Heino Bohn Nielsen

Heino Bohn Nielsen

Professor with special responsibilities, Professor MSO

Member of:


    1. Published

      Inflation adjustment in the open economy: an I(2) analysis of UK prices

      Nielsen, Heino Bohn & Bowdler, C., 2006, In: Empirical Economics. 31, 3, p. 569-586

      Research output: Contribution to journalJournal articleResearchpeer-review

    2. Published

      Influential observations in cointegrated VAR models: Danish money demand 1973-2003

      Nielsen, Heino Bohn, 2008, In: Econometrics Journal. 11, 1, p. 39-57 19 p.

      Research output: Contribution to journalJournal articleResearchpeer-review

    3. Published

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

      Nielsen, Heino Bohn & Rahbek, Anders, 2003, Københavns Universitet, p. 1-22.

      Research output: Working paperResearch

    4. 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 paperResearch

    5. 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 paperResearch

    6. Published

      Mixed Causal–Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing1

      Bec, F., Nielsen, Heino Bohn & Saïdi, S., Dec 2021, In: Oxford Bulletin of Economics and Statistics. 82, 6, p. 1413-1428 16 p.

      Research output: Contribution to journalJournal articleResearchpeer-review

    7. Published

      Monetary Policy in the Greenspan Era: A Time Series Analysis of Rules vs. Discretion

      Christensen, A. M. & Nielsen, Heino Bohn, 2009, In: Oxford Bulletin of Economics and Statistics. 71, 1, p. 69-89 22 p.

      Research output: Contribution to journalJournal articleResearchpeer-review

    8. Published

      On the consistency of bootstrap testing for a parameter on the boundary of the parameter space

      Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, Jul 2017, In: Journal of Time Series Analysis. 38, 4, p. 513–534

      Research output: Contribution to journalJournal articleResearchpeer-review

    9. 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 journalJournal articleResearchpeer-review

    10. 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 journalJournal articleResearchpeer-review

    ID: 3210