Heino Bohn Nielsen
Professor MSO
Økonomisk Institut
Øster Farimagsgade 5, 1014 København K, 26 Gammeltoftsgade 17, Bygning: 26-3-04
Medlem af:
- Udgivet
A 'Maximum-Eigenvalue' test for the cointegration ranks in I(2) vector autoregressions
Nielsen, Heino Bohn, 2007, I: Economics Letters. 94, 3, s. 445-451Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- Udgivet
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 s.Publikation: Working paper › Forskning
- Udgivet
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 s.Publikation: Working paper › Forskning
- Udgivet
An I(2) cointegration model with piecewise linear trends
Kurita, T., Nielsen, Heino Bohn & Rahbek, Anders, jul. 2011, I: Econometrics Journal. 14, 2, s. 131-155 25 s.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- Udgivet
An I(2)Cointegration Analysis of Price and Quantity Formation in Danish Manufactured Exports
Nielsen, Heino Bohn, 2002, I: Oxford Bulletin of Economics and Statistics. 64, 5, s. 449-472Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- Udgivet
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. (red.). Oxford University PressPublikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning › fagfællebedømt
- Udgivet
An Introduction to Bootstrap Theory in Time Series Econometrics
Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, 28 maj 2020, 35 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 20-02).Publikation: Working paper › Forskning
- Udgivet
Analysing I(2) systems by transformed vector autoregressions
Kongsted, H. C. & Nielsen, Heino Bohn, 2004, I: Oxford Bulletin of Economics and Statistics. 66, 3, s. 379-397Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- Udgivet
Analyzing I(2) Systems by Transformed Vector Autoregressions
Kongsted, H. C. & Nielsen, Heino Bohn, 2002, Cph.: Department of Economics, University of Copenhagen, 20 s.Publikation: Working paper › Forskning
- Udgivet
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 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 18-10).Publikation: Working paper › Forskning
ID: 3210
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An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application
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Properties of Estimated Characteristic Roots
Publikation: Working paper › Forskning
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Cointegration Analysis in the Presence of Outliers
Publikation: Working paper › Forskning
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