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

      Bootstrap Inference on the Boundary of the Parameter Space with Application to Conditional Volatility Models

      Cavaliere, G., Nielsen, Heino Bohn, Pedersen, Rasmus Søndergaard & Rahbek, Anders, Mar 2022, In: Journal of Econometrics. 227, 1, p. 241-263

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

    2. Published

      Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models

      Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, 2015, In: Econometrica. 83, 2, p. 813-831

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

    3. Published

      Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling

      Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, 2020, In: Journal of Business and Economic Statistics. 38, 1, p. 55-67

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

    4. 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

    5. 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

    6. 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

    7. 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

    8. Published

      Has US Monetary Policy Followed the Taylor Rule? A Cointegration Analysis 1988-2002

      Christensen, A. M. & Nielsen, Heino Bohn, 2003, Kbh.: Danmarks Nationalbank, 18 p.

      Research output: Working paper › Research

    9. Published

      I(1) and I(2) Cointegration Analysis: Theory and Applications

      Nielsen, Heino Bohn, 2004, Cph.: Department of Economics, University of Copenhagen. 133 p. (Rød Serie; No. 98).

      Research output: Book/Report › Ph.D. thesis › Research

    10. 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

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