p.Research output: Working paper › Research
- 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 journal › Journal article › Research › peer-review
- Published
An I(2)Cointegration Analysis of Price and Quantity Formation in Danish Manufactured Exports
Nielsen, Heino Bohn, 2002, In: Oxford Bulletin of Economics and Statistics. 64, 5, p. 449-472Research output: Contribution to journal › Journal article › Research › peer-review
- 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 PressResearch output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
- 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
- Published
Analysing I(2) systems by transformed vector autoregressions
Kongsted, H. C. & Nielsen, Heino Bohn, 2004, In: Oxford Bulletin of Economics and Statistics. 66, 3, p. 379-397Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Analyzing I(2) Systems by Transformed Vector Autoregressions
Kongsted, H. C. & Nielsen, Heino Bohn, 2002, Cph.: Department of Economics, University of Copenhagen, 20 p.Research output: Working paper › Research
- 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. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 18-10).Research output: Working paper › Research
ID: 3210
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An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application
Research output: Working paper › Research
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1185
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Properties of Estimated Characteristic Roots
Research output: Working paper › Research
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1146
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Cointegration Analysis in the Presence of Outliers
Research output: Working paper › Research
Published