Heino Bohn Nielsen

Heino Bohn Nielsen

Professor with special responsibilities, Professor MSO

Member of:


    1. 2015
    2. 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 articlepeer-review

    3. 2014
    4. 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 articlepeer-review

    5. 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 articlepeer-review

    6. 2012
    7. 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

    8. 2011
    9. 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 articlepeer-review

    10. 2009
    11. 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 paperResearch

    12. 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 journalComment/debate

    13. Published

      Monetary Policy in the Greenspan Era: A Time Series Analysis of Rules vs. Discretion

      Christensen, A. M. & Nielsen, Heino Bohn, 2009, In: Oxford Bulletin of Economics and Statistics. 71, 1, p. 69-89 22 p.

      Research output: Contribution to journalJournal articlepeer-review

    14. 2008
    15. 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 journalJournal articlepeer-review

    16. Published

      Properties of Estimated Characteristic Roots

      Nielsen, B. & Nielsen, Heino Bohn, 2008, Department of Economics, University of Copenhagen, 13 p.

      Research output: Working paperResearch

    ID: 3210