Heino Bohn Nielsen
Professor MSO
Økonomisk Institut
Øster Farimagsgade 5, 1014 København K, 26 Gammeltoftsgade 17, Bygning: 26-3-04
Medlem af:
ORCID: 0000-0001-8516-161X
1 - 1 ud af 1Pr. side: 10
- 2012
- Udgivet
Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders & Nielsen, Heino Bohn, 2012, Department of Economics, University of Copenhagen, 36 s.Publikation: Working paper › Forskning
ID: 3210
Flest downloads
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3058
downloads
An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application
Publikation: Working paper › Forskning
Udgivet -
1185
downloads
Properties of Estimated Characteristic Roots
Publikation: Working paper › Forskning
Udgivet -
1146
downloads
Cointegration Analysis in the Presence of Outliers
Publikation: Working paper › Forskning
Udgivet