Heino Bohn Nielsen

Heino Bohn Nielsen

Professor with special responsibilities, Professor MSO

Member of:

    ORCID: 0000-0001-8516-161X

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    1. 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

    2. 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

    3. Published

      Cointegration analysis in the presence of outliers

      Nielsen, Heino Bohn, 2004, In: Econometrics Journal. 7, 1, p. 249-271

      Research output: Contribution to journal › Journal article › Research › peer-review

    4. 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

    5. Published

      UK Money Demand 1873-2001:  a Cointegrated VAR Analysis with Additive Data Corrections

      Nielsen, Heino Bohn, 2004, Cph.: Department of Economics, University of Copenhagen, 20 p.

      Research output: Working paper › Research

    6. Published

      Likelihood Ratio Testing for Cointegration Ranks in I(2) Models

      Nielsen, Heino Bohn & Rahbek, Anders, 2003, nr. 11 ed., Københavns Universitet, p. 1-25.

      Research output: Working paper › Research

    7. Published

      A 'Maximum-Eigenvalue' test for the cointegration ranks in I(2) vector autoregressions

      Nielsen, Heino Bohn, 2007, In: Economics Letters. 94, 3, p. 445-451

      Research output: Contribution to journal › Journal article › Research › peer-review

    8. Published

      Estimation bias and bias correction in reduced rank autoregressions

      Nielsen, Heino Bohn, 16 Mar 2019, In: Econometric Reviews. 38, 3, p. 332-349 18 p.

      Research output: Contribution to journal › Journal article › Research › peer-review

    9. Published

      Cointegration Analysis in the Presence of Outliers

      Nielsen, Heino Bohn, 2003, Cph.: Department of Economics, University of Copenhagen, 22 p.

      Research output: Working paper › Research

    10. Published

      An I(2)Cointegration Analysis of Price and Quantity Formation in Danish Manufactured Exports

      Nielsen, Heino Bohn, 2002, In: Oxford Bulletin of Economics and Statistics. 64, 5, p. 449-472

      Research output: Contribution to journal › Journal article › Research › peer-review

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