Heino Bohn Nielsen

Heino Bohn Nielsen

Professor with special responsibilities, Professor MSO

Member of:

    ORCID: 0000-0001-8516-161X

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    1. Published

      A 'Maximum-Eigenvalue' test for the cointegration ranks in I(2) vector autoregressions

      Nielsen, Heino Bohn, 2007, In: Economics Letters. 94, 3, p. 445-451

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

    2. 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

    3. 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

    4. 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

    5. 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. 449-472

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

    6. 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

    7. 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

    8. 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. 379-397

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

    9. 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

    10. 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

    11. 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

    12. 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 journal › Journal article › Research › peer-review

    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. Published

      Cointegration Analysis in the Presence of Outliers

      Nielsen, Heino Bohn, 2003, Cph.: Department of Economics, University of Copenhagen, 22 p.

      Research output: Working paper › Research

    15. Published

      Cointegration analysis in the presence of outliers

      Nielsen, Heino Bohn, 2004, In: Econometrics Journal. 7, 1, p. 249-271

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

    16. Published

      Comment on "The long-run determinants of UK wages, 1860-2004"

      Nielsen, Heino Bohn, 2009, In: Journal of Macroeconomics. 31, 1, p. 29-34 6 p.

      Research output: Contribution to journal › Comment/debate › Research

    17. 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

    18. Published

      Has US Monetary Policy Followed the Taylor Rule? A Cointegration Analysis 1988-2002

      Christensen, A. M. & Nielsen, Heino Bohn, 2003, Kbh.: Danmarks Nationalbank, 18 p.

      Research output: Working paper › Research

    19. Published

      I(1) and I(2) Cointegration Analysis: Theory and Applications

      Nielsen, Heino Bohn, 2004, Cph.: Department of Economics, University of Copenhagen. 133 p. (Rød Serie; No. 98).

      Research output: Book/Report › Ph.D. thesis › Research

    20. Published

      Inflation Adjustment in the Open Economy: An I(2) Analysis of UK Prices

      Nielsen, Heino Bohn & Bowdler, C., 2003, Oxford, UK: Nuffield College, University of Oxford, 22 p.

      Research output: Working paper › Research

    21. Published

      Inflation adjustment in the open economy: an I(2) analysis of UK prices

      Nielsen, Heino Bohn & Bowdler, C., 2006, In: Empirical Economics. 31, 3, p. 569-586

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

    22. Published

      Influential observations in cointegrated VAR models: Danish money demand 1973-2003

      Nielsen, Heino Bohn, 2008, In: Econometrics Journal. 11, 1, p. 39-57 19 p.

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

    23. Published

      Likelihood Ratio Testing for Cointegration Ranks in I(2) Models

      Nielsen, Heino Bohn & Rahbek, Anders, 2003, Københavns Universitet, p. 1-22.

      Research output: Working paper › Research

    24. Published

      Likelihood Ratio Testing for Cointegration Ranks in I(2) Models

      Nielsen, Heino Bohn & Rahbek, A., 2003, Cph.: Department of Economics, University of Copenhagen, 25 p.

      Research output: Working paper › Research

    25. Published

      Likelihood Ratio Testing for Cointegration Ranks in I(2) Models

      Nielsen, Heino Bohn & Rahbek, Anders, 2003, nr. 11 ed., Københavns Universitet, p. 1-25.

      Research output: Working paper › Research

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