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:
- 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 › Research
- Published
Robust Estimation of the Expected Inflation
Nielsen, Heino Bohn & Knudsen, D., 2002, Danmarks Nationalbank, 18 p.Research output: Working paper › Research
- Published
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 p.Research output: Working paper › Research
- 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 › Research › peer-review
- Accepted/In press
Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price
Nielsen, Heino Bohn, Bec, F., Guay, A. & Saïdi, S., 2024, (Accepted/In press) In: Studies in Nonlinear Dynamics and Econometrics.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Inflation Adjustment in the Open Economy: An I(2) Analysis of UK Prices
Nielsen, Heino Bohn & Bowdler, C., 2003, Oxford, UK: Nuffield College, University of Oxford, 22 p.Research output: Working paper › Research
- Published
Likelihood Ratio Testing for Cointegration Ranks in I(2) Models
Nielsen, Heino Bohn & Rahbek, A., 2003, Cph.: Department of Economics, University of Copenhagen, 25 p.Research output: Working paper › Research
- 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
- Published
Penalized quasi-likelihood estimation and model selection with parameters on the boundary of the parameter space
Rahbek, Anders & Nielsen, Heino Bohn, 2024, In: The Econometrics Journal.Research output: Contribution to journal › Journal article › Research › peer-review
ID: 3210
Most downloads
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3064
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An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application
Research output: Working paper › Research
Published -
1186
downloads
Properties of Estimated Characteristic Roots
Research output: Working paper › Research
Published -
1149
downloads
Cointegration Analysis in the Presence of Outliers
Research output: Working paper › Research
Published