Heino Bohn Nielsen
Professor with special responsibilities, Professor MSO
Department of Economics
Øster Farimagsgade 5, 1014 København K, 26 Gammeltoftsgade 17, Building: 26-3-04
Member of:
ORCID: 0000-0001-8516-161X
Primary fields of research
- Macro-econometrics, co-integration methods.
- Financial econometrics, volatility models.
- Applied econometric, quantitative methods in general.
- Bootstrap, simulation-based methods.
Teaching
- Applied econometrics.
- Econometrics thheory and methodology.
- Financial econometrics.
ID: 3210
Most downloads
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2990
downloads
An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application
Research output: Working paper › Research
Published -
1165
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Properties of Estimated Characteristic Roots
Research output: Working paper › Research
Published -
1132
downloads
Cointegration Analysis in the Presence of Outliers
Research output: Working paper › Research
Published