Heino Bohn Nielsen
Professor with special responsibilities, Professor MSO
Department of Economics
Ãster Farimagsgade 5, 1014 København K, 26 Gammeltoftsgade 17, Building: 26-3-04
Member of:
- 2015
- 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. 813-831Research output: Contribution to journal › Journal article › peer-review
- 2014
- Published
Unit Root Vector Autoregression with Volatility induced Stationarity
Nielsen, Heino Bohn & Rahbek, Anders, Dec 2014, In: Journal of Empirical Finance. 29, p. 144-167Research output: Contribution to journal › Journal article › peer-review
- Published
The Co-Integrated Vector Autoregression With Errors-In-Variables
Nielsen, Heino Bohn, 2014, In: Econometric Reviews. 35, 2, p. 169-200Research output: Contribution to journal › Journal article › peer-review
- 2012
- 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 paper › Research
- 2011
- 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 › peer-review
- 2009
- 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
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
- 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 journal › Journal article › peer-review
- 2008
- 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 › peer-review
- Published
Properties of Estimated Characteristic Roots
Nielsen, B. & Nielsen, Heino Bohn, 2008, Department of Economics, University of Copenhagen, 13 p.Research output: Working paper › Research
ID: 3210
Most downloads
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3048
downloads
An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application
Research output: Working paper › Research
Published -
1183
downloads
Properties of Estimated Characteristic Roots
Research output: Working paper › Research
Published -
1146
downloads
Cointegration Analysis in the Presence of Outliers
Research output: Working paper › Research
Published